NYMEX Natural Gas Future December 2009


Trading Metrics calculated at close of trading on 21-Jan-2009
Day Change Summary
Previous Current
20-Jan-2009 21-Jan-2009 Change Change % Previous Week
Open 6.519 6.370 -0.149 -2.3% 7.100
High 6.560 6.540 -0.020 -0.3% 7.143
Low 6.370 6.370 0.000 0.0% 6.492
Close 6.384 6.471 0.087 1.4% 6.553
Range 0.190 0.170 -0.020 -10.5% 0.651
ATR
Volume 700 623 -77 -11.0% 3,384
Daily Pivots for day following 21-Jan-2009
Classic Woodie Camarilla DeMark
R4 6.970 6.891 6.565
R3 6.800 6.721 6.518
R2 6.630 6.630 6.502
R1 6.551 6.551 6.487 6.591
PP 6.460 6.460 6.460 6.480
S1 6.381 6.381 6.455 6.421
S2 6.290 6.290 6.440
S3 6.120 6.211 6.424
S4 5.950 6.041 6.378
Weekly Pivots for week ending 16-Jan-2009
Classic Woodie Camarilla DeMark
R4 8.682 8.269 6.911
R3 8.031 7.618 6.732
R2 7.380 7.380 6.672
R1 6.967 6.967 6.613 6.848
PP 6.729 6.729 6.729 6.670
S1 6.316 6.316 6.493 6.197
S2 6.078 6.078 6.434
S3 5.427 5.665 6.374
S4 4.776 5.014 6.195
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6.883 6.370 0.513 7.9% 0.180 2.8% 20% False True 735
10 7.500 6.370 1.130 17.5% 0.194 3.0% 9% 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 0.016
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 7.263
2.618 6.985
1.618 6.815
1.000 6.710
0.618 6.645
HIGH 6.540
0.618 6.475
0.500 6.455
0.382 6.435
LOW 6.370
0.618 6.265
1.000 6.200
1.618 6.095
2.618 5.925
4.250 5.648
Fisher Pivots for day following 21-Jan-2009
Pivot 1 day 3 day
R1 6.466 6.492
PP 6.460 6.485
S1 6.455 6.478

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

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