NYMEX Natural Gas Future August 2009


Trading Metrics calculated at close of trading on 26-Jan-2009
Day Change Summary
Previous Current
23-Jan-2009 26-Jan-2009 Change Change % Previous Week
Open 5.059 4.930 -0.129 -2.5% 5.285
High 5.109 5.040 -0.069 -1.4% 5.285
Low 4.900 4.874 -0.026 -0.5% 4.900
Close 4.973 4.942 -0.031 -0.6% 4.973
Range 0.209 0.166 -0.043 -20.6% 0.385
ATR 0.225 0.221 -0.004 -1.9% 0.000
Volume 816 681 -135 -16.5% 2,842
Daily Pivots for day following 26-Jan-2009
Classic Woodie Camarilla DeMark
R4 5.450 5.362 5.033
R3 5.284 5.196 4.988
R2 5.118 5.118 4.972
R1 5.030 5.030 4.957 5.074
PP 4.952 4.952 4.952 4.974
S1 4.864 4.864 4.927 4.908
S2 4.786 4.786 4.912
S3 4.620 4.698 4.896
S4 4.454 4.532 4.851
Weekly Pivots for week ending 23-Jan-2009
Classic Woodie Camarilla DeMark
R4 6.208 5.975 5.185
R3 5.823 5.590 5.079
R2 5.438 5.438 5.044
R1 5.205 5.205 5.008 5.129
PP 5.053 5.053 5.053 5.015
S1 4.820 4.820 4.938 4.744
S2 4.668 4.668 4.902
S3 4.283 4.435 4.867
S4 3.898 4.050 4.761
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.285 4.874 0.411 8.3% 0.184 3.7% 17% False True 704
10 6.030 4.874 1.156 23.4% 0.195 3.9% 6% False True 893
20 6.619 4.874 1.745 35.3% 0.202 4.1% 4% False True 858
40 7.153 4.874 2.279 46.1% 0.196 4.0% 3% False True 829
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 False
Bull Hook False
Stretch 0.023
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 5.746
2.618 5.475
1.618 5.309
1.000 5.206
0.618 5.143
HIGH 5.040
0.618 4.977
0.500 4.957
0.382 4.937
LOW 4.874
0.618 4.771
1.000 4.708
1.618 4.605
2.618 4.439
4.250 4.169
Fisher Pivots for day following 26-Jan-2009
Pivot 1 day 3 day
R1 4.957 5.035
PP 4.952 5.004
S1 4.947 4.973

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

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