NYMEX Natural Gas Future June 2009


Trading Metrics calculated at close of trading on 27-Jan-2009
Day Change Summary
Previous Current
26-Jan-2009 27-Jan-2009 Change Change % Previous Week
Open 4.680 4.710 0.030 0.6% 5.000
High 4.824 4.785 -0.039 -0.8% 5.054
Low 4.642 4.660 0.018 0.4% 4.662
Close 4.717 4.686 -0.031 -0.7% 4.746
Range 0.182 0.125 -0.057 -31.3% 0.392
ATR 0.236 0.228 -0.008 -3.4% 0.000
Volume 2,518 1,814 -704 -28.0% 10,860
Daily Pivots for day following 27-Jan-2009
Classic Woodie Camarilla DeMark
R4 5.085 5.011 4.755
R3 4.960 4.886 4.720
R2 4.835 4.835 4.709
R1 4.761 4.761 4.697 4.736
PP 4.710 4.710 4.710 4.698
S1 4.636 4.636 4.675 4.611
S2 4.585 4.585 4.663
S3 4.460 4.511 4.652
S4 4.335 4.386 4.617
Weekly Pivots for week ending 23-Jan-2009
Classic Woodie Camarilla DeMark
R4 5.997 5.763 4.962
R3 5.605 5.371 4.854
R2 5.213 5.213 4.818
R1 4.979 4.979 4.782 4.900
PP 4.821 4.821 4.821 4.781
S1 4.587 4.587 4.710 4.508
S2 4.429 4.429 4.674
S3 4.037 4.195 4.638
S4 3.645 3.803 4.530
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.050 4.642 0.408 8.7% 0.179 3.8% 11% False False 2,490
10 5.665 4.642 1.023 21.8% 0.195 4.2% 4% False False 2,410
20 6.413 4.642 1.771 37.8% 0.226 4.8% 2% False False 2,014
40 6.760 4.642 2.118 45.2% 0.212 4.5% 2% False False 1,755
60 7.599 4.642 2.957 63.1% 0.228 4.9% 1% False False 1,626
80 8.140 4.642 3.498 74.6% 0.217 4.6% 1% False False 1,519
100 8.545 4.642 3.903 83.3% 0.222 4.7% 1% False False 1,342
120 9.304 4.642 4.662 99.5% 0.221 4.7% 1% False False 1,224
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.028
Narrowest range in 20 trading days
Fibonacci Retracements and Extensions
4.250 5.316
2.618 5.112
1.618 4.987
1.000 4.910
0.618 4.862
HIGH 4.785
0.618 4.737
0.500 4.723
0.382 4.708
LOW 4.660
0.618 4.583
1.000 4.535
1.618 4.458
2.618 4.333
4.250 4.129
Fisher Pivots for day following 27-Jan-2009
Pivot 1 day 3 day
R1 4.723 4.761
PP 4.710 4.736
S1 4.698 4.711

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

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