NYMEX Natural Gas Future June 2009


Trading Metrics calculated at close of trading on 20-Jan-2009
Day Change Summary
Previous Current
16-Jan-2009 20-Jan-2009 Change Change % Previous Week
Open 5.150 5.000 -0.150 -2.9% 5.639
High 5.190 5.054 -0.136 -2.6% 5.824
Low 5.042 4.833 -0.209 -4.1% 5.029
Close 5.071 4.879 -0.192 -3.8% 5.071
Range 0.148 0.221 0.073 49.3% 0.795
ATR 0.246 0.246 -0.001 -0.2% 0.000
Volume 2,584 2,738 154 6.0% 11,908
Daily Pivots for day following 20-Jan-2009
Classic Woodie Camarilla DeMark
R4 5.585 5.453 5.001
R3 5.364 5.232 4.940
R2 5.143 5.143 4.920
R1 5.011 5.011 4.899 4.967
PP 4.922 4.922 4.922 4.900
S1 4.790 4.790 4.859 4.746
S2 4.701 4.701 4.838
S3 4.480 4.569 4.818
S4 4.259 4.348 4.757
Weekly Pivots for week ending 16-Jan-2009
Classic Woodie Camarilla DeMark
R4 7.693 7.177 5.508
R3 6.898 6.382 5.290
R2 6.103 6.103 5.217
R1 5.587 5.587 5.144 5.448
PP 5.308 5.308 5.308 5.238
S1 4.792 4.792 4.998 4.653
S2 4.513 4.513 4.925
S3 3.718 3.997 4.852
S4 2.923 3.202 4.634
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.665 4.833 0.832 17.1% 0.211 4.3% 6% False True 2,329
10 6.413 4.833 1.580 32.4% 0.233 4.8% 3% False True 2,296
20 6.413 4.833 1.580 32.4% 0.233 4.8% 3% False True 1,836
40 6.995 4.833 2.162 44.3% 0.221 4.5% 2% False True 1,609
60 7.599 4.833 2.766 56.7% 0.229 4.7% 2% False True 1,517
80 8.476 4.833 3.643 74.7% 0.222 4.5% 1% False True 1,405
100 9.114 4.833 4.281 87.7% 0.227 4.7% 1% False True 1,248
120 9.637 4.833 4.804 98.5% 0.223 4.6% 1% False True 1,138
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 0.015
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.993
2.618 5.633
1.618 5.412
1.000 5.275
0.618 5.191
HIGH 5.054
0.618 4.970
0.500 4.944
0.382 4.917
LOW 4.833
0.618 4.696
1.000 4.612
1.618 4.475
2.618 4.254
4.250 3.894
Fisher Pivots for day following 20-Jan-2009
Pivot 1 day 3 day
R1 4.944 5.044
PP 4.922 4.989
S1 4.901 4.934

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

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