NYMEX Natural Gas Future September 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	5.430	5.347	-0.083	-1.5%	5.911
High	5.490	5.347	-0.143	-2.6%	6.091
Low	5.340	5.171	-0.169	-3.2%	5.314
Close	5.365	5.174	-0.191	-3.6%	5.365
Range	0.150	0.176	0.026	17.3%	0.777
ATR
Volume	979	602	-377	-38.5%	5,560

Daily Pivots for day following 20-Jan-2009
	Classic	Woodie	Camarilla	DeMark
R4	5.759	5.642	5.271
R3	5.583	5.466	5.222
R2	5.407	5.407	5.206
R1	5.290	5.290	5.190	5.261
PP	5.231	5.231	5.231	5.216
S1	5.114	5.114	5.158	5.085
S2	5.055	5.055	5.142
S3	4.879	4.938	5.126
S4	4.703	4.762	5.077

Weekly Pivots for week ending 16-Jan-2009
	Classic	Woodie	Camarilla	DeMark
R4	7.921	7.420	5.792
R3	7.144	6.643	5.579
R2	6.367	6.367	5.507
R1	5.866	5.866	5.436	5.728
PP	5.590	5.590	5.590	5.521
S1	5.089	5.089	5.294	4.951
S2	4.813	4.813	5.223
S3	4.036	4.312	5.151
S4	3.259	3.535	4.938

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5.950	5.171	0.779	15.1%	0.189	3.6%	0%	False	True	993
10	6.665	5.171	1.494	28.9%	0.216	4.2%	0%	False	True	896

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	0.010
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	6.095
2.618	5.808
1.618	5.632
1.000	5.523
0.618	5.456
HIGH	5.347
0.618	5.280
0.500	5.259
0.382	5.238
LOW	5.171
0.618	5.062
1.000	4.995
1.618	4.886
2.618	4.710
4.250	4.423

Fisher Pivots for day following 20-Jan-2009
Pivot	1 day	3 day
R1	5.259	5.351
PP	5.231	5.292
S1	5.202	5.233

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols