NYMEX Natural Gas Future June 2009


Trading Metrics calculated at close of trading on 30-Jan-2009
Day Change Summary
Previous Current
29-Jan-2009 30-Jan-2009 Change Change % Previous Week
Open 4.685 4.818 0.133 2.8% 4.680
High 4.891 4.883 -0.008 -0.2% 4.891
Low 4.651 4.647 -0.004 -0.1% 4.607
Close 4.828 4.689 -0.139 -2.9% 4.689
Range 0.240 0.236 -0.004 -1.7% 0.284
ATR 0.228 0.228 0.001 0.3% 0.000
Volume 3,280 2,919 -361 -11.0% 13,827
Daily Pivots for day following 30-Jan-2009
Classic Woodie Camarilla DeMark
R4 5.448 5.304 4.819
R3 5.212 5.068 4.754
R2 4.976 4.976 4.732
R1 4.832 4.832 4.711 4.786
PP 4.740 4.740 4.740 4.717
S1 4.596 4.596 4.667 4.550
S2 4.504 4.504 4.646
S3 4.268 4.360 4.624
S4 4.032 4.124 4.559
Weekly Pivots for week ending 30-Jan-2009
Classic Woodie Camarilla DeMark
R4 5.581 5.419 4.845
R3 5.297 5.135 4.767
R2 5.013 5.013 4.741
R1 4.851 4.851 4.715 4.932
PP 4.729 4.729 4.729 4.770
S1 4.567 4.567 4.663 4.648
S2 4.445 4.445 4.637
S3 4.161 4.283 4.611
S4 3.877 3.999 4.533
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 6.1% 0.198 4.2% 29% False False 2,765
10 5.190 4.607 0.583 12.4% 0.195 4.2% 14% False False 2,727
20 6.413 4.607 1.806 38.5% 0.229 4.9% 5% False False 2,363
40 6.627 4.607 2.020 43.1% 0.211 4.5% 4% False False 1,936
60 7.599 4.607 2.992 63.8% 0.223 4.7% 3% False False 1,701
80 7.599 4.607 2.992 63.8% 0.217 4.6% 3% False False 1,595
100 8.545 4.607 3.938 84.0% 0.221 4.7% 2% False False 1,423
120 9.170 4.607 4.563 97.3% 0.222 4.7% 2% False False 1,287
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.043
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.886
2.618 5.501
1.618 5.265
1.000 5.119
0.618 5.029
HIGH 4.883
0.618 4.793
0.500 4.765
0.382 4.737
LOW 4.647
0.618 4.501
1.000 4.411
1.618 4.265
2.618 4.029
4.250 3.644
Fisher Pivots for day following 30-Jan-2009
Pivot 1 day 3 day
R1 4.765 4.749
PP 4.740 4.729
S1 4.714 4.709

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

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