NYMEX Natural Gas Future June 2009


Trading Metrics calculated at close of trading on 21-Jan-2009
Day Change Summary
Previous Current
20-Jan-2009 21-Jan-2009 Change Change % Previous Week
Open 5.000 4.935 -0.065 -1.3% 5.639
High 5.054 5.050 -0.004 -0.1% 5.824
Low 4.833 4.902 0.069 1.4% 5.029
Close 4.879 4.975 0.096 2.0% 5.071
Range 0.221 0.148 -0.073 -33.0% 0.795
ATR 0.246 0.240 -0.005 -2.2% 0.000
Volume 2,738 1,348 -1,390 -50.8% 11,908
Daily Pivots for day following 21-Jan-2009
Classic Woodie Camarilla DeMark
R4 5.420 5.345 5.056
R3 5.272 5.197 5.016
R2 5.124 5.124 5.002
R1 5.049 5.049 4.989 5.087
PP 4.976 4.976 4.976 4.994
S1 4.901 4.901 4.961 4.939
S2 4.828 4.828 4.948
S3 4.680 4.753 4.934
S4 4.532 4.605 4.894
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 5.416 4.833 0.583 11.7% 0.188 3.8% 24% False False 2,238
10 6.278 4.833 1.445 29.0% 0.220 4.4% 10% False False 2,173
20 6.413 4.833 1.580 31.8% 0.226 4.6% 9% False False 1,763
40 6.995 4.833 2.162 43.5% 0.219 4.4% 7% False False 1,609
60 7.599 4.833 2.766 55.6% 0.228 4.6% 5% False False 1,531
80 8.300 4.833 3.467 69.7% 0.220 4.4% 4% False False 1,417
100 9.114 4.833 4.281 86.1% 0.227 4.6% 3% False False 1,259
120 9.637 4.833 4.804 96.6% 0.222 4.5% 3% False False 1,147
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.018
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.679
2.618 5.437
1.618 5.289
1.000 5.198
0.618 5.141
HIGH 5.050
0.618 4.993
0.500 4.976
0.382 4.959
LOW 4.902
0.618 4.811
1.000 4.754
1.618 4.663
2.618 4.515
4.250 4.273
Fisher Pivots for day following 21-Jan-2009
Pivot 1 day 3 day
R1 4.976 5.012
PP 4.976 4.999
S1 4.975 4.987

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

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