NYMEX Natural Gas Future August 2009


Trading Metrics calculated at close of trading on 12-Jan-2009
Day Change Summary
Previous Current
09-Jan-2009 12-Jan-2009 Change Change % Previous Week
Open 6.077 5.830 -0.247 -4.1% 6.340
High 6.077 6.030 -0.047 -0.8% 6.619
Low 5.854 5.830 -0.024 -0.4% 5.854
Close 5.944 5.969 0.025 0.4% 5.944
Range 0.223 0.200 -0.023 -10.3% 0.765
ATR 0.239 0.236 -0.003 -1.2% 0.000
Volume 1,188 1,029 -159 -13.4% 3,981
Daily Pivots for day following 12-Jan-2009
Classic Woodie Camarilla DeMark
R4 6.543 6.456 6.079
R3 6.343 6.256 6.024
R2 6.143 6.143 6.006
R1 6.056 6.056 5.987 6.100
PP 5.943 5.943 5.943 5.965
S1 5.856 5.856 5.951 5.900
S2 5.743 5.743 5.932
S3 5.543 5.656 5.914
S4 5.343 5.456 5.859
Weekly Pivots for week ending 09-Jan-2009
Classic Woodie Camarilla DeMark
R4 8.434 7.954 6.365
R3 7.669 7.189 6.154
R2 6.904 6.904 6.084
R1 6.424 6.424 6.014 6.282
PP 6.139 6.139 6.139 6.068
S1 5.659 5.659 5.874 5.517
S2 5.374 5.374 5.804
S3 4.609 4.894 5.734
S4 3.844 4.129 5.523
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6.619 5.830 0.789 13.2% 0.246 4.1% 18% False True 880
10 6.619 5.830 0.789 13.2% 0.229 3.8% 18% False True 887
20 6.619 5.800 0.819 13.7% 0.199 3.3% 21% False False 830
40 7.211 5.800 1.411 23.6% 0.192 3.2% 12% False False 822
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 True
Bull Hook False
Stretch 0.017
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 6.880
2.618 6.554
1.618 6.354
1.000 6.230
0.618 6.154
HIGH 6.030
0.618 5.954
0.500 5.930
0.382 5.906
LOW 5.830
0.618 5.706
1.000 5.630
1.618 5.506
2.618 5.306
4.250 4.980
Fisher Pivots for day following 12-Jan-2009
Pivot 1 day 3 day
R1 5.956 6.087
PP 5.943 6.048
S1 5.930 6.008

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

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