NYMEX Natural Gas Future July 2009


Trading Metrics calculated at close of trading on 13-Jan-2009
Day Change Summary
Previous Current
12-Jan-2009 13-Jan-2009 Change Change % Previous Week
Open 5.767 5.787 0.020 0.3% 6.257
High 5.925 5.800 -0.125 -2.1% 6.521
Low 5.740 5.530 -0.210 -3.7% 5.736
Close 5.874 5.548 -0.326 -5.5% 5.846
Range 0.185 0.270 0.085 45.9% 0.785
ATR 0.249 0.256 0.007 2.7% 0.000
Volume 1,472 1,606 134 9.1% 7,811
Daily Pivots for day following 13-Jan-2009
Classic Woodie Camarilla DeMark
R4 6.436 6.262 5.697
R3 6.166 5.992 5.622
R2 5.896 5.896 5.598
R1 5.722 5.722 5.573 5.674
PP 5.626 5.626 5.626 5.602
S1 5.452 5.452 5.523 5.404
S2 5.356 5.356 5.499
S3 5.086 5.182 5.474
S4 4.816 4.912 5.400
Weekly Pivots for week ending 09-Jan-2009
Classic Woodie Camarilla DeMark
R4 8.389 7.903 6.278
R3 7.604 7.118 6.062
R2 6.819 6.819 5.990
R1 6.333 6.333 5.918 6.184
PP 6.034 6.034 6.034 5.960
S1 5.548 5.548 5.774 5.399
S2 5.249 5.249 5.702
S3 4.464 4.763 5.630
S4 3.679 3.978 5.414
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6.390 5.530 0.860 15.5% 0.273 4.9% 2% False True 1,664
10 6.521 5.530 0.991 17.9% 0.260 4.7% 2% False True 1,456
20 6.521 5.530 0.991 17.9% 0.221 4.0% 2% False True 1,329
40 7.121 5.530 1.591 28.7% 0.214 3.9% 1% False True 1,357
60 7.708 5.530 2.178 39.3% 0.219 3.9% 1% False True 1,224
80 8.598 5.530 3.068 55.3% 0.211 3.8% 1% False True 1,107
100 9.240 5.530 3.710 66.9% 0.215 3.9% 0% False True 992
120 9.739 5.530 4.209 75.9% 0.218 3.9% 0% False True 900
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 0.022
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 6.948
2.618 6.507
1.618 6.237
1.000 6.070
0.618 5.967
HIGH 5.800
0.618 5.697
0.500 5.665
0.382 5.633
LOW 5.530
0.618 5.363
1.000 5.260
1.618 5.093
2.618 4.823
4.250 4.383
Fisher Pivots for day following 13-Jan-2009
Pivot 1 day 3 day
R1 5.665 5.754
PP 5.626 5.685
S1 5.587 5.617

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

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