NYMEX Natural Gas Future June 2009


Trading Metrics calculated at close of trading on 29-Jan-2009
Day Change Summary
Previous Current
28-Jan-2009 29-Jan-2009 Change Change % Previous Week
Open 4.650 4.685 0.035 0.8% 5.000
High 4.816 4.891 0.075 1.6% 5.054
Low 4.607 4.651 0.044 1.0% 4.662
Close 4.669 4.828 0.159 3.4% 4.746
Range 0.209 0.240 0.031 14.8% 0.392
ATR 0.227 0.228 0.001 0.4% 0.000
Volume 3,296 3,280 -16 -0.5% 10,860
Daily Pivots for day following 29-Jan-2009
Classic Woodie Camarilla DeMark
R4 5.510 5.409 4.960
R3 5.270 5.169 4.894
R2 5.030 5.030 4.872
R1 4.929 4.929 4.850 4.980
PP 4.790 4.790 4.790 4.815
S1 4.689 4.689 4.806 4.740
S2 4.550 4.550 4.784
S3 4.310 4.449 4.762
S4 4.070 4.209 4.696
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 4.891 4.607 0.284 5.9% 0.195 4.0% 78% True False 2,911
10 5.255 4.607 0.648 13.4% 0.194 4.0% 34% False False 2,595
20 6.413 4.607 1.806 37.4% 0.234 4.8% 12% False False 2,266
40 6.760 4.607 2.153 44.6% 0.211 4.4% 10% False False 1,878
60 7.599 4.607 2.992 62.0% 0.223 4.6% 7% False False 1,677
80 7.800 4.607 3.193 66.1% 0.218 4.5% 7% False False 1,568
100 8.545 4.607 3.938 81.6% 0.222 4.6% 6% False False 1,397
120 9.170 4.607 4.563 94.5% 0.222 4.6% 5% False False 1,266
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.036
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 5.911
2.618 5.519
1.618 5.279
1.000 5.131
0.618 5.039
HIGH 4.891
0.618 4.799
0.500 4.771
0.382 4.743
LOW 4.651
0.618 4.503
1.000 4.411
1.618 4.263
2.618 4.023
4.250 3.631
Fisher Pivots for day following 29-Jan-2009
Pivot 1 day 3 day
R1 4.809 4.802
PP 4.790 4.775
S1 4.771 4.749

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

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