NYMEX Natural Gas Future June 2009


Trading Metrics calculated at close of trading on 14-Jan-2009
Day Change Summary
Previous Current
13-Jan-2009 14-Jan-2009 Change Change % Previous Week
Open 5.665 5.416 -0.249 -4.4% 6.190
High 5.665 5.416 -0.249 -4.4% 6.413
Low 5.400 5.219 -0.181 -3.4% 5.622
Close 5.423 5.244 -0.179 -3.3% 5.726
Range 0.265 0.197 -0.068 -25.7% 0.791
ATR 0.260 0.256 -0.004 -1.5% 0.000
Volume 1,802 2,918 1,116 61.9% 9,029
Daily Pivots for day following 14-Jan-2009
Classic Woodie Camarilla DeMark
R4 5.884 5.761 5.352
R3 5.687 5.564 5.298
R2 5.490 5.490 5.280
R1 5.367 5.367 5.262 5.330
PP 5.293 5.293 5.293 5.275
S1 5.170 5.170 5.226 5.133
S2 5.096 5.096 5.208
S3 4.899 4.973 5.190
S4 4.702 4.776 5.136
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 6.137 5.219 0.918 17.5% 0.243 4.6% 3% False True 2,474
10 6.413 5.219 1.194 22.8% 0.273 5.2% 2% False True 1,937
20 6.413 5.219 1.194 22.8% 0.229 4.4% 2% False True 1,690
40 6.995 5.219 1.776 33.9% 0.220 4.2% 1% False True 1,587
60 7.599 5.219 2.380 45.4% 0.229 4.4% 1% False True 1,436
80 8.510 5.219 3.291 62.8% 0.221 4.2% 1% False True 1,337
100 9.114 5.219 3.895 74.3% 0.226 4.3% 1% False True 1,184
120 9.637 5.219 4.418 84.2% 0.223 4.2% 1% False True 1,095
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 3 trading days
Fibonacci Retracements and Extensions
4.250 6.253
2.618 5.932
1.618 5.735
1.000 5.613
0.618 5.538
HIGH 5.416
0.618 5.341
0.500 5.318
0.382 5.294
LOW 5.219
0.618 5.097
1.000 5.022
1.618 4.900
2.618 4.703
4.250 4.382
Fisher Pivots for day following 14-Jan-2009
Pivot 1 day 3 day
R1 5.318 5.522
PP 5.293 5.429
S1 5.269 5.337

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

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