NYMEX Natural Gas Future August 2009


Trading Metrics calculated at close of trading on 30-Jan-2009
Day Change Summary
Previous Current
29-Jan-2009 30-Jan-2009 Change Change % Previous Week
Open 4.924 5.079 0.155 3.1% 4.930
High 5.098 5.079 -0.019 -0.4% 5.098
Low 4.874 4.874 0.000 0.0% 4.829
Close 5.046 4.914 -0.132 -2.6% 4.914
Range 0.224 0.205 -0.019 -8.5% 0.269
ATR 0.214 0.213 -0.001 -0.3% 0.000
Volume 1,747 1,437 -310 -17.7% 6,115
Daily Pivots for day following 30-Jan-2009
Classic Woodie Camarilla DeMark
R4 5.571 5.447 5.027
R3 5.366 5.242 4.970
R2 5.161 5.161 4.952
R1 5.037 5.037 4.933 4.997
PP 4.956 4.956 4.956 4.935
S1 4.832 4.832 4.895 4.792
S2 4.751 4.751 4.876
S3 4.546 4.627 4.858
S4 4.341 4.422 4.801
Weekly Pivots for week ending 30-Jan-2009
Classic Woodie Camarilla DeMark
R4 5.754 5.603 5.062
R3 5.485 5.334 4.988
R2 5.216 5.216 4.963
R1 5.065 5.065 4.939 5.006
PP 4.947 4.947 4.947 4.918
S1 4.796 4.796 4.889 4.737
S2 4.678 4.678 4.865
S3 4.409 4.527 4.840
S4 4.140 4.258 4.766
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.098 4.829 0.269 5.5% 0.183 3.7% 32% False False 1,223
10 5.420 4.829 0.591 12.0% 0.182 3.7% 14% False False 971
20 6.619 4.829 1.790 36.4% 0.218 4.4% 5% False False 950
40 6.837 4.829 2.008 40.9% 0.193 3.9% 4% False False 917
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 0.035
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.950
2.618 5.616
1.618 5.411
1.000 5.284
0.618 5.206
HIGH 5.079
0.618 5.001
0.500 4.977
0.382 4.952
LOW 4.874
0.618 4.747
1.000 4.669
1.618 4.542
2.618 4.337
4.250 4.003
Fisher Pivots for day following 30-Jan-2009
Pivot 1 day 3 day
R1 4.977 4.964
PP 4.956 4.947
S1 4.935 4.931

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

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