NYMEX Natural Gas Future October 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 5.380 5.215 -0.165 -3.1% 5.439
High 5.380 5.292 -0.088 -1.6% 5.460
Low 5.150 5.089 -0.061 -1.2% 5.089
Close 5.312 5.161 -0.151 -2.8% 5.161
Range 0.230 0.203 -0.027 -11.7% 0.371
ATR 0.236 0.235 -0.001 -0.4% 0.000
Volume 4,816 3,595 -1,221 -25.4% 13,419
Daily Pivots for day following 23-Jan-2009
Classic Woodie Camarilla DeMark
R4 5.790 5.678 5.273
R3 5.587 5.475 5.217
R2 5.384 5.384 5.198
R1 5.272 5.272 5.180 5.227
PP 5.181 5.181 5.181 5.158
S1 5.069 5.069 5.142 5.024
S2 4.978 4.978 5.124
S3 4.775 4.866 5.105
S4 4.572 4.663 5.049
Weekly Pivots for week ending 23-Jan-2009
Classic Woodie Camarilla DeMark
R4 6.350 6.126 5.365
R3 5.979 5.755 5.263
R2 5.608 5.608 5.229
R1 5.384 5.384 5.195 5.311
PP 5.237 5.237 5.237 5.200
S1 5.013 5.013 5.127 4.940
S2 4.866 4.866 5.093
S3 4.495 4.642 5.059
S4 4.124 4.271 4.957
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.608 5.089 0.519 10.1% 0.180 3.5% 14% False True 3,533
10 6.200 5.089 1.111 21.5% 0.194 3.8% 6% False True 3,505
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 0.037
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6.155
2.618 5.823
1.618 5.620
1.000 5.495
0.618 5.417
HIGH 5.292
0.618 5.214
0.500 5.191
0.382 5.167
LOW 5.089
0.618 4.964
1.000 4.886
1.618 4.761
2.618 4.558
4.250 4.226
Fisher Pivots for day following 23-Jan-2009
Pivot 1 day 3 day
R1 5.191 5.270
PP 5.181 5.233
S1 5.171 5.197

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

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