NYMEX Natural Gas Future July 2009


Trading Metrics calculated at close of trading on 29-Jan-2009
Day Change Summary
Previous Current
28-Jan-2009 29-Jan-2009 Change Change % Previous Week
Open 4.841 4.809 -0.032 -0.7% 5.150
High 4.935 5.012 0.077 1.6% 5.168
Low 4.731 4.780 0.049 1.0% 4.800
Close 4.794 4.951 0.157 3.3% 4.871
Range 0.204 0.232 0.028 13.7% 0.368
ATR 0.215 0.216 0.001 0.6% 0.000
Volume 1,940 1,632 -308 -15.9% 6,113
Daily Pivots for day following 29-Jan-2009
Classic Woodie Camarilla DeMark
R4 5.610 5.513 5.079
R3 5.378 5.281 5.015
R2 5.146 5.146 4.994
R1 5.049 5.049 4.972 5.098
PP 4.914 4.914 4.914 4.939
S1 4.817 4.817 4.930 4.866
S2 4.682 4.682 4.908
S3 4.450 4.585 4.887
S4 4.218 4.353 4.823
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 5.012 4.731 0.281 5.7% 0.182 3.7% 78% True False 1,686
10 5.366 4.731 0.635 12.8% 0.167 3.4% 35% False False 1,562
20 6.521 4.731 1.790 36.2% 0.219 4.4% 12% False False 1,631
40 6.880 4.731 2.149 43.4% 0.199 4.0% 10% False False 1,504
60 7.708 4.731 2.977 60.1% 0.212 4.3% 7% False False 1,372
80 7.940 4.731 3.209 64.8% 0.207 4.2% 7% False False 1,278
100 8.626 4.731 3.895 78.7% 0.210 4.2% 6% False False 1,140
120 9.250 4.731 4.519 91.3% 0.210 4.2% 5% False False 1,035
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.039
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 5.998
2.618 5.619
1.618 5.387
1.000 5.244
0.618 5.155
HIGH 5.012
0.618 4.923
0.500 4.896
0.382 4.869
LOW 4.780
0.618 4.637
1.000 4.548
1.618 4.405
2.618 4.173
4.250 3.794
Fisher Pivots for day following 29-Jan-2009
Pivot 1 day 3 day
R1 4.933 4.925
PP 4.914 4.898
S1 4.896 4.872

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

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