NYMEX Natural Gas Future July 2009


Trading Metrics calculated at close of trading on 14-Jan-2009
Day Change Summary
Previous Current
13-Jan-2009 14-Jan-2009 Change Change % Previous Week
Open 5.787 5.595 -0.192 -3.3% 6.257
High 5.800 5.600 -0.200 -3.4% 6.521
Low 5.530 5.351 -0.179 -3.2% 5.736
Close 5.548 5.370 -0.178 -3.2% 5.846
Range 0.270 0.249 -0.021 -7.8% 0.785
ATR 0.256 0.255 0.000 -0.2% 0.000
Volume 1,606 4,238 2,632 163.9% 7,811
Daily Pivots for day following 14-Jan-2009
Classic Woodie Camarilla DeMark
R4 6.187 6.028 5.507
R3 5.938 5.779 5.438
R2 5.689 5.689 5.416
R1 5.530 5.530 5.393 5.485
PP 5.440 5.440 5.440 5.418
S1 5.281 5.281 5.347 5.236
S2 5.191 5.191 5.324
S3 4.942 5.032 5.302
S4 4.693 4.783 5.233
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 6.295 5.351 0.944 17.6% 0.277 5.2% 2% False True 2,269
10 6.521 5.351 1.170 21.8% 0.272 5.1% 2% False True 1,700
20 6.521 5.351 1.170 21.8% 0.227 4.2% 2% False True 1,513
40 7.121 5.351 1.770 33.0% 0.215 4.0% 1% False True 1,414
60 7.708 5.351 2.357 43.9% 0.220 4.1% 1% False True 1,269
80 8.598 5.351 3.247 60.5% 0.212 4.0% 1% False True 1,154
100 9.240 5.351 3.889 72.4% 0.216 4.0% 0% False True 1,033
120 9.739 5.351 4.388 81.7% 0.215 4.0% 0% False True 931
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 0.022
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6.658
2.618 6.252
1.618 6.003
1.000 5.849
0.618 5.754
HIGH 5.600
0.618 5.505
0.500 5.476
0.382 5.446
LOW 5.351
0.618 5.197
1.000 5.102
1.618 4.948
2.618 4.699
4.250 4.293
Fisher Pivots for day following 14-Jan-2009
Pivot 1 day 3 day
R1 5.476 5.638
PP 5.440 5.549
S1 5.405 5.459

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

View Archives - Comment on this page... - Back to Index of Symbols