NYMEX Natural Gas Future August 2009


Trading Metrics calculated at close of trading on 07-Jan-2009
Day Change Summary
Previous Current
06-Jan-2009 07-Jan-2009 Change Change % Previous Week
Open 6.588 6.430 -0.158 -2.4% 6.399
High 6.619 6.430 -0.189 -2.9% 6.465
Low 6.343 6.260 -0.083 -1.3% 6.030
Close 6.420 6.298 -0.122 -1.9% 6.400
Range 0.276 0.170 -0.106 -38.4% 0.435
ATR 0.236 0.231 -0.005 -2.0% 0.000
Volume 966 547 -419 -43.4% 3,860
Daily Pivots for day following 07-Jan-2009
Classic Woodie Camarilla DeMark
R4 6.839 6.739 6.392
R3 6.669 6.569 6.345
R2 6.499 6.499 6.329
R1 6.399 6.399 6.314 6.364
PP 6.329 6.329 6.329 6.312
S1 6.229 6.229 6.282 6.194
S2 6.159 6.159 6.267
S3 5.989 6.059 6.251
S4 5.819 5.889 6.205
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 9.4% 0.261 4.1% 46% False False 605
10 6.619 5.900 0.719 11.4% 0.217 3.4% 55% False False 776
20 6.619 5.800 0.819 13.0% 0.186 2.9% 61% False False 783
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.027
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 7.153
2.618 6.875
1.618 6.705
1.000 6.600
0.618 6.535
HIGH 6.430
0.618 6.365
0.500 6.345
0.382 6.325
LOW 6.260
0.618 6.155
1.000 6.090
1.618 5.985
2.618 5.815
4.250 5.538
Fisher Pivots for day following 07-Jan-2009
Pivot 1 day 3 day
R1 6.345 6.440
PP 6.329 6.392
S1 6.314 6.345

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

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