NYMEX Natural Gas Future July 2009


Trading Metrics calculated at close of trading on 12-Jan-2009
Day Change Summary
Previous Current
09-Jan-2009 12-Jan-2009 Change Change % Previous Week
Open 5.977 5.767 -0.210 -3.5% 6.257
High 5.977 5.925 -0.052 -0.9% 6.521
Low 5.736 5.740 0.004 0.1% 5.736
Close 5.846 5.874 0.028 0.5% 5.846
Range 0.241 0.185 -0.056 -23.2% 0.785
ATR 0.254 0.249 -0.005 -1.9% 0.000
Volume 2,395 1,472 -923 -38.5% 7,811
Daily Pivots for day following 12-Jan-2009
Classic Woodie Camarilla DeMark
R4 6.401 6.323 5.976
R3 6.216 6.138 5.925
R2 6.031 6.031 5.908
R1 5.953 5.953 5.891 5.992
PP 5.846 5.846 5.846 5.866
S1 5.768 5.768 5.857 5.807
S2 5.661 5.661 5.840
S3 5.476 5.583 5.823
S4 5.291 5.398 5.772
Weekly Pivots for week ending 09-Jan-2009
Classic Woodie Camarilla DeMark
R4 8.389 7.903 6.278
R3 7.604 7.118 6.062
R2 6.819 6.819 5.990
R1 6.333 6.333 5.918 6.184
PP 6.034 6.034 6.034 5.960
S1 5.548 5.548 5.774 5.399
S2 5.249 5.249 5.702
S3 4.464 4.763 5.630
S4 3.679 3.978 5.414
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6.521 5.736 0.785 13.4% 0.273 4.6% 18% False False 1,691
10 6.521 5.736 0.785 13.4% 0.245 4.2% 18% False False 1,350
20 6.521 5.692 0.829 14.1% 0.214 3.6% 22% False False 1,307
40 7.121 5.692 1.429 24.3% 0.215 3.7% 13% False False 1,344
60 7.708 5.692 2.016 34.3% 0.216 3.7% 9% False False 1,207
80 8.598 5.692 2.906 49.5% 0.212 3.6% 6% False False 1,107
100 9.240 5.692 3.548 60.4% 0.214 3.6% 5% False False 992
120 10.025 5.692 4.333 73.8% 0.220 3.7% 4% False False 893
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.021
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 6.711
2.618 6.409
1.618 6.224
1.000 6.110
0.618 6.039
HIGH 5.925
0.618 5.854
0.500 5.833
0.382 5.811
LOW 5.740
0.618 5.626
1.000 5.555
1.618 5.441
2.618 5.256
4.250 4.954
Fisher Pivots for day following 12-Jan-2009
Pivot 1 day 3 day
R1 5.860 6.016
PP 5.846 5.968
S1 5.833 5.921

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

View Archives - Comment on this page... - Back to Index of Symbols