NYMEX Natural Gas Future November 2009


Trading Metrics calculated at close of trading on 04-Feb-2009
Day Change Summary
Previous Current
03-Feb-2009 04-Feb-2009 Change Change % Previous Week
Open 5.750 5.735 -0.015 -0.3% 5.635
High 5.770 5.859 0.089 1.5% 5.816
Low 5.610 5.735 0.125 2.2% 5.611
Close 5.720 5.792 0.072 1.3% 5.672
Range 0.160 0.124 -0.036 -22.5% 0.205
ATR 0.188 0.185 -0.004 -1.9% 0.000
Volume 1,540 1,048 -492 -31.9% 5,261
Daily Pivots for day following 04-Feb-2009
Classic Woodie Camarilla DeMark
R4 6.167 6.104 5.860
R3 6.043 5.980 5.826
R2 5.919 5.919 5.815
R1 5.856 5.856 5.803 5.888
PP 5.795 5.795 5.795 5.811
S1 5.732 5.732 5.781 5.764
S2 5.671 5.671 5.769
S3 5.547 5.608 5.758
S4 5.423 5.484 5.724
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 5.859 5.564 0.295 5.1% 0.166 2.9% 77% True False 1,135
10 5.875 5.564 0.311 5.4% 0.160 2.8% 73% False False 1,046
20 7.040 5.564 1.476 25.5% 0.168 2.9% 15% False False 911
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.025
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 6.386
2.618 6.184
1.618 6.060
1.000 5.983
0.618 5.936
HIGH 5.859
0.618 5.812
0.500 5.797
0.382 5.782
LOW 5.735
0.618 5.658
1.000 5.611
1.618 5.534
2.618 5.410
4.250 5.208
Fisher Pivots for day following 04-Feb-2009
Pivot 1 day 3 day
R1 5.797 5.765
PP 5.795 5.738
S1 5.794 5.712

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

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