NYMEX Natural Gas Future June 2009


Trading Metrics calculated at close of trading on 15-Jan-2009
Day Change Summary
Previous Current
14-Jan-2009 15-Jan-2009 Change Change % Previous Week
Open 5.416 5.255 -0.161 -3.0% 6.190
High 5.416 5.255 -0.161 -3.0% 6.413
Low 5.219 5.029 -0.190 -3.6% 5.622
Close 5.244 5.102 -0.142 -2.7% 5.726
Range 0.197 0.226 0.029 14.7% 0.791
ATR 0.256 0.254 -0.002 -0.8% 0.000
Volume 2,918 1,604 -1,314 -45.0% 9,029
Daily Pivots for day following 15-Jan-2009
Classic Woodie Camarilla DeMark
R4 5.807 5.680 5.226
R3 5.581 5.454 5.164
R2 5.355 5.355 5.143
R1 5.228 5.228 5.123 5.179
PP 5.129 5.129 5.129 5.104
S1 5.002 5.002 5.081 4.953
S2 4.903 4.903 5.061
S3 4.677 4.776 5.040
S4 4.451 4.550 4.978
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 5.824 5.029 0.795 15.6% 0.211 4.1% 9% False True 2,334
10 6.413 5.029 1.384 27.1% 0.263 5.1% 5% False True 1,999
20 6.413 5.029 1.384 27.1% 0.235 4.6% 5% False True 1,668
40 6.995 5.029 1.966 38.5% 0.221 4.3% 4% False True 1,608
60 7.599 5.029 2.570 50.4% 0.229 4.5% 3% False True 1,450
80 8.510 5.029 3.481 68.2% 0.222 4.3% 2% False True 1,354
100 9.114 5.029 4.085 80.1% 0.226 4.4% 2% False True 1,199
120 9.637 5.029 4.608 90.3% 0.222 4.3% 2% False True 1,102
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 2 trading days
Fibonacci Retracements and Extensions
4.250 6.216
2.618 5.847
1.618 5.621
1.000 5.481
0.618 5.395
HIGH 5.255
0.618 5.169
0.500 5.142
0.382 5.115
LOW 5.029
0.618 4.889
1.000 4.803
1.618 4.663
2.618 4.437
4.250 4.069
Fisher Pivots for day following 15-Jan-2009
Pivot 1 day 3 day
R1 5.142 5.347
PP 5.129 5.265
S1 5.115 5.184

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

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