NYMEX Natural Gas Future July 2009


Trading Metrics calculated at close of trading on 28-Jan-2009
Day Change Summary
Previous Current
27-Jan-2009 28-Jan-2009 Change Change % Previous Week
Open 4.846 4.841 -0.005 -0.1% 5.150
High 4.912 4.935 0.023 0.5% 5.168
Low 4.787 4.731 -0.056 -1.2% 4.800
Close 4.811 4.794 -0.017 -0.4% 4.871
Range 0.125 0.204 0.079 63.2% 0.368
ATR 0.216 0.215 -0.001 -0.4% 0.000
Volume 1,903 1,940 37 1.9% 6,113
Daily Pivots for day following 28-Jan-2009
Classic Woodie Camarilla DeMark
R4 5.432 5.317 4.906
R3 5.228 5.113 4.850
R2 5.024 5.024 4.831
R1 4.909 4.909 4.813 4.865
PP 4.820 4.820 4.820 4.798
S1 4.705 4.705 4.775 4.661
S2 4.616 4.616 4.757
S3 4.412 4.501 4.738
S4 4.208 4.297 4.682
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 5.099 4.731 0.368 7.7% 0.184 3.8% 17% False True 1,807
10 5.600 4.731 0.869 18.1% 0.169 3.5% 7% False True 1,822
20 6.521 4.731 1.790 37.3% 0.215 4.5% 4% False True 1,639
40 6.892 4.731 2.161 45.1% 0.199 4.1% 3% False True 1,490
60 7.708 4.731 2.977 62.1% 0.213 4.4% 2% False True 1,364
80 8.072 4.731 3.341 69.7% 0.206 4.3% 2% False True 1,264
100 8.626 4.731 3.895 81.2% 0.210 4.4% 2% False True 1,129
120 9.390 4.731 4.659 97.2% 0.210 4.4% 1% False True 1,022
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.037
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 5.802
2.618 5.469
1.618 5.265
1.000 5.139
0.618 5.061
HIGH 4.935
0.618 4.857
0.500 4.833
0.382 4.809
LOW 4.731
0.618 4.605
1.000 4.527
1.618 4.401
2.618 4.197
4.250 3.864
Fisher Pivots for day following 28-Jan-2009
Pivot 1 day 3 day
R1 4.833 4.835
PP 4.820 4.821
S1 4.807 4.808

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

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