NYMEX Natural Gas Future December 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 6.385 6.200 -0.185 -2.9% 6.225
High 6.385 6.370 -0.015 -0.2% 6.429
Low 6.225 6.200 -0.025 -0.4% 6.225
Close 6.272 6.275 0.003 0.0% 6.272
Range 0.160 0.170 0.010 6.3% 0.204
ATR 0.192 0.191 -0.002 -0.8% 0.000
Volume 864 1,828 964 111.6% 5,697
Daily Pivots for day following 02-Feb-2009
Classic Woodie Camarilla DeMark
R4 6.792 6.703 6.369
R3 6.622 6.533 6.322
R2 6.452 6.452 6.306
R1 6.363 6.363 6.291 6.408
PP 6.282 6.282 6.282 6.304
S1 6.193 6.193 6.259 6.238
S2 6.112 6.112 6.244
S3 5.942 6.023 6.228
S4 5.772 5.853 6.182
Weekly Pivots for week ending 30-Jan-2009
Classic Woodie Camarilla DeMark
R4 6.921 6.800 6.384
R3 6.717 6.596 6.328
R2 6.513 6.513 6.309
R1 6.392 6.392 6.291 6.453
PP 6.309 6.309 6.309 6.339
S1 6.188 6.188 6.253 6.249
S2 6.105 6.105 6.235
S3 5.901 5.984 6.216
S4 5.697 5.780 6.160
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6.429 6.200 0.229 3.6% 0.157 2.5% 33% False True 1,256
10 6.560 6.200 0.360 5.7% 0.165 2.6% 21% False True 1,355
20 7.621 6.200 1.421 22.6% 0.184 2.9% 5% False True 1,068
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.023
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 7.093
2.618 6.815
1.618 6.645
1.000 6.540
0.618 6.475
HIGH 6.370
0.618 6.305
0.500 6.285
0.382 6.265
LOW 6.200
0.618 6.095
1.000 6.030
1.618 5.925
2.618 5.755
4.250 5.478
Fisher Pivots for day following 02-Feb-2009
Pivot 1 day 3 day
R1 6.285 6.309
PP 6.282 6.297
S1 6.278 6.286

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

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