NYMEX Natural Gas Future December 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 6.225 6.370 0.145 2.3% 6.519
High 6.385 6.401 0.016 0.3% 6.560
Low 6.225 6.290 0.065 1.0% 6.252
Close 6.338 6.316 -0.022 -0.3% 6.313
Range 0.160 0.111 -0.049 -30.6% 0.308
ATR 0.204 0.197 -0.007 -3.3% 0.000
Volume 1,244 1,142 -102 -8.2% 6,025
Daily Pivots for day following 27-Jan-2009
Classic Woodie Camarilla DeMark
R4 6.669 6.603 6.377
R3 6.558 6.492 6.347
R2 6.447 6.447 6.336
R1 6.381 6.381 6.326 6.359
PP 6.336 6.336 6.336 6.324
S1 6.270 6.270 6.306 6.248
S2 6.225 6.225 6.296
S3 6.114 6.159 6.285
S4 6.003 6.048 6.255
Weekly Pivots for week ending 23-Jan-2009
Classic Woodie Camarilla DeMark
R4 7.299 7.114 6.482
R3 6.991 6.806 6.398
R2 6.683 6.683 6.369
R1 6.498 6.498 6.341 6.437
PP 6.375 6.375 6.375 6.344
S1 6.190 6.190 6.285 6.129
S2 6.067 6.067 6.257
S3 5.759 5.882 6.228
S4 5.451 5.574 6.144
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6.540 6.225 0.315 5.0% 0.156 2.5% 29% False False 1,542
10 7.063 6.225 0.838 13.3% 0.172 2.7% 11% False False 1,129
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 6 trading days
Fibonacci Retracements and Extensions
4.250 6.873
2.618 6.692
1.618 6.581
1.000 6.512
0.618 6.470
HIGH 6.401
0.618 6.359
0.500 6.346
0.382 6.332
LOW 6.290
0.618 6.221
1.000 6.179
1.618 6.110
2.618 5.999
4.250 5.818
Fisher Pivots for day following 27-Jan-2009
Pivot 1 day 3 day
R1 6.346 6.315
PP 6.336 6.314
S1 6.326 6.313

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

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