NYMEX Natural Gas Future August 2009

Trading Metrics calculated at close of trading on 06-Jan-2009

Day Change Summary
	Previous	Current
	05-Jan-2009	06-Jan-2009	Change	Change %	Previous Week
Open	6.340	6.588	0.248	3.9%	6.399
High	6.534	6.619	0.085	1.3%	6.465
Low	6.306	6.343	0.037	0.6%	6.030
Close	6.490	6.420	-0.070	-1.1%	6.400
Range	0.228	0.276	0.048	21.1%	0.435
ATR	0.233	0.236	0.003	1.3%	0.000
Volume	610	966	356	58.4%	3,860

Daily Pivots for day following 06-Jan-2009
	Classic	Woodie	Camarilla	DeMark
R4	7.289	7.130	6.572
R3	7.013	6.854	6.496
R2	6.737	6.737	6.471
R1	6.578	6.578	6.445	6.520
PP	6.461	6.461	6.461	6.431
S1	6.302	6.302	6.395	6.244
S2	6.185	6.185	6.369
S3	5.909	6.026	6.344
S4	5.633	5.750	6.268

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	6.619	6.030	0.589	9.2%	0.248	3.9%	66%	True	False	1,075
10	6.619	5.800	0.819	12.8%	0.213	3.3%	76%	True	False	796
20	6.619	5.800	0.819	12.8%	0.185	2.9%	76%	True	False	796

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.027
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	7.792
2.618	7.342
1.618	7.066
1.000	6.895
0.618	6.790
HIGH	6.619
0.618	6.514
0.500	6.481
0.382	6.448
LOW	6.343
0.618	6.172
1.000	6.067
1.618	5.896
2.618	5.620
4.250	5.170

Fisher Pivots for day following 06-Jan-2009
Pivot	1 day	3 day
R1	6.481	6.392
PP	6.461	6.365
S1	6.440	6.337

Download as Excel Spreadsheet

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

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