NYMEX Natural Gas Future September 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	5.030	5.012	-0.018	-0.4%	5.347
High	5.050	5.090	0.040	0.8%	5.347
Low	4.940	4.895	-0.045	-0.9%	4.954
Close	4.964	4.949	-0.015	-0.3%	5.031
Range	0.110	0.195	0.085	77.3%	0.393
ATR	0.223	0.221	-0.002	-0.9%	0.000
Volume	913	1,381	468	51.3%	3,284

Daily Pivots for day following 28-Jan-2009
	Classic	Woodie	Camarilla	DeMark
R4	5.563	5.451	5.056
R3	5.368	5.256	5.003
R2	5.173	5.173	4.985
R1	5.061	5.061	4.967	5.020
PP	4.978	4.978	4.978	4.957
S1	4.866	4.866	4.931	4.825
S2	4.783	4.783	4.913
S3	4.588	4.671	4.895
S4	4.393	4.476	4.842

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	5.211	4.895	0.316	6.4%	0.173	3.5%	17%	False	True	1,010
10	5.650	4.895	0.755	15.3%	0.169	3.4%	7%	False	True	973

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	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.033
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	5.919
2.618	5.601
1.618	5.406
1.000	5.285
0.618	5.211
HIGH	5.090
0.618	5.016
0.500	4.993
0.382	4.969
LOW	4.895
0.618	4.774
1.000	4.700
1.618	4.579
2.618	4.384
4.250	4.066

Fisher Pivots for day following 28-Jan-2009
Pivot	1 day	3 day
R1	4.993	5.000
PP	4.978	4.983
S1	4.964	4.966

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