NYMEX Natural Gas Future July 2009


Trading Metrics calculated at close of trading on 15-Jan-2009
Day Change Summary
Previous Current
14-Jan-2009 15-Jan-2009 Change Change % Previous Week
Open 5.595 5.358 -0.237 -4.2% 6.257
High 5.600 5.366 -0.234 -4.2% 6.521
Low 5.351 5.150 -0.201 -3.8% 5.736
Close 5.370 5.229 -0.141 -2.6% 5.846
Range 0.249 0.216 -0.033 -13.3% 0.785
ATR 0.255 0.253 -0.003 -1.0% 0.000
Volume 4,238 1,444 -2,794 -65.9% 7,811
Daily Pivots for day following 15-Jan-2009
Classic Woodie Camarilla DeMark
R4 5.896 5.779 5.348
R3 5.680 5.563 5.288
R2 5.464 5.464 5.269
R1 5.347 5.347 5.249 5.298
PP 5.248 5.248 5.248 5.224
S1 5.131 5.131 5.209 5.082
S2 5.032 5.032 5.189
S3 4.816 4.915 5.170
S4 4.600 4.699 5.110
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 5.977 5.150 0.827 15.8% 0.232 4.4% 10% False True 2,231
10 6.521 5.150 1.371 26.2% 0.268 5.1% 6% False True 1,749
20 6.521 5.150 1.371 26.2% 0.232 4.4% 6% False True 1,532
40 7.121 5.150 1.971 37.7% 0.217 4.1% 4% False True 1,433
60 7.708 5.150 2.558 48.9% 0.219 4.2% 3% False True 1,274
80 8.598 5.150 3.448 65.9% 0.212 4.1% 2% False True 1,169
100 9.240 5.150 4.090 78.2% 0.216 4.1% 2% False True 1,045
120 9.739 5.150 4.589 87.8% 0.214 4.1% 2% False True 938
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 0.022
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 6.284
2.618 5.931
1.618 5.715
1.000 5.582
0.618 5.499
HIGH 5.366
0.618 5.283
0.500 5.258
0.382 5.233
LOW 5.150
0.618 5.017
1.000 4.934
1.618 4.801
2.618 4.585
4.250 4.232
Fisher Pivots for day following 15-Jan-2009
Pivot 1 day 3 day
R1 5.258 5.475
PP 5.248 5.393
S1 5.239 5.311

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

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