NYMEX Natural Gas Future November 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 5.849 5.750 -0.099 -1.7% 5.961
High 5.875 5.824 -0.051 -0.9% 5.985
Low 5.692 5.660 -0.032 -0.6% 5.660
Close 5.854 5.718 -0.136 -2.3% 5.718
Range 0.183 0.164 -0.019 -10.4% 0.325
ATR 0.205 0.204 -0.001 -0.4% 0.000
Volume 695 982 287 41.3% 2,914
Daily Pivots for day following 23-Jan-2009
Classic Woodie Camarilla DeMark
R4 6.226 6.136 5.808
R3 6.062 5.972 5.763
R2 5.898 5.898 5.748
R1 5.808 5.808 5.733 5.771
PP 5.734 5.734 5.734 5.716
S1 5.644 5.644 5.703 5.607
S2 5.570 5.570 5.688
S3 5.406 5.480 5.673
S4 5.242 5.316 5.628
Weekly Pivots for week ending 23-Jan-2009
Classic Woodie Camarilla DeMark
R4 6.763 6.565 5.897
R3 6.438 6.240 5.807
R2 6.113 6.113 5.778
R1 5.915 5.915 5.748 5.852
PP 5.788 5.788 5.788 5.756
S1 5.590 5.590 5.688 5.527
S2 5.463 5.463 5.658
S3 5.138 5.265 5.629
S4 4.813 4.940 5.539
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6.066 5.660 0.406 7.1% 0.147 2.6% 14% False True 790
10 6.647 5.660 0.987 17.3% 0.162 2.8% 6% False True 732
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 0.029
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6.521
2.618 6.253
1.618 6.089
1.000 5.988
0.618 5.925
HIGH 5.824
0.618 5.761
0.500 5.742
0.382 5.723
LOW 5.660
0.618 5.559
1.000 5.496
1.618 5.395
2.618 5.231
4.250 4.963
Fisher Pivots for day following 23-Jan-2009
Pivot 1 day 3 day
R1 5.742 5.818
PP 5.734 5.785
S1 5.726 5.751

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

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