NYMEX Natural Gas Future July 2009


Trading Metrics calculated at close of trading on 16-Jan-2009
Day Change Summary
Previous Current
15-Jan-2009 16-Jan-2009 Change Change % Previous Week
Open 5.358 5.229 -0.129 -2.4% 5.767
High 5.366 5.229 -0.137 -2.6% 5.925
Low 5.150 5.229 0.079 1.5% 5.150
Close 5.229 5.200 -0.029 -0.6% 5.200
Range 0.216 0.000 -0.216 -100.0% 0.775
ATR 0.253 0.235 -0.018 -7.1% 0.000
Volume 1,444 1,420 -24 -1.7% 10,180
Daily Pivots for day following 16-Jan-2009
Classic Woodie Camarilla DeMark
R4 5.219 5.210 5.200
R3 5.219 5.210 5.200
R2 5.219 5.219 5.200
R1 5.210 5.210 5.200 5.215
PP 5.219 5.219 5.219 5.222
S1 5.210 5.210 5.200 5.215
S2 5.219 5.219 5.200
S3 5.219 5.210 5.200
S4 5.219 5.210 5.200
Weekly Pivots for week ending 16-Jan-2009
Classic Woodie Camarilla DeMark
R4 7.750 7.250 5.626
R3 6.975 6.475 5.413
R2 6.200 6.200 5.342
R1 5.700 5.700 5.271 5.563
PP 5.425 5.425 5.425 5.356
S1 4.925 4.925 5.129 4.788
S2 4.650 4.650 5.058
S3 3.875 4.150 4.987
S4 3.100 3.375 4.774
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.925 5.150 0.775 14.9% 0.184 3.5% 6% False False 2,036
10 6.521 5.150 1.371 26.4% 0.234 4.5% 4% False False 1,799
20 6.521 5.150 1.371 26.4% 0.225 4.3% 4% False False 1,536
40 7.121 5.150 1.971 37.9% 0.212 4.1% 3% False False 1,441
60 7.708 5.150 2.558 49.2% 0.216 4.1% 2% False False 1,281
80 8.587 5.150 3.437 66.1% 0.210 4.0% 1% False False 1,184
100 9.240 5.150 4.090 78.7% 0.215 4.1% 1% False False 1,054
120 9.739 5.150 4.589 88.3% 0.213 4.1% 1% False False 948
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.022
Narrowest range in 150 trading days
Fibonacci Retracements and Extensions
4.250 5.229
2.618 5.229
1.618 5.229
1.000 5.229
0.618 5.229
HIGH 5.229
0.618 5.229
0.500 5.229
0.382 5.229
LOW 5.229
0.618 5.229
1.000 5.229
1.618 5.229
2.618 5.229
4.250 5.229
Fisher Pivots for day following 16-Jan-2009
Pivot 1 day 3 day
R1 5.229 5.375
PP 5.219 5.317
S1 5.210 5.258

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

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