NYMEX Natural Gas Future December 2009


Trading Metrics calculated at close of trading on 30-Jan-2009
Day Change Summary
Previous Current
29-Jan-2009 30-Jan-2009 Change Change % Previous Week
Open 6.315 6.385 0.070 1.1% 6.225
High 6.417 6.385 -0.032 -0.5% 6.429
Low 6.275 6.225 -0.050 -0.8% 6.225
Close 6.394 6.272 -0.122 -1.9% 6.272
Range 0.142 0.160 0.018 12.7% 0.204
ATR 0.194 0.192 -0.002 -0.9% 0.000
Volume 1,460 864 -596 -40.8% 5,697
Daily Pivots for day following 30-Jan-2009
Classic Woodie Camarilla DeMark
R4 6.774 6.683 6.360
R3 6.614 6.523 6.316
R2 6.454 6.454 6.301
R1 6.363 6.363 6.287 6.329
PP 6.294 6.294 6.294 6.277
S1 6.203 6.203 6.257 6.169
S2 6.134 6.134 6.243
S3 5.974 6.043 6.228
S4 5.814 5.883 6.184
Weekly Pivots for week ending 30-Jan-2009
Classic Woodie Camarilla DeMark
R4 6.921 6.800 6.384
R3 6.717 6.596 6.328
R2 6.513 6.513 6.309
R1 6.392 6.392 6.291 6.453
PP 6.309 6.309 6.309 6.339
S1 6.188 6.188 6.253 6.249
S2 6.105 6.105 6.235
S3 5.901 5.984 6.216
S4 5.697 5.780 6.160
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6.429 6.225 0.204 3.3% 0.155 2.5% 23% False True 1,139
10 6.613 6.225 0.388 6.2% 0.156 2.5% 12% False True 1,258
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.024
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 7.065
2.618 6.804
1.618 6.644
1.000 6.545
0.618 6.484
HIGH 6.385
0.618 6.324
0.500 6.305
0.382 6.286
LOW 6.225
0.618 6.126
1.000 6.065
1.618 5.966
2.618 5.806
4.250 5.545
Fisher Pivots for day following 30-Jan-2009
Pivot 1 day 3 day
R1 6.305 6.327
PP 6.294 6.309
S1 6.283 6.290

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

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