NYMEX Natural Gas Future June 2009


Trading Metrics calculated at close of trading on 09-Jan-2009
Day Change Summary
Previous Current
08-Jan-2009 09-Jan-2009 Change Change % Previous Week
Open 6.131 5.760 -0.371 -6.1% 6.190
High 6.137 5.780 -0.357 -5.8% 6.413
Low 5.750 5.622 -0.128 -2.2% 5.622
Close 5.796 5.726 -0.070 -1.2% 5.726
Range 0.387 0.158 -0.229 -59.2% 0.791
ATR 0.263 0.256 -0.006 -2.4% 0.000
Volume 2,302 2,349 47 2.0% 9,029
Daily Pivots for day following 09-Jan-2009
Classic Woodie Camarilla DeMark
R4 6.183 6.113 5.813
R3 6.025 5.955 5.769
R2 5.867 5.867 5.755
R1 5.797 5.797 5.740 5.753
PP 5.709 5.709 5.709 5.688
S1 5.639 5.639 5.712 5.595
S2 5.551 5.551 5.697
S3 5.393 5.481 5.683
S4 5.235 5.323 5.639
Weekly Pivots for week ending 09-Jan-2009
Classic Woodie Camarilla DeMark
R4 8.293 7.801 6.161
R3 7.502 7.010 5.944
R2 6.711 6.711 5.871
R1 6.219 6.219 5.799 6.070
PP 5.920 5.920 5.920 5.846
S1 5.428 5.428 5.653 5.279
S2 5.129 5.129 5.581
S3 4.338 4.637 5.508
S4 3.547 3.846 5.291
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6.413 5.622 0.791 13.8% 0.260 4.5% 13% False True 1,805
10 6.413 5.622 0.791 13.8% 0.236 4.1% 13% False True 1,513
20 6.413 5.571 0.842 14.7% 0.222 3.9% 18% False False 1,495
40 7.028 5.571 1.457 25.4% 0.226 3.9% 11% False False 1,486
60 7.599 5.571 2.028 35.4% 0.227 4.0% 8% False False 1,376
80 8.545 5.571 2.974 51.9% 0.224 3.9% 5% False False 1,281
100 9.114 5.571 3.543 61.9% 0.224 3.9% 4% False False 1,124
120 10.000 5.571 4.429 77.3% 0.227 4.0% 3% False False 1,047
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.013
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 6.452
2.618 6.194
1.618 6.036
1.000 5.938
0.618 5.878
HIGH 5.780
0.618 5.720
0.500 5.701
0.382 5.682
LOW 5.622
0.618 5.524
1.000 5.464
1.618 5.366
2.618 5.208
4.250 4.951
Fisher Pivots for day following 09-Jan-2009
Pivot 1 day 3 day
R1 5.718 5.950
PP 5.709 5.875
S1 5.701 5.801

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

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