NYMEX Natural Gas Future December 2009


Trading Metrics calculated at close of trading on 22-Jan-2009
Day Change Summary
Previous Current
21-Jan-2009 22-Jan-2009 Change Change % Previous Week
Open 6.370 6.464 0.094 1.5% 7.100
High 6.540 6.464 -0.076 -1.2% 7.143
Low 6.370 6.270 -0.100 -1.6% 6.492
Close 6.471 6.432 -0.039 -0.6% 6.553
Range 0.170 0.194 0.024 14.1% 0.651
ATR 0.000 0.210 0.210 0.000
Volume 623 3,274 2,651 425.5% 3,384
Daily Pivots for day following 22-Jan-2009
Classic Woodie Camarilla DeMark
R4 6.971 6.895 6.539
R3 6.777 6.701 6.485
R2 6.583 6.583 6.468
R1 6.507 6.507 6.450 6.448
PP 6.389 6.389 6.389 6.359
S1 6.313 6.313 6.414 6.254
S2 6.195 6.195 6.396
S3 6.001 6.119 6.379
S4 5.807 5.925 6.325
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 6.750 6.270 0.480 7.5% 0.180 2.8% 34% False True 1,220
10 7.450 6.270 1.180 18.3% 0.196 3.0% 14% False True 975
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.015
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 7.289
2.618 6.972
1.618 6.778
1.000 6.658
0.618 6.584
HIGH 6.464
0.618 6.390
0.500 6.367
0.382 6.344
LOW 6.270
0.618 6.150
1.000 6.076
1.618 5.956
2.618 5.762
4.250 5.446
Fisher Pivots for day following 22-Jan-2009
Pivot 1 day 3 day
R1 6.410 6.426
PP 6.389 6.421
S1 6.367 6.415

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

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