NYMEX Natural Gas Future August 2009


Trading Metrics calculated at close of trading on 20-Jan-2009
Day Change Summary
Previous Current
16-Jan-2009 20-Jan-2009 Change Change % Previous Week
Open 5.370 5.285 -0.085 -1.6% 5.830
High 5.420 5.285 -0.135 -2.5% 6.030
Low 5.270 5.108 -0.162 -3.1% 5.250
Close 5.305 5.114 -0.191 -3.6% 5.305
Range 0.150 0.177 0.027 18.0% 0.780
ATR 0.233 0.230 -0.003 -1.1% 0.000
Volume 760 726 -34 -4.5% 5,411
Daily Pivots for day following 20-Jan-2009
Classic Woodie Camarilla DeMark
R4 5.700 5.584 5.211
R3 5.523 5.407 5.163
R2 5.346 5.346 5.146
R1 5.230 5.230 5.130 5.200
PP 5.169 5.169 5.169 5.154
S1 5.053 5.053 5.098 5.023
S2 4.992 4.992 5.082
S3 4.815 4.876 5.065
S4 4.638 4.699 5.017
Weekly Pivots for week ending 16-Jan-2009
Classic Woodie Camarilla DeMark
R4 7.868 7.367 5.734
R3 7.088 6.587 5.520
R2 6.308 6.308 5.448
R1 5.807 5.807 5.377 5.668
PP 5.528 5.528 5.528 5.459
S1 5.027 5.027 5.234 4.888
S2 4.748 4.748 5.162
S3 3.968 4.247 5.091
S4 3.188 3.467 4.876
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.895 5.108 0.787 15.4% 0.202 4.0% 1% False True 1,021
10 6.619 5.108 1.511 29.5% 0.224 4.4% 0% False True 950
20 6.619 5.108 1.511 29.5% 0.218 4.3% 0% False True 881
40 7.153 5.108 2.045 40.0% 0.193 3.8% 0% False True 848
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 0.011
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6.037
2.618 5.748
1.618 5.571
1.000 5.462
0.618 5.394
HIGH 5.285
0.618 5.217
0.500 5.197
0.382 5.176
LOW 5.108
0.618 4.999
1.000 4.931
1.618 4.822
2.618 4.645
4.250 4.356
Fisher Pivots for day following 20-Jan-2009
Pivot 1 day 3 day
R1 5.197 5.289
PP 5.169 5.231
S1 5.142 5.172

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

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