NYMEX Natural Gas Future October 2009


Trading Metrics calculated at close of trading on 26-Jan-2009
Day Change Summary
Previous Current
23-Jan-2009 26-Jan-2009 Change Change % Previous Week
Open 5.215 5.110 -0.105 -2.0% 5.439
High 5.292 5.219 -0.073 -1.4% 5.460
Low 5.089 5.062 -0.027 -0.5% 5.089
Close 5.161 5.128 -0.033 -0.6% 5.161
Range 0.203 0.157 -0.046 -22.7% 0.371
ATR 0.235 0.229 -0.006 -2.4% 0.000
Volume 3,595 3,902 307 8.5% 13,419
Daily Pivots for day following 26-Jan-2009
Classic Woodie Camarilla DeMark
R4 5.607 5.525 5.214
R3 5.450 5.368 5.171
R2 5.293 5.293 5.157
R1 5.211 5.211 5.142 5.252
PP 5.136 5.136 5.136 5.157
S1 5.054 5.054 5.114 5.095
S2 4.979 4.979 5.099
S3 4.822 4.897 5.085
S4 4.665 4.740 5.042
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 5.460 5.062 0.398 7.8% 0.183 3.6% 17% False True 3,464
10 6.200 5.062 1.138 22.2% 0.192 3.7% 6% False True 3,509
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 0.042
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 5.886
2.618 5.630
1.618 5.473
1.000 5.376
0.618 5.316
HIGH 5.219
0.618 5.159
0.500 5.141
0.382 5.122
LOW 5.062
0.618 4.965
1.000 4.905
1.618 4.808
2.618 4.651
4.250 4.395
Fisher Pivots for day following 26-Jan-2009
Pivot 1 day 3 day
R1 5.141 5.221
PP 5.136 5.190
S1 5.132 5.159

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

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