NYMEX Natural Gas Future June 2009


Trading Metrics calculated at close of trading on 12-Jan-2009
Day Change Summary
Previous Current
09-Jan-2009 12-Jan-2009 Change Change % Previous Week
Open 5.760 5.639 -0.121 -2.1% 6.190
High 5.780 5.824 0.044 0.8% 6.413
Low 5.622 5.615 -0.007 -0.1% 5.622
Close 5.726 5.754 0.028 0.5% 5.726
Range 0.158 0.209 0.051 32.3% 0.791
ATR 0.256 0.253 -0.003 -1.3% 0.000
Volume 2,349 3,000 651 27.7% 9,029
Daily Pivots for day following 12-Jan-2009
Classic Woodie Camarilla DeMark
R4 6.358 6.265 5.869
R3 6.149 6.056 5.811
R2 5.940 5.940 5.792
R1 5.847 5.847 5.773 5.894
PP 5.731 5.731 5.731 5.754
S1 5.638 5.638 5.735 5.685
S2 5.522 5.522 5.716
S3 5.313 5.429 5.697
S4 5.104 5.220 5.639
Weekly Pivots for week ending 09-Jan-2009
Classic Woodie Camarilla DeMark
R4 8.293 7.801 6.161
R3 7.502 7.010 5.944
R2 6.711 6.711 5.871
R1 6.219 6.219 5.799 6.070
PP 5.920 5.920 5.920 5.846
S1 5.428 5.428 5.653 5.279
S2 5.129 5.129 5.581
S3 4.338 4.637 5.508
S4 3.547 3.846 5.291
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6.413 5.615 0.798 13.9% 0.254 4.4% 17% False True 2,264
10 6.413 5.615 0.798 13.9% 0.257 4.5% 17% False True 1,619
20 6.413 5.571 0.842 14.6% 0.222 3.9% 22% False False 1,557
40 6.995 5.571 1.424 24.7% 0.222 3.9% 13% False False 1,538
60 7.599 5.571 2.028 35.2% 0.227 4.0% 9% False False 1,413
80 8.545 5.571 2.974 51.7% 0.223 3.9% 6% False False 1,313
100 9.114 5.571 3.543 61.6% 0.224 3.9% 5% False False 1,148
120 9.924 5.571 4.353 75.7% 0.227 3.9% 4% False False 1,069
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.016
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6.712
2.618 6.371
1.618 6.162
1.000 6.033
0.618 5.953
HIGH 5.824
0.618 5.744
0.500 5.720
0.382 5.695
LOW 5.615
0.618 5.486
1.000 5.406
1.618 5.277
2.618 5.068
4.250 4.727
Fisher Pivots for day following 12-Jan-2009
Pivot 1 day 3 day
R1 5.743 5.876
PP 5.731 5.835
S1 5.720 5.795

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

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