NYMEX Natural Gas Future October 2009


Trading Metrics calculated at close of trading on 10-Feb-2009
Day Change Summary
Previous Current
09-Feb-2009 10-Feb-2009 Change Change % Previous Week
Open 5.326 5.445 0.119 2.2% 5.000
High 5.499 5.491 -0.008 -0.1% 5.438
Low 5.278 5.200 -0.078 -1.5% 4.976
Close 5.444 5.220 -0.224 -4.1% 5.394
Range 0.221 0.291 0.070 31.7% 0.462
ATR 0.222 0.227 0.005 2.2% 0.000
Volume 5,593 4,962 -631 -11.3% 26,352
Daily Pivots for day following 10-Feb-2009
Classic Woodie Camarilla DeMark
R4 6.177 5.989 5.380
R3 5.886 5.698 5.300
R2 5.595 5.595 5.273
R1 5.407 5.407 5.247 5.356
PP 5.304 5.304 5.304 5.278
S1 5.116 5.116 5.193 5.065
S2 5.013 5.013 5.167
S3 4.722 4.825 5.140
S4 4.431 4.534 5.060
Weekly Pivots for week ending 06-Feb-2009
Classic Woodie Camarilla DeMark
R4 6.655 6.487 5.648
R3 6.193 6.025 5.521
R2 5.731 5.731 5.479
R1 5.563 5.563 5.436 5.647
PP 5.269 5.269 5.269 5.312
S1 5.101 5.101 5.352 5.185
S2 4.807 4.807 5.309
S3 4.345 4.639 5.267
S4 3.883 4.177 5.140
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.499 5.185 0.314 6.0% 0.218 4.2% 11% False False 5,045
10 5.499 4.976 0.523 10.0% 0.227 4.4% 47% False False 4,827
20 6.087 4.976 1.111 21.3% 0.207 4.0% 22% False False 4,197
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.050
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 6.728
2.618 6.253
1.618 5.962
1.000 5.782
0.618 5.671
HIGH 5.491
0.618 5.380
0.500 5.346
0.382 5.311
LOW 5.200
0.618 5.020
1.000 4.909
1.618 4.729
2.618 4.438
4.250 3.963
Fisher Pivots for day following 10-Feb-2009
Pivot 1 day 3 day
R1 5.346 5.342
PP 5.304 5.301
S1 5.262 5.261

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

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