NYMEX Natural Gas Future November 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 5.920 5.803 -0.117 -2.0% 5.600
High 5.969 5.880 -0.089 -1.5% 5.931
Low 5.728 5.680 -0.048 -0.8% 5.564
Close 5.750 5.730 -0.020 -0.3% 5.872
Range 0.241 0.200 -0.041 -17.0% 0.367
ATR 0.187 0.188 0.001 0.5% 0.000
Volume 1,293 1,749 456 35.3% 5,973
Daily Pivots for day following 11-Feb-2009
Classic Woodie Camarilla DeMark
R4 6.363 6.247 5.840
R3 6.163 6.047 5.785
R2 5.963 5.963 5.767
R1 5.847 5.847 5.748 5.805
PP 5.763 5.763 5.763 5.743
S1 5.647 5.647 5.712 5.605
S2 5.563 5.563 5.693
S3 5.363 5.447 5.675
S4 5.163 5.247 5.620
Weekly Pivots for week ending 06-Feb-2009
Classic Woodie Camarilla DeMark
R4 6.890 6.748 6.074
R3 6.523 6.381 5.973
R2 6.156 6.156 5.939
R1 6.014 6.014 5.906 6.085
PP 5.789 5.789 5.789 5.825
S1 5.647 5.647 5.838 5.718
S2 5.422 5.422 5.805
S3 5.055 5.280 5.771
S4 4.688 4.913 5.670
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.975 5.680 0.295 5.1% 0.194 3.4% 17% False True 1,266
10 5.975 5.564 0.411 7.2% 0.180 3.1% 40% False False 1,201
20 6.340 5.564 0.776 13.5% 0.169 2.9% 21% False False 1,040
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 0.033
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6.730
2.618 6.404
1.618 6.204
1.000 6.080
0.618 6.004
HIGH 5.880
0.618 5.804
0.500 5.780
0.382 5.756
LOW 5.680
0.618 5.556
1.000 5.480
1.618 5.356
2.618 5.156
4.250 4.830
Fisher Pivots for day following 11-Feb-2009
Pivot 1 day 3 day
R1 5.780 5.828
PP 5.763 5.795
S1 5.747 5.763

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

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