NYMEX Natural Gas Future July 2009


Trading Metrics calculated at close of trading on 26-Jan-2009
Day Change Summary
Previous Current
23-Jan-2009 26-Jan-2009 Change Change % Previous Week
Open 4.948 4.820 -0.128 -2.6% 5.150
High 4.988 4.938 -0.050 -1.0% 5.168
Low 4.800 4.776 -0.024 -0.5% 4.800
Close 4.871 4.842 -0.029 -0.6% 4.871
Range 0.188 0.162 -0.026 -13.8% 0.368
ATR 0.227 0.223 -0.005 -2.0% 0.000
Volume 1,785 1,170 -615 -34.5% 6,113
Daily Pivots for day following 26-Jan-2009
Classic Woodie Camarilla DeMark
R4 5.338 5.252 4.931
R3 5.176 5.090 4.887
R2 5.014 5.014 4.872
R1 4.928 4.928 4.857 4.971
PP 4.852 4.852 4.852 4.874
S1 4.766 4.766 4.827 4.809
S2 4.690 4.690 4.812
S3 4.528 4.604 4.797
S4 4.366 4.442 4.753
Weekly Pivots for week ending 23-Jan-2009
Classic Woodie Camarilla DeMark
R4 6.050 5.829 5.073
R3 5.682 5.461 4.972
R2 5.314 5.314 4.938
R1 5.093 5.093 4.905 5.020
PP 4.946 4.946 4.946 4.910
S1 4.725 4.725 4.837 4.652
S2 4.578 4.578 4.804
S3 4.210 4.357 4.770
S4 3.842 3.989 4.669
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.168 4.776 0.392 8.1% 0.179 3.7% 17% False True 1,456
10 5.925 4.776 1.149 23.7% 0.181 3.7% 6% False True 1,746
20 6.521 4.776 1.745 36.0% 0.205 4.2% 4% False True 1,524
40 7.106 4.776 2.330 48.1% 0.207 4.3% 3% False True 1,456
60 7.708 4.776 2.932 60.6% 0.217 4.5% 2% False True 1,329
80 8.373 4.776 3.597 74.3% 0.208 4.3% 2% False True 1,235
100 8.626 4.776 3.850 79.5% 0.211 4.4% 2% False True 1,104
120 9.470 4.776 4.694 96.9% 0.211 4.4% 1% False True 999
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 0.025
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 5.627
2.618 5.362
1.618 5.200
1.000 5.100
0.618 5.038
HIGH 4.938
0.618 4.876
0.500 4.857
0.382 4.838
LOW 4.776
0.618 4.676
1.000 4.614
1.618 4.514
2.618 4.352
4.250 4.088
Fisher Pivots for day following 26-Jan-2009
Pivot 1 day 3 day
R1 4.857 4.938
PP 4.852 4.906
S1 4.847 4.874

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

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