NYMEX Natural Gas Future July 2009


Trading Metrics calculated at close of trading on 27-Jan-2009
Day Change Summary
Previous Current
26-Jan-2009 27-Jan-2009 Change Change % Previous Week
Open 4.820 4.846 0.026 0.5% 5.150
High 4.938 4.912 -0.026 -0.5% 5.168
Low 4.776 4.787 0.011 0.2% 4.800
Close 4.842 4.811 -0.031 -0.6% 4.871
Range 0.162 0.125 -0.037 -22.8% 0.368
ATR 0.223 0.216 -0.007 -3.1% 0.000
Volume 1,170 1,903 733 62.6% 6,113
Daily Pivots for day following 27-Jan-2009
Classic Woodie Camarilla DeMark
R4 5.212 5.136 4.880
R3 5.087 5.011 4.845
R2 4.962 4.962 4.834
R1 4.886 4.886 4.822 4.862
PP 4.837 4.837 4.837 4.824
S1 4.761 4.761 4.800 4.737
S2 4.712 4.712 4.788
S3 4.587 4.636 4.777
S4 4.462 4.511 4.742
Weekly Pivots for week ending 23-Jan-2009
Classic Woodie Camarilla DeMark
R4 6.050 5.829 5.073
R3 5.682 5.461 4.972
R2 5.314 5.314 4.938
R1 5.093 5.093 4.905 5.020
PP 4.946 4.946 4.946 4.910
S1 4.725 4.725 4.837 4.652
S2 4.578 4.578 4.804
S3 4.210 4.357 4.770
S4 3.842 3.989 4.669
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.168 4.776 0.392 8.1% 0.171 3.6% 9% False False 1,621
10 5.800 4.776 1.024 21.3% 0.175 3.6% 3% False False 1,789
20 6.521 4.776 1.745 36.3% 0.210 4.4% 2% False False 1,569
40 6.892 4.776 2.116 44.0% 0.199 4.1% 2% False False 1,467
60 7.708 4.776 2.932 60.9% 0.215 4.5% 1% False False 1,348
80 8.300 4.776 3.524 73.2% 0.206 4.3% 1% False False 1,253
100 8.626 4.776 3.850 80.0% 0.210 4.4% 1% False False 1,117
120 9.390 4.776 4.614 95.9% 0.210 4.4% 1% False False 1,007
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.029
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 5.443
2.618 5.239
1.618 5.114
1.000 5.037
0.618 4.989
HIGH 4.912
0.618 4.864
0.500 4.850
0.382 4.835
LOW 4.787
0.618 4.710
1.000 4.662
1.618 4.585
2.618 4.460
4.250 4.256
Fisher Pivots for day following 27-Jan-2009
Pivot 1 day 3 day
R1 4.850 4.882
PP 4.837 4.858
S1 4.824 4.835

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

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