NYMEX Natural Gas Future September 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	4.965	5.139	0.174	3.5%	4.948
High	5.150	5.139	-0.011	-0.2%	5.150
Low	4.935	4.925	-0.010	-0.2%	4.895
Close	5.103	4.970	-0.133	-2.6%	4.970
Range	0.215	0.214	-0.001	-0.5%	0.255
ATR	0.220	0.220	0.000	-0.2%	0.000
Volume	1,341	1,085	-256	-19.1%	5,398

Daily Pivots for day following 30-Jan-2009
	Classic	Woodie	Camarilla	DeMark
R4	5.653	5.526	5.088
R3	5.439	5.312	5.029
R2	5.225	5.225	5.009
R1	5.098	5.098	4.990	5.055
PP	5.011	5.011	5.011	4.990
S1	4.884	4.884	4.950	4.841
S2	4.797	4.797	4.931
S3	4.583	4.670	4.911
S4	4.369	4.456	4.852

Weekly Pivots for week ending 30-Jan-2009
	Classic	Woodie	Camarilla	DeMark
R4	5.770	5.625	5.110
R3	5.515	5.370	5.040
R2	5.260	5.260	5.017
R1	5.115	5.115	4.993	5.188
PP	5.005	5.005	5.005	5.041
S1	4.860	4.860	4.947	4.933
S2	4.750	4.750	4.923
S3	4.495	4.605	4.900
S4	4.240	4.350	4.830

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5.150	4.895	0.255	5.1%	0.181	3.6%	29%	False	False	1,079
10	5.490	4.895	0.595	12.0%	0.176	3.5%	13%	False	False	966

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	0.036
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	6.049
2.618	5.699
1.618	5.485
1.000	5.353
0.618	5.271
HIGH	5.139
0.618	5.057
0.500	5.032
0.382	5.007
LOW	4.925
0.618	4.793
1.000	4.711
1.618	4.579
2.618	4.365
4.250	4.016

Fisher Pivots for day following 30-Jan-2009
Pivot	1 day	3 day
R1	5.032	5.023
PP	5.011	5.005
S1	4.991	4.988

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