NYMEX Natural Gas Future August 2009


Trading Metrics calculated at close of trading on 21-Jan-2009
Day Change Summary
Previous Current
20-Jan-2009 21-Jan-2009 Change Change % Previous Week
Open 5.285 5.200 -0.085 -1.6% 5.830
High 5.285 5.260 -0.025 -0.5% 6.030
Low 5.108 5.129 0.021 0.4% 5.250
Close 5.114 5.204 0.090 1.8% 5.305
Range 0.177 0.131 -0.046 -26.0% 0.780
ATR 0.230 0.224 -0.006 -2.6% 0.000
Volume 726 535 -191 -26.3% 5,411
Daily Pivots for day following 21-Jan-2009
Classic Woodie Camarilla DeMark
R4 5.591 5.528 5.276
R3 5.460 5.397 5.240
R2 5.329 5.329 5.228
R1 5.266 5.266 5.216 5.298
PP 5.198 5.198 5.198 5.213
S1 5.135 5.135 5.192 5.167
S2 5.067 5.067 5.180
S3 4.936 5.004 5.168
S4 4.805 4.873 5.132
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 5.648 5.108 0.540 10.4% 0.175 3.4% 18% False False 992
10 6.430 5.108 1.322 25.4% 0.210 4.0% 7% False False 907
20 6.619 5.108 1.511 29.0% 0.211 4.1% 6% False False 852
40 7.153 5.108 2.045 39.3% 0.192 3.7% 5% False False 839
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.014
Narrowest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 5.817
2.618 5.603
1.618 5.472
1.000 5.391
0.618 5.341
HIGH 5.260
0.618 5.210
0.500 5.195
0.382 5.179
LOW 5.129
0.618 5.048
1.000 4.998
1.618 4.917
2.618 4.786
4.250 4.572
Fisher Pivots for day following 21-Jan-2009
Pivot 1 day 3 day
R1 5.201 5.264
PP 5.198 5.244
S1 5.195 5.224

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

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