NYMEX Natural Gas Future June 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 5.255 5.150 -0.105 -2.0% 5.639
High 5.255 5.190 -0.065 -1.2% 5.824
Low 5.029 5.042 0.013 0.3% 5.029
Close 5.102 5.071 -0.031 -0.6% 5.071
Range 0.226 0.148 -0.078 -34.5% 0.795
ATR 0.254 0.246 -0.008 -3.0% 0.000
Volume 1,604 2,584 980 61.1% 11,908
Daily Pivots for day following 16-Jan-2009
Classic Woodie Camarilla DeMark
R4 5.545 5.456 5.152
R3 5.397 5.308 5.112
R2 5.249 5.249 5.098
R1 5.160 5.160 5.085 5.131
PP 5.101 5.101 5.101 5.086
S1 5.012 5.012 5.057 4.983
S2 4.953 4.953 5.044
S3 4.805 4.864 5.030
S4 4.657 4.716 4.990
Weekly Pivots for week ending 16-Jan-2009
Classic Woodie Camarilla DeMark
R4 7.693 7.177 5.508
R3 6.898 6.382 5.290
R2 6.103 6.103 5.217
R1 5.587 5.587 5.144 5.448
PP 5.308 5.308 5.308 5.238
S1 4.792 4.792 4.998 4.653
S2 4.513 4.513 4.925
S3 3.718 3.997 4.852
S4 2.923 3.202 4.634
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 15.7% 0.209 4.1% 5% False False 2,381
10 6.413 5.029 1.384 27.3% 0.234 4.6% 3% False False 2,093
20 6.413 5.029 1.384 27.3% 0.231 4.6% 3% False False 1,753
40 6.995 5.029 1.966 38.8% 0.219 4.3% 2% False False 1,618
60 7.599 5.029 2.570 50.7% 0.228 4.5% 2% False False 1,479
80 8.476 5.029 3.447 68.0% 0.221 4.4% 1% False False 1,384
100 9.114 5.029 4.085 80.6% 0.226 4.5% 1% False False 1,223
120 9.637 5.029 4.608 90.9% 0.222 4.4% 1% False False 1,118
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.020
Narrowest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 5.819
2.618 5.577
1.618 5.429
1.000 5.338
0.618 5.281
HIGH 5.190
0.618 5.133
0.500 5.116
0.382 5.099
LOW 5.042
0.618 4.951
1.000 4.894
1.618 4.803
2.618 4.655
4.250 4.413
Fisher Pivots for day following 16-Jan-2009
Pivot 1 day 3 day
R1 5.116 5.223
PP 5.101 5.172
S1 5.086 5.122

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

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