NYMEX Natural Gas Future December 2009


Trading Metrics calculated at close of trading on 03-Feb-2009
Day Change Summary
Previous Current
02-Feb-2009 03-Feb-2009 Change Change % Previous Week
Open 6.200 6.330 0.130 2.1% 6.225
High 6.370 6.330 -0.040 -0.6% 6.429
Low 6.200 6.200 0.000 0.0% 6.225
Close 6.275 6.300 0.025 0.4% 6.272
Range 0.170 0.130 -0.040 -23.5% 0.204
ATR 0.191 0.186 -0.004 -2.3% 0.000
Volume 1,828 2,102 274 15.0% 5,697
Daily Pivots for day following 03-Feb-2009
Classic Woodie Camarilla DeMark
R4 6.667 6.613 6.372
R3 6.537 6.483 6.336
R2 6.407 6.407 6.324
R1 6.353 6.353 6.312 6.315
PP 6.277 6.277 6.277 6.258
S1 6.223 6.223 6.288 6.185
S2 6.147 6.147 6.276
S3 6.017 6.093 6.264
S4 5.887 5.963 6.229
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% 0.161 2.6% 44% False True 1,448
10 6.540 6.200 0.340 5.4% 0.159 2.5% 29% False True 1,495
20 7.621 6.200 1.421 22.6% 0.179 2.8% 7% False True 1,118
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.019
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 6.883
2.618 6.670
1.618 6.540
1.000 6.460
0.618 6.410
HIGH 6.330
0.618 6.280
0.500 6.265
0.382 6.250
LOW 6.200
0.618 6.120
1.000 6.070
1.618 5.990
2.618 5.860
4.250 5.648
Fisher Pivots for day following 03-Feb-2009
Pivot 1 day 3 day
R1 6.288 6.298
PP 6.277 6.295
S1 6.265 6.293

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

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