NYMEX Natural Gas Future November 2009


Trading Metrics calculated at close of trading on 02-Feb-2009
Day Change Summary
Previous Current
30-Jan-2009 02-Feb-2009 Change Change % Previous Week
Open 5.795 5.600 -0.195 -3.4% 5.635
High 5.795 5.800 0.005 0.1% 5.816
Low 5.650 5.564 -0.086 -1.5% 5.611
Close 5.672 5.705 0.033 0.6% 5.672
Range 0.145 0.236 0.091 62.8% 0.205
ATR 0.187 0.190 0.004 1.9% 0.000
Volume 1,364 938 -426 -31.2% 5,261
Daily Pivots for day following 02-Feb-2009
Classic Woodie Camarilla DeMark
R4 6.398 6.287 5.835
R3 6.162 6.051 5.770
R2 5.926 5.926 5.748
R1 5.815 5.815 5.727 5.871
PP 5.690 5.690 5.690 5.717
S1 5.579 5.579 5.683 5.635
S2 5.454 5.454 5.662
S3 5.218 5.343 5.640
S4 4.982 5.107 5.575
Weekly Pivots for week ending 30-Jan-2009
Classic Woodie Camarilla DeMark
R4 6.315 6.198 5.785
R3 6.110 5.993 5.728
R2 5.905 5.905 5.710
R1 5.788 5.788 5.691 5.847
PP 5.700 5.700 5.700 5.729
S1 5.583 5.583 5.653 5.642
S2 5.495 5.495 5.634
S3 5.290 5.378 5.616
S4 5.085 5.173 5.559
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.816 5.564 0.252 4.4% 0.166 2.9% 56% False True 1,033
10 5.985 5.564 0.421 7.4% 0.163 2.8% 33% False True 911
20 7.150 5.564 1.586 27.8% 0.176 3.1% 9% False True 886
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.031
Widest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 6.803
2.618 6.418
1.618 6.182
1.000 6.036
0.618 5.946
HIGH 5.800
0.618 5.710
0.500 5.682
0.382 5.654
LOW 5.564
0.618 5.418
1.000 5.328
1.618 5.182
2.618 4.946
4.250 4.561
Fisher Pivots for day following 02-Feb-2009
Pivot 1 day 3 day
R1 5.697 5.700
PP 5.690 5.695
S1 5.682 5.690

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

View Archives - Comment on this page... - Back to Index of Symbols