NYMEX Natural Gas Future September 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	5.347	5.250	-0.097	-1.8%	5.911
High	5.347	5.329	-0.018	-0.3%	6.091
Low	5.171	5.189	0.018	0.3%	5.314
Close	5.174	5.264	0.090	1.7%	5.365
Range	0.176	0.140	-0.036	-20.5%	0.777
ATR
Volume	602	603	1	0.2%	5,560

Daily Pivots for day following 21-Jan-2009
	Classic	Woodie	Camarilla	DeMark
R4	5.681	5.612	5.341
R3	5.541	5.472	5.303
R2	5.401	5.401	5.290
R1	5.332	5.332	5.277	5.367
PP	5.261	5.261	5.261	5.278
S1	5.192	5.192	5.251	5.227
S2	5.121	5.121	5.238
S3	4.981	5.052	5.226
S4	4.841	4.912	5.187

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	5.650	5.171	0.479	9.1%	0.165	3.1%	19%	False	False	936
10	6.480	5.171	1.309	24.9%	0.203	3.9%	7%	False	False	893

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	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.014
Narrowest range in 13 trading days

Fibonacci Retracements and Extensions
4.250	5.924
2.618	5.696
1.618	5.556
1.000	5.469
0.618	5.416
HIGH	5.329
0.618	5.276
0.500	5.259
0.382	5.242
LOW	5.189
0.618	5.102
1.000	5.049
1.618	4.962
2.618	4.822
4.250	4.594

Fisher Pivots for day following 21-Jan-2009
Pivot	1 day	3 day
R1	5.262	5.331
PP	5.261	5.308
S1	5.259	5.286

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