NYMEX Natural Gas Future June 2009


Trading Metrics calculated at close of trading on 23-Jan-2009
Day Change Summary
Previous Current
22-Jan-2009 23-Jan-2009 Change Change % Previous Week
Open 4.948 4.813 -0.135 -2.7% 5.000
High 4.950 4.880 -0.070 -1.4% 5.054
Low 4.726 4.662 -0.064 -1.4% 4.662
Close 4.892 4.746 -0.146 -3.0% 4.746
Range 0.224 0.218 -0.006 -2.7% 0.392
ATR 0.241 0.240 -0.001 -0.3% 0.000
Volume 3,126 3,648 522 16.7% 10,860
Daily Pivots for day following 23-Jan-2009
Classic Woodie Camarilla DeMark
R4 5.417 5.299 4.866
R3 5.199 5.081 4.806
R2 4.981 4.981 4.786
R1 4.863 4.863 4.766 4.813
PP 4.763 4.763 4.763 4.738
S1 4.645 4.645 4.726 4.595
S2 4.545 4.545 4.706
S3 4.327 4.427 4.686
S4 4.109 4.209 4.626
Weekly Pivots for week ending 23-Jan-2009
Classic Woodie Camarilla DeMark
R4 5.997 5.763 4.962
R3 5.605 5.371 4.854
R2 5.213 5.213 4.818
R1 4.979 4.979 4.782 4.900
PP 4.821 4.821 4.821 4.781
S1 4.587 4.587 4.710 4.508
S2 4.429 4.429 4.674
S3 4.037 4.195 4.638
S4 3.645 3.803 4.530
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.190 4.662 0.528 11.1% 0.192 4.0% 16% False True 2,688
10 5.824 4.662 1.162 24.5% 0.201 4.2% 7% False True 2,511
20 6.413 4.662 1.751 36.9% 0.226 4.8% 5% False True 1,945
40 6.995 4.662 2.333 49.2% 0.222 4.7% 4% False True 1,731
60 7.599 4.662 2.937 61.9% 0.230 4.9% 3% False True 1,605
80 8.249 4.662 3.587 75.6% 0.219 4.6% 2% False True 1,490
100 8.545 4.662 3.883 81.8% 0.223 4.7% 2% False True 1,314
120 9.524 4.662 4.862 102.4% 0.224 4.7% 2% False True 1,197
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.024
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.807
2.618 5.451
1.618 5.233
1.000 5.098
0.618 5.015
HIGH 4.880
0.618 4.797
0.500 4.771
0.382 4.745
LOW 4.662
0.618 4.527
1.000 4.444
1.618 4.309
2.618 4.091
4.250 3.736
Fisher Pivots for day following 23-Jan-2009
Pivot 1 day 3 day
R1 4.771 4.856
PP 4.763 4.819
S1 4.754 4.783

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

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