NYMEX Natural Gas Future October 2009


Trading Metrics calculated at close of trading on 11-Feb-2009
Day Change Summary
Previous Current
10-Feb-2009 11-Feb-2009 Change Change % Previous Week
Open 5.445 5.215 -0.230 -4.2% 5.000
High 5.491 5.351 -0.140 -2.5% 5.438
Low 5.200 5.129 -0.071 -1.4% 4.976
Close 5.220 5.190 -0.030 -0.6% 5.394
Range 0.291 0.222 -0.069 -23.7% 0.462
ATR 0.227 0.226 0.000 -0.1% 0.000
Volume 4,962 7,570 2,608 52.6% 26,352
Daily Pivots for day following 11-Feb-2009
Classic Woodie Camarilla DeMark
R4 5.889 5.762 5.312
R3 5.667 5.540 5.251
R2 5.445 5.445 5.231
R1 5.318 5.318 5.210 5.271
PP 5.223 5.223 5.223 5.200
S1 5.096 5.096 5.170 5.049
S2 5.001 5.001 5.149
S3 4.779 4.874 5.129
S4 4.557 4.652 5.068
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 5.129 0.370 7.1% 0.232 4.5% 16% False True 5,425
10 5.499 4.976 0.523 10.1% 0.229 4.4% 41% False False 5,102
20 5.799 4.976 0.823 15.9% 0.204 3.9% 26% False False 4,437
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.052
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6.295
2.618 5.932
1.618 5.710
1.000 5.573
0.618 5.488
HIGH 5.351
0.618 5.266
0.500 5.240
0.382 5.214
LOW 5.129
0.618 4.992
1.000 4.907
1.618 4.770
2.618 4.548
4.250 4.186
Fisher Pivots for day following 11-Feb-2009
Pivot 1 day 3 day
R1 5.240 5.314
PP 5.223 5.273
S1 5.207 5.231

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

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