NYMEX Natural Gas Future November 2009


Trading Metrics calculated at close of trading on 28-Jan-2009
Day Change Summary
Previous Current
27-Jan-2009 28-Jan-2009 Change Change % Previous Week
Open 5.746 5.791 0.045 0.8% 5.961
High 5.764 5.800 0.036 0.6% 5.985
Low 5.670 5.611 -0.059 -1.0% 5.660
Close 5.686 5.661 -0.025 -0.4% 5.718
Range 0.094 0.189 0.095 101.1% 0.325
ATR 0.192 0.192 0.000 -0.1% 0.000
Volume 1,124 954 -170 -15.1% 2,914
Daily Pivots for day following 28-Jan-2009
Classic Woodie Camarilla DeMark
R4 6.258 6.148 5.765
R3 6.069 5.959 5.713
R2 5.880 5.880 5.696
R1 5.770 5.770 5.678 5.731
PP 5.691 5.691 5.691 5.671
S1 5.581 5.581 5.644 5.542
S2 5.502 5.502 5.626
S3 5.313 5.392 5.609
S4 5.124 5.203 5.557
Weekly Pivots for week ending 23-Jan-2009
Classic Woodie Camarilla DeMark
R4 6.763 6.565 5.897
R3 6.438 6.240 5.807
R2 6.113 6.113 5.778
R1 5.915 5.915 5.748 5.852
PP 5.788 5.788 5.788 5.756
S1 5.590 5.590 5.688 5.527
S2 5.463 5.463 5.658
S3 5.138 5.265 5.629
S4 4.813 4.940 5.539
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.875 5.611 0.264 4.7% 0.154 2.7% 19% False True 957
10 6.340 5.611 0.729 12.9% 0.158 2.8% 7% False True 880
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.026
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 6.603
2.618 6.295
1.618 6.106
1.000 5.989
0.618 5.917
HIGH 5.800
0.618 5.728
0.500 5.706
0.382 5.683
LOW 5.611
0.618 5.494
1.000 5.422
1.618 5.305
2.618 5.116
4.250 4.808
Fisher Pivots for day following 28-Jan-2009
Pivot 1 day 3 day
R1 5.706 5.706
PP 5.691 5.691
S1 5.676 5.676

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

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