NYMEX Natural Gas Future June 2009


Trading Metrics calculated at close of trading on 28-Jan-2009
Day Change Summary
Previous Current
27-Jan-2009 28-Jan-2009 Change Change % Previous Week
Open 4.710 4.650 -0.060 -1.3% 5.000
High 4.785 4.816 0.031 0.6% 5.054
Low 4.660 4.607 -0.053 -1.1% 4.662
Close 4.686 4.669 -0.017 -0.4% 4.746
Range 0.125 0.209 0.084 67.2% 0.392
ATR 0.228 0.227 -0.001 -0.6% 0.000
Volume 1,814 3,296 1,482 81.7% 10,860
Daily Pivots for day following 28-Jan-2009
Classic Woodie Camarilla DeMark
R4 5.324 5.206 4.784
R3 5.115 4.997 4.726
R2 4.906 4.906 4.707
R1 4.788 4.788 4.688 4.847
PP 4.697 4.697 4.697 4.727
S1 4.579 4.579 4.650 4.638
S2 4.488 4.488 4.631
S3 4.279 4.370 4.612
S4 4.070 4.161 4.554
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 4.950 4.607 0.343 7.3% 0.192 4.1% 18% False True 2,880
10 5.416 4.607 0.809 17.3% 0.190 4.1% 8% False True 2,559
20 6.413 4.607 1.806 38.7% 0.230 4.9% 3% False True 2,161
40 6.760 4.607 2.153 46.1% 0.209 4.5% 3% False True 1,806
60 7.599 4.607 2.992 64.1% 0.225 4.8% 2% False True 1,650
80 7.940 4.607 3.333 71.4% 0.217 4.6% 2% False True 1,547
100 8.545 4.607 3.938 84.3% 0.221 4.7% 2% False True 1,368
120 9.285 4.607 4.678 100.2% 0.222 4.7% 1% False True 1,249
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.033
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 5.704
2.618 5.363
1.618 5.154
1.000 5.025
0.618 4.945
HIGH 4.816
0.618 4.736
0.500 4.712
0.382 4.687
LOW 4.607
0.618 4.478
1.000 4.398
1.618 4.269
2.618 4.060
4.250 3.719
Fisher Pivots for day following 28-Jan-2009
Pivot 1 day 3 day
R1 4.712 4.716
PP 4.697 4.700
S1 4.683 4.685

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

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