NYMEX Natural Gas Future November 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 5.750 5.635 -0.115 -2.0% 5.961
High 5.824 5.773 -0.051 -0.9% 5.985
Low 5.660 5.635 -0.025 -0.4% 5.660
Close 5.718 5.718 0.000 0.0% 5.718
Range 0.164 0.138 -0.026 -15.9% 0.325
ATR 0.204 0.200 -0.005 -2.3% 0.000
Volume 982 1,031 49 5.0% 2,914
Daily Pivots for day following 26-Jan-2009
Classic Woodie Camarilla DeMark
R4 6.123 6.058 5.794
R3 5.985 5.920 5.756
R2 5.847 5.847 5.743
R1 5.782 5.782 5.731 5.815
PP 5.709 5.709 5.709 5.725
S1 5.644 5.644 5.705 5.677
S2 5.571 5.571 5.693
S3 5.433 5.506 5.680
S4 5.295 5.368 5.642
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 5.985 5.635 0.350 6.1% 0.159 2.8% 24% False True 789
10 6.647 5.635 1.012 17.7% 0.166 2.9% 8% False True 754
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 0.024
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 6.360
2.618 6.134
1.618 5.996
1.000 5.911
0.618 5.858
HIGH 5.773
0.618 5.720
0.500 5.704
0.382 5.688
LOW 5.635
0.618 5.550
1.000 5.497
1.618 5.412
2.618 5.274
4.250 5.049
Fisher Pivots for day following 26-Jan-2009
Pivot 1 day 3 day
R1 5.713 5.755
PP 5.709 5.743
S1 5.704 5.730

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

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