NYMEX Natural Gas Future August 2009


Trading Metrics calculated at close of trading on 28-Jan-2009
Day Change Summary
Previous Current
27-Jan-2009 28-Jan-2009 Change Change % Previous Week
Open 4.970 4.987 0.017 0.3% 5.285
High 5.008 5.031 0.023 0.5% 5.285
Low 4.892 4.829 -0.063 -1.3% 4.900
Close 4.907 4.891 -0.016 -0.3% 4.973
Range 0.116 0.202 0.086 74.1% 0.385
ATR 0.214 0.213 -0.001 -0.4% 0.000
Volume 820 1,430 610 74.4% 2,842
Daily Pivots for day following 28-Jan-2009
Classic Woodie Camarilla DeMark
R4 5.523 5.409 5.002
R3 5.321 5.207 4.947
R2 5.119 5.119 4.928
R1 5.005 5.005 4.910 4.961
PP 4.917 4.917 4.917 4.895
S1 4.803 4.803 4.872 4.759
S2 4.715 4.715 4.854
S3 4.513 4.601 4.835
S4 4.311 4.399 4.780
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 5.195 4.829 0.366 7.5% 0.186 3.8% 17% False True 902
10 5.648 4.829 0.819 16.7% 0.181 3.7% 8% False True 947
20 6.619 4.829 1.790 36.6% 0.213 4.4% 3% False True 948
40 6.987 4.829 2.158 44.1% 0.193 3.9% 3% False True 849
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.030
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 5.890
2.618 5.560
1.618 5.358
1.000 5.233
0.618 5.156
HIGH 5.031
0.618 4.954
0.500 4.930
0.382 4.906
LOW 4.829
0.618 4.704
1.000 4.627
1.618 4.502
2.618 4.300
4.250 3.971
Fisher Pivots for day following 28-Jan-2009
Pivot 1 day 3 day
R1 4.930 4.935
PP 4.917 4.920
S1 4.904 4.906

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

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