NYMEX Natural Gas Future November 2009


Trading Metrics calculated at close of trading on 29-Jan-2009
Day Change Summary
Previous Current
28-Jan-2009 29-Jan-2009 Change Change % Previous Week
Open 5.791 5.716 -0.075 -1.3% 5.961
High 5.800 5.816 0.016 0.3% 5.985
Low 5.611 5.650 0.039 0.7% 5.660
Close 5.661 5.794 0.133 2.3% 5.718
Range 0.189 0.166 -0.023 -12.2% 0.325
ATR 0.192 0.190 -0.002 -1.0% 0.000
Volume 954 788 -166 -17.4% 2,914
Daily Pivots for day following 29-Jan-2009
Classic Woodie Camarilla DeMark
R4 6.251 6.189 5.885
R3 6.085 6.023 5.840
R2 5.919 5.919 5.824
R1 5.857 5.857 5.809 5.888
PP 5.753 5.753 5.753 5.769
S1 5.691 5.691 5.779 5.722
S2 5.587 5.587 5.764
S3 5.421 5.525 5.748
S4 5.255 5.359 5.703
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 5.824 5.611 0.213 3.7% 0.150 2.6% 86% False False 975
10 6.162 5.611 0.551 9.5% 0.154 2.7% 33% False False 851
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 0.033
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6.522
2.618 6.251
1.618 6.085
1.000 5.982
0.618 5.919
HIGH 5.816
0.618 5.753
0.500 5.733
0.382 5.713
LOW 5.650
0.618 5.547
1.000 5.484
1.618 5.381
2.618 5.215
4.250 4.945
Fisher Pivots for day following 29-Jan-2009
Pivot 1 day 3 day
R1 5.774 5.767
PP 5.753 5.740
S1 5.733 5.714

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

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