NYMEX Natural Gas Future August 2009


Trading Metrics calculated at close of trading on 08-Jan-2009
Day Change Summary
Previous Current
07-Jan-2009 08-Jan-2009 Change Change % Previous Week
Open 6.430 6.324 -0.106 -1.6% 6.399
High 6.430 6.344 -0.086 -1.3% 6.465
Low 6.260 5.981 -0.279 -4.5% 6.030
Close 6.298 6.014 -0.284 -4.5% 6.400
Range 0.170 0.363 0.193 113.5% 0.435
ATR 0.231 0.240 0.009 4.1% 0.000
Volume 547 670 123 22.5% 3,860
Daily Pivots for day following 08-Jan-2009
Classic Woodie Camarilla DeMark
R4 7.202 6.971 6.214
R3 6.839 6.608 6.114
R2 6.476 6.476 6.081
R1 6.245 6.245 6.047 6.179
PP 6.113 6.113 6.113 6.080
S1 5.882 5.882 5.981 5.816
S2 5.750 5.750 5.947
S3 5.387 5.519 5.914
S4 5.024 5.156 5.814
Weekly Pivots for week ending 02-Jan-2009
Classic Woodie Camarilla DeMark
R4 7.603 7.437 6.639
R3 7.168 7.002 6.520
R2 6.733 6.733 6.480
R1 6.567 6.567 6.440 6.650
PP 6.298 6.298 6.298 6.340
S1 6.132 6.132 6.360 6.215
S2 5.863 5.863 6.320
S3 5.428 5.697 6.280
S4 4.993 5.262 6.161
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6.619 5.981 0.638 10.6% 0.289 4.8% 5% False True 691
10 6.619 5.981 0.638 10.6% 0.218 3.6% 5% False True 760
20 6.619 5.800 0.819 13.6% 0.196 3.3% 26% False False 785
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.028
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 7.887
2.618 7.294
1.618 6.931
1.000 6.707
0.618 6.568
HIGH 6.344
0.618 6.205
0.500 6.163
0.382 6.120
LOW 5.981
0.618 5.757
1.000 5.618
1.618 5.394
2.618 5.031
4.250 4.438
Fisher Pivots for day following 08-Jan-2009
Pivot 1 day 3 day
R1 6.163 6.300
PP 6.113 6.205
S1 6.064 6.109

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

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