NYMEX Natural Gas Future October 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 5.510 5.439 -0.071 -1.3% 6.120
High 5.608 5.460 -0.148 -2.6% 6.200
Low 5.462 5.277 -0.185 -3.4% 5.430
Close 5.483 5.294 -0.189 -3.4% 5.483
Range 0.146 0.183 0.037 25.3% 0.770
ATR
Volume 4,250 2,744 -1,506 -35.4% 17,775
Daily Pivots for day following 20-Jan-2009
Classic Woodie Camarilla DeMark
R4 5.893 5.776 5.395
R3 5.710 5.593 5.344
R2 5.527 5.527 5.328
R1 5.410 5.410 5.311 5.377
PP 5.344 5.344 5.344 5.327
S1 5.227 5.227 5.277 5.194
S2 5.161 5.161 5.260
S3 4.978 5.044 5.244
S4 4.795 4.861 5.193
Weekly Pivots for week ending 16-Jan-2009
Classic Woodie Camarilla DeMark
R4 8.014 7.519 5.907
R3 7.244 6.749 5.695
R2 6.474 6.474 5.624
R1 5.979 5.979 5.554 5.842
PP 5.704 5.704 5.704 5.636
S1 5.209 5.209 5.412 5.072
S2 4.934 4.934 5.342
S3 4.164 4.439 5.271
S4 3.394 3.669 5.060
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6.087 5.277 0.810 15.3% 0.201 3.8% 2% False True 3,515
10 6.784 5.277 1.507 28.5% 0.222 4.2% 1% False True 3,617
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 0.028
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6.238
2.618 5.939
1.618 5.756
1.000 5.643
0.618 5.573
HIGH 5.460
0.618 5.390
0.500 5.369
0.382 5.347
LOW 5.277
0.618 5.164
1.000 5.094
1.618 4.981
2.618 4.798
4.250 4.499
Fisher Pivots for day following 20-Jan-2009
Pivot 1 day 3 day
R1 5.369 5.464
PP 5.344 5.407
S1 5.319 5.351

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

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