NYMEX Natural Gas Future July 2009


Trading Metrics calculated at close of trading on 30-Jan-2009
Day Change Summary
Previous Current
29-Jan-2009 30-Jan-2009 Change Change % Previous Week
Open 4.809 4.935 0.126 2.6% 4.820
High 5.012 5.002 -0.010 -0.2% 5.012
Low 4.780 4.775 -0.005 -0.1% 4.731
Close 4.951 4.819 -0.132 -2.7% 4.819
Range 0.232 0.227 -0.005 -2.2% 0.281
ATR 0.216 0.217 0.001 0.4% 0.000
Volume 1,632 4,018 2,386 146.2% 10,663
Daily Pivots for day following 30-Jan-2009
Classic Woodie Camarilla DeMark
R4 5.546 5.410 4.944
R3 5.319 5.183 4.881
R2 5.092 5.092 4.861
R1 4.956 4.956 4.840 4.911
PP 4.865 4.865 4.865 4.843
S1 4.729 4.729 4.798 4.684
S2 4.638 4.638 4.777
S3 4.411 4.502 4.757
S4 4.184 4.275 4.694
Weekly Pivots for week ending 30-Jan-2009
Classic Woodie Camarilla DeMark
R4 5.697 5.539 4.974
R3 5.416 5.258 4.896
R2 5.135 5.135 4.871
R1 4.977 4.977 4.845 4.916
PP 4.854 4.854 4.854 4.823
S1 4.696 4.696 4.793 4.635
S2 4.573 4.573 4.767
S3 4.292 4.415 4.742
S4 4.011 4.134 4.664
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 5.8% 0.190 3.9% 31% False False 2,132
10 5.229 4.731 0.498 10.3% 0.168 3.5% 18% False False 1,819
20 6.521 4.731 1.790 37.1% 0.218 4.5% 5% False False 1,784
40 6.750 4.731 2.019 41.9% 0.199 4.1% 4% False False 1,594
60 7.708 4.731 2.977 61.8% 0.212 4.4% 3% False False 1,427
80 7.722 4.731 2.991 62.1% 0.206 4.3% 3% False False 1,318
100 8.598 4.731 3.867 80.2% 0.209 4.3% 2% False False 1,174
120 9.250 4.731 4.519 93.8% 0.210 4.4% 2% False False 1,066
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.045
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.967
2.618 5.596
1.618 5.369
1.000 5.229
0.618 5.142
HIGH 5.002
0.618 4.915
0.500 4.889
0.382 4.862
LOW 4.775
0.618 4.635
1.000 4.548
1.618 4.408
2.618 4.181
4.250 3.810
Fisher Pivots for day following 30-Jan-2009
Pivot 1 day 3 day
R1 4.889 4.872
PP 4.865 4.854
S1 4.842 4.837

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

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