NYMEX Natural Gas Future August 2009


Trading Metrics calculated at close of trading on 05-Jan-2009
Day Change Summary
Previous Current
02-Jan-2009 05-Jan-2009 Change Change % Previous Week
Open 6.055 6.340 0.285 4.7% 6.399
High 6.465 6.534 0.069 1.1% 6.465
Low 6.055 6.306 0.251 4.1% 6.030
Close 6.400 6.490 0.090 1.4% 6.400
Range 0.410 0.228 -0.182 -44.4% 0.435
ATR 0.233 0.233 0.000 -0.2% 0.000
Volume 662 610 -52 -7.9% 3,860
Daily Pivots for day following 05-Jan-2009
Classic Woodie Camarilla DeMark
R4 7.127 7.037 6.615
R3 6.899 6.809 6.553
R2 6.671 6.671 6.532
R1 6.581 6.581 6.511 6.626
PP 6.443 6.443 6.443 6.466
S1 6.353 6.353 6.469 6.398
S2 6.215 6.215 6.448
S3 5.987 6.125 6.427
S4 5.759 5.897 6.365
Weekly Pivots for week ending 02-Jan-2009
Classic Woodie Camarilla DeMark
R4 7.603 7.437 6.639
R3 7.168 7.002 6.520
R2 6.733 6.733 6.480
R1 6.567 6.567 6.440 6.650
PP 6.298 6.298 6.298 6.340
S1 6.132 6.132 6.360 6.215
S2 5.863 5.863 6.320
S3 5.428 5.697 6.280
S4 4.993 5.262 6.161
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6.534 6.030 0.504 7.8% 0.211 3.3% 91% True False 894
10 6.534 5.800 0.734 11.3% 0.211 3.2% 94% True False 812
20 6.534 5.800 0.734 11.3% 0.180 2.8% 94% True False 848
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 0.030
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 7.503
2.618 7.131
1.618 6.903
1.000 6.762
0.618 6.675
HIGH 6.534
0.618 6.447
0.500 6.420
0.382 6.393
LOW 6.306
0.618 6.165
1.000 6.078
1.618 5.937
2.618 5.709
4.250 5.337
Fisher Pivots for day following 05-Jan-2009
Pivot 1 day 3 day
R1 6.467 6.421
PP 6.443 6.351
S1 6.420 6.282

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

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