NYMEX Natural Gas Future June 2009


Trading Metrics calculated at close of trading on 22-Jan-2009
Day Change Summary
Previous Current
21-Jan-2009 22-Jan-2009 Change Change % Previous Week
Open 4.935 4.948 0.013 0.3% 5.639
High 5.050 4.950 -0.100 -2.0% 5.824
Low 4.902 4.726 -0.176 -3.6% 5.029
Close 4.975 4.892 -0.083 -1.7% 5.071
Range 0.148 0.224 0.076 51.4% 0.795
ATR 0.240 0.241 0.001 0.3% 0.000
Volume 1,348 3,126 1,778 131.9% 11,908
Daily Pivots for day following 22-Jan-2009
Classic Woodie Camarilla DeMark
R4 5.528 5.434 5.015
R3 5.304 5.210 4.954
R2 5.080 5.080 4.933
R1 4.986 4.986 4.913 4.921
PP 4.856 4.856 4.856 4.824
S1 4.762 4.762 4.871 4.697
S2 4.632 4.632 4.851
S3 4.408 4.538 4.830
S4 4.184 4.314 4.769
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 5.255 4.726 0.529 10.8% 0.193 4.0% 31% False True 2,280
10 6.137 4.726 1.411 28.8% 0.218 4.5% 12% False True 2,377
20 6.413 4.726 1.687 34.5% 0.231 4.7% 10% False True 1,845
40 6.995 4.726 2.269 46.4% 0.220 4.5% 7% False True 1,658
60 7.599 4.726 2.873 58.7% 0.229 4.7% 6% False True 1,570
80 8.249 4.726 3.523 72.0% 0.219 4.5% 5% False True 1,451
100 8.846 4.726 4.120 84.2% 0.223 4.6% 4% False True 1,287
120 9.637 4.726 4.911 100.4% 0.223 4.6% 3% False True 1,170
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.018
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 5.902
2.618 5.536
1.618 5.312
1.000 5.174
0.618 5.088
HIGH 4.950
0.618 4.864
0.500 4.838
0.382 4.812
LOW 4.726
0.618 4.588
1.000 4.502
1.618 4.364
2.618 4.140
4.250 3.774
Fisher Pivots for day following 22-Jan-2009
Pivot 1 day 3 day
R1 4.874 4.891
PP 4.856 4.891
S1 4.838 4.890

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

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