NYMEX Natural Gas Future October 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	5.169	5.080	-0.089	-1.7%	5.439
High	5.196	5.220	0.024	0.5%	5.460
Low	5.070	5.020	-0.050	-1.0%	5.089
Close	5.091	5.076	-0.015	-0.3%	5.161
Range	0.126	0.200	0.074	58.7%	0.371
ATR	0.222	0.220	-0.002	-0.7%	0.000
Volume	3,515	4,824	1,309	37.2%	13,419

Daily Pivots for day following 28-Jan-2009
	Classic	Woodie	Camarilla	DeMark
R4	5.705	5.591	5.186
R3	5.505	5.391	5.131
R2	5.305	5.305	5.113
R1	5.191	5.191	5.094	5.148
PP	5.105	5.105	5.105	5.084
S1	4.991	4.991	5.058	4.948
S2	4.905	4.905	5.039
S3	4.705	4.791	5.021
S4	4.505	4.591	4.966

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	5.380	5.020	0.360	7.1%	0.183	3.6%	16%	False	True	4,130
10	5.799	5.020	0.779	15.3%	0.178	3.5%	7%	False	True	3,772

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	0.037
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	6.070
2.618	5.744
1.618	5.544
1.000	5.420
0.618	5.344
HIGH	5.220
0.618	5.144
0.500	5.120
0.382	5.096
LOW	5.020
0.618	4.896
1.000	4.820
1.618	4.696
2.618	4.496
4.250	4.170

Fisher Pivots for day following 28-Jan-2009
Pivot	1 day	3 day
R1	5.120	5.120
PP	5.105	5.105
S1	5.091	5.091

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