NYMEX Natural Gas Future July 2009


Trading Metrics calculated at close of trading on 20-Jan-2009
Day Change Summary
Previous Current
16-Jan-2009 20-Jan-2009 Change Change % Previous Week
Open 5.229 5.150 -0.079 -1.5% 5.767
High 5.229 5.163 -0.066 -1.3% 5.925
Low 5.229 5.000 -0.229 -4.4% 5.150
Close 5.200 5.009 -0.191 -3.7% 5.200
Range 0.000 0.163 0.163 0.775
ATR 0.235 0.232 -0.002 -1.1% 0.000
Volume 1,420 1,080 -340 -23.9% 10,180
Daily Pivots for day following 20-Jan-2009
Classic Woodie Camarilla DeMark
R4 5.546 5.441 5.099
R3 5.383 5.278 5.054
R2 5.220 5.220 5.039
R1 5.115 5.115 5.024 5.086
PP 5.057 5.057 5.057 5.043
S1 4.952 4.952 4.994 4.923
S2 4.894 4.894 4.979
S3 4.731 4.789 4.964
S4 4.568 4.626 4.919
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 5.800 5.000 0.800 16.0% 0.180 3.6% 1% False True 1,957
10 6.521 5.000 1.521 30.4% 0.226 4.5% 1% False True 1,824
20 6.521 5.000 1.521 30.4% 0.224 4.5% 1% False True 1,530
40 7.106 5.000 2.106 42.0% 0.212 4.2% 0% False True 1,438
60 7.708 5.000 2.708 54.1% 0.216 4.3% 0% False True 1,284
80 8.587 5.000 3.587 71.6% 0.209 4.2% 0% False True 1,181
100 9.240 5.000 4.240 84.6% 0.215 4.3% 0% False True 1,061
120 9.739 5.000 4.739 94.6% 0.213 4.3% 0% False True 955
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 0.018
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.856
2.618 5.590
1.618 5.427
1.000 5.326
0.618 5.264
HIGH 5.163
0.618 5.101
0.500 5.082
0.382 5.062
LOW 5.000
0.618 4.899
1.000 4.837
1.618 4.736
2.618 4.573
4.250 4.307
Fisher Pivots for day following 20-Jan-2009
Pivot 1 day 3 day
R1 5.082 5.183
PP 5.057 5.125
S1 5.033 5.067

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

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