NYMEX Natural Gas Future June 2009


Trading Metrics calculated at close of trading on 13-Jan-2009
Day Change Summary
Previous Current
12-Jan-2009 13-Jan-2009 Change Change % Previous Week
Open 5.639 5.665 0.026 0.5% 6.190
High 5.824 5.665 -0.159 -2.7% 6.413
Low 5.615 5.400 -0.215 -3.8% 5.622
Close 5.754 5.423 -0.331 -5.8% 5.726
Range 0.209 0.265 0.056 26.8% 0.791
ATR 0.253 0.260 0.007 2.9% 0.000
Volume 3,000 1,802 -1,198 -39.9% 9,029
Daily Pivots for day following 13-Jan-2009
Classic Woodie Camarilla DeMark
R4 6.291 6.122 5.569
R3 6.026 5.857 5.496
R2 5.761 5.761 5.472
R1 5.592 5.592 5.447 5.544
PP 5.496 5.496 5.496 5.472
S1 5.327 5.327 5.399 5.279
S2 5.231 5.231 5.374
S3 4.966 5.062 5.350
S4 4.701 4.797 5.277
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 6.278 5.400 0.878 16.2% 0.251 4.6% 3% False True 2,107
10 6.413 5.400 1.013 18.7% 0.270 5.0% 2% False True 1,764
20 6.413 5.400 1.013 18.7% 0.229 4.2% 2% False True 1,563
40 6.995 5.400 1.595 29.4% 0.221 4.1% 1% False True 1,554
60 7.599 5.400 2.199 40.5% 0.229 4.2% 1% False True 1,427
80 8.510 5.400 3.110 57.3% 0.221 4.1% 1% False True 1,308
100 9.114 5.400 3.714 68.5% 0.225 4.1% 1% False True 1,156
120 9.637 5.400 4.237 78.1% 0.225 4.1% 1% False True 1,077
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 0.016
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 6.791
2.618 6.359
1.618 6.094
1.000 5.930
0.618 5.829
HIGH 5.665
0.618 5.564
0.500 5.533
0.382 5.501
LOW 5.400
0.618 5.236
1.000 5.135
1.618 4.971
2.618 4.706
4.250 4.274
Fisher Pivots for day following 13-Jan-2009
Pivot 1 day 3 day
R1 5.533 5.612
PP 5.496 5.549
S1 5.460 5.486

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

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