NYMEX Natural Gas Future June 2009


Trading Metrics calculated at close of trading on 26-Jan-2009
Day Change Summary
Previous Current
23-Jan-2009 26-Jan-2009 Change Change % Previous Week
Open 4.813 4.680 -0.133 -2.8% 5.000
High 4.880 4.824 -0.056 -1.1% 5.054
Low 4.662 4.642 -0.020 -0.4% 4.662
Close 4.746 4.717 -0.029 -0.6% 4.746
Range 0.218 0.182 -0.036 -16.5% 0.392
ATR 0.240 0.236 -0.004 -1.7% 0.000
Volume 3,648 2,518 -1,130 -31.0% 10,860
Daily Pivots for day following 26-Jan-2009
Classic Woodie Camarilla DeMark
R4 5.274 5.177 4.817
R3 5.092 4.995 4.767
R2 4.910 4.910 4.750
R1 4.813 4.813 4.734 4.862
PP 4.728 4.728 4.728 4.752
S1 4.631 4.631 4.700 4.680
S2 4.546 4.546 4.684
S3 4.364 4.449 4.667
S4 4.182 4.267 4.617
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 5.054 4.642 0.412 8.7% 0.199 4.2% 18% False True 2,675
10 5.824 4.642 1.182 25.1% 0.204 4.3% 6% False True 2,528
20 6.413 4.642 1.771 37.5% 0.220 4.7% 4% False True 2,021
40 6.995 4.642 2.353 49.9% 0.220 4.7% 3% False True 1,755
60 7.599 4.642 2.957 62.7% 0.230 4.9% 3% False True 1,615
80 8.249 4.642 3.607 76.5% 0.219 4.6% 2% False True 1,508
100 8.545 4.642 3.903 82.7% 0.222 4.7% 2% False True 1,333
120 9.387 4.642 4.745 100.6% 0.223 4.7% 2% False True 1,216
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 0.026
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 5.598
2.618 5.300
1.618 5.118
1.000 5.006
0.618 4.936
HIGH 4.824
0.618 4.754
0.500 4.733
0.382 4.712
LOW 4.642
0.618 4.530
1.000 4.460
1.618 4.348
2.618 4.166
4.250 3.869
Fisher Pivots for day following 26-Jan-2009
Pivot 1 day 3 day
R1 4.733 4.796
PP 4.728 4.770
S1 4.722 4.743

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

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