NYMEX Natural Gas Future October 2009


Trading Metrics calculated at close of trading on 05-Feb-2009
Day Change Summary
Previous Current
04-Feb-2009 05-Feb-2009 Change Change % Previous Week
Open 5.235 5.290 0.055 1.1% 5.110
High 5.362 5.381 0.019 0.4% 5.278
Low 5.210 5.209 -0.001 0.0% 5.020
Close 5.267 5.293 0.026 0.5% 5.097
Range 0.152 0.172 0.020 13.2% 0.258
ATR 0.223 0.219 -0.004 -1.6% 0.000
Volume 5,667 3,758 -1,909 -33.7% 18,788
Daily Pivots for day following 05-Feb-2009
Classic Woodie Camarilla DeMark
R4 5.810 5.724 5.388
R3 5.638 5.552 5.340
R2 5.466 5.466 5.325
R1 5.380 5.380 5.309 5.423
PP 5.294 5.294 5.294 5.316
S1 5.208 5.208 5.277 5.251
S2 5.122 5.122 5.261
S3 4.950 5.036 5.246
S4 4.778 4.864 5.198
Weekly Pivots for week ending 30-Jan-2009
Classic Woodie Camarilla DeMark
R4 5.906 5.759 5.239
R3 5.648 5.501 5.168
R2 5.390 5.390 5.144
R1 5.243 5.243 5.121 5.188
PP 5.132 5.132 5.132 5.104
S1 4.985 4.985 5.073 4.930
S2 4.874 4.874 5.050
S3 4.616 4.727 5.026
S4 4.358 4.469 4.955
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.381 4.976 0.405 7.7% 0.219 4.1% 78% True False 5,035
10 5.381 4.976 0.405 7.7% 0.199 3.8% 78% True False 4,349
20 6.555 4.976 1.579 29.8% 0.206 3.9% 20% False False 3,950
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.049
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6.112
2.618 5.831
1.618 5.659
1.000 5.553
0.618 5.487
HIGH 5.381
0.618 5.315
0.500 5.295
0.382 5.275
LOW 5.209
0.618 5.103
1.000 5.037
1.618 4.931
2.618 4.759
4.250 4.478
Fisher Pivots for day following 05-Feb-2009
Pivot 1 day 3 day
R1 5.295 5.270
PP 5.294 5.246
S1 5.294 5.223

These figures are updated between 7pm and 10pm EST after a trading day.

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