NYMEX Natural Gas Future September 2009


Trading Metrics calculated at close of trading on 23-Jan-2009
Day Change Summary
Previous Current
22-Jan-2009 23-Jan-2009 Change Change % Previous Week
Open 5.155 5.120 -0.035 -0.7% 5.347
High 5.211 5.166 -0.045 -0.9% 5.347
Low 5.030 4.954 -0.076 -1.5% 4.954
Close 5.182 5.031 -0.151 -2.9% 5.031
Range 0.181 0.212 0.031 17.1% 0.393
ATR 0.237 0.236 -0.001 -0.3% 0.000
Volume 1,131 948 -183 -16.2% 3,284
Daily Pivots for day following 23-Jan-2009
Classic Woodie Camarilla DeMark
R4 5.686 5.571 5.148
R3 5.474 5.359 5.089
R2 5.262 5.262 5.070
R1 5.147 5.147 5.050 5.099
PP 5.050 5.050 5.050 5.026
S1 4.935 4.935 5.012 4.887
S2 4.838 4.838 4.992
S3 4.626 4.723 4.973
S4 4.414 4.511 4.914
Weekly Pivots for week ending 23-Jan-2009
Classic Woodie Camarilla DeMark
R4 6.290 6.053 5.247
R3 5.897 5.660 5.139
R2 5.504 5.504 5.103
R1 5.267 5.267 5.067 5.189
PP 5.111 5.111 5.111 5.072
S1 4.874 4.874 4.995 4.796
S2 4.718 4.718 4.959
S3 4.325 4.481 4.923
S4 3.932 4.088 4.815
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.490 4.954 0.536 10.7% 0.172 3.4% 14% False True 852
10 6.128 4.954 1.174 23.3% 0.190 3.8% 7% False True 975
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.024
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 6.067
2.618 5.721
1.618 5.509
1.000 5.378
0.618 5.297
HIGH 5.166
0.618 5.085
0.500 5.060
0.382 5.035
LOW 4.954
0.618 4.823
1.000 4.742
1.618 4.611
2.618 4.399
4.250 4.053
Fisher Pivots for day following 23-Jan-2009
Pivot 1 day 3 day
R1 5.060 5.142
PP 5.050 5.105
S1 5.041 5.068

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

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