NYMEX Natural Gas Future November 2009


Trading Metrics calculated at close of trading on 27-Jan-2009
Day Change Summary
Previous Current
26-Jan-2009 27-Jan-2009 Change Change % Previous Week
Open 5.635 5.746 0.111 2.0% 5.961
High 5.773 5.764 -0.009 -0.2% 5.985
Low 5.635 5.670 0.035 0.6% 5.660
Close 5.718 5.686 -0.032 -0.6% 5.718
Range 0.138 0.094 -0.044 -31.9% 0.325
ATR 0.200 0.192 -0.008 -3.8% 0.000
Volume 1,031 1,124 93 9.0% 2,914
Daily Pivots for day following 27-Jan-2009
Classic Woodie Camarilla DeMark
R4 5.989 5.931 5.738
R3 5.895 5.837 5.712
R2 5.801 5.801 5.703
R1 5.743 5.743 5.695 5.725
PP 5.707 5.707 5.707 5.698
S1 5.649 5.649 5.677 5.631
S2 5.613 5.613 5.669
S3 5.519 5.555 5.660
S4 5.425 5.461 5.634
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 5.976 5.635 0.341 6.0% 0.143 2.5% 15% False False 879
10 6.501 5.635 0.866 15.2% 0.157 2.8% 6% False False 824
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.026
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 6.164
2.618 6.010
1.618 5.916
1.000 5.858
0.618 5.822
HIGH 5.764
0.618 5.728
0.500 5.717
0.382 5.706
LOW 5.670
0.618 5.612
1.000 5.576
1.618 5.518
2.618 5.424
4.250 5.271
Fisher Pivots for day following 27-Jan-2009
Pivot 1 day 3 day
R1 5.717 5.730
PP 5.707 5.715
S1 5.696 5.701

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

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