NYMEX Natural Gas Future September 2009

Trading Metrics calculated at close of trading on 16-Jan-2009

Day Change Summary
	Previous	Current
	15-Jan-2009	16-Jan-2009	Change	Change %	Previous Week
Open	5.530	5.430	-0.100	-1.8%	5.911
High	5.530	5.490	-0.040	-0.7%	6.091
Low	5.314	5.340	0.026	0.5%	5.314
Close	5.388	5.365	-0.023	-0.4%	5.365
Range	0.216	0.150	-0.066	-30.6%	0.777
ATR
Volume	1,369	979	-390	-28.5%	5,560

Daily Pivots for day following 16-Jan-2009
	Classic	Woodie	Camarilla	DeMark
R4	5.848	5.757	5.448
R3	5.698	5.607	5.406
R2	5.548	5.548	5.393
R1	5.457	5.457	5.379	5.428
PP	5.398	5.398	5.398	5.384
S1	5.307	5.307	5.351	5.278
S2	5.248	5.248	5.338
S3	5.098	5.157	5.324
S4	4.948	5.007	5.283

Weekly Pivots for week ending 16-Jan-2009
	Classic	Woodie	Camarilla	DeMark
R4	7.921	7.420	5.792
R3	7.144	6.643	5.579
R2	6.367	6.367	5.507
R1	5.866	5.866	5.436	5.728
PP	5.590	5.590	5.590	5.521
S1	5.089	5.089	5.294	4.951
S2	4.813	4.813	5.223
S3	4.036	4.312	5.151
S4	3.259	3.535	4.938

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	6.091	5.314	0.777	14.5%	0.194	3.6%	7%	False	False	1,112
10	6.665	5.314	1.351	25.2%	0.221	4.1%	4%	False	False	903

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.014
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	6.128
2.618	5.883
1.618	5.733
1.000	5.640
0.618	5.583
HIGH	5.490
0.618	5.433
0.500	5.415
0.382	5.397
LOW	5.340
0.618	5.247
1.000	5.190
1.618	5.097
2.618	4.947
4.250	4.703

Fisher Pivots for day following 16-Jan-2009
Pivot	1 day	3 day
R1	5.415	5.482
PP	5.398	5.443
S1	5.382	5.404

Download as Excel Spreadsheet

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

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