NYMEX Natural Gas Future July 2009


Trading Metrics calculated at close of trading on 21-Jan-2009
Day Change Summary
Previous Current
20-Jan-2009 21-Jan-2009 Change Change % Previous Week
Open 5.150 5.030 -0.120 -2.3% 5.767
High 5.163 5.168 0.005 0.1% 5.925
Low 5.000 5.026 0.026 0.5% 5.150
Close 5.009 5.099 0.090 1.8% 5.200
Range 0.163 0.142 -0.021 -12.9% 0.775
ATR 0.232 0.227 -0.005 -2.3% 0.000
Volume 1,080 1,009 -71 -6.6% 10,180
Daily Pivots for day following 21-Jan-2009
Classic Woodie Camarilla DeMark
R4 5.524 5.453 5.177
R3 5.382 5.311 5.138
R2 5.240 5.240 5.125
R1 5.169 5.169 5.112 5.205
PP 5.098 5.098 5.098 5.115
S1 5.027 5.027 5.086 5.063
S2 4.956 4.956 5.073
S3 4.814 4.885 5.060
S4 4.672 4.743 5.021
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 5.600 5.000 0.600 11.8% 0.154 3.0% 17% False False 1,838
10 6.390 5.000 1.390 27.3% 0.214 4.2% 7% False False 1,751
20 6.521 5.000 1.521 29.8% 0.217 4.3% 7% False False 1,492
40 7.106 5.000 2.106 41.3% 0.208 4.1% 5% False False 1,428
60 7.708 5.000 2.708 53.1% 0.215 4.2% 4% False False 1,297
80 8.407 5.000 3.407 66.8% 0.207 4.1% 3% False False 1,187
100 9.110 5.000 4.110 80.6% 0.215 4.2% 2% False False 1,068
120 9.739 5.000 4.739 92.9% 0.211 4.1% 2% False False 962
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.016
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.772
2.618 5.540
1.618 5.398
1.000 5.310
0.618 5.256
HIGH 5.168
0.618 5.114
0.500 5.097
0.382 5.080
LOW 5.026
0.618 4.938
1.000 4.884
1.618 4.796
2.618 4.654
4.250 4.423
Fisher Pivots for day following 21-Jan-2009
Pivot 1 day 3 day
R1 5.098 5.115
PP 5.098 5.109
S1 5.097 5.104

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

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