NYMEX Natural Gas Future August 2009


Trading Metrics calculated at close of trading on 09-Jan-2009
Day Change Summary
Previous Current
08-Jan-2009 09-Jan-2009 Change Change % Previous Week
Open 6.324 6.077 -0.247 -3.9% 6.340
High 6.344 6.077 -0.267 -4.2% 6.619
Low 5.981 5.854 -0.127 -2.1% 5.854
Close 6.014 5.944 -0.070 -1.2% 5.944
Range 0.363 0.223 -0.140 -38.6% 0.765
ATR 0.240 0.239 -0.001 -0.5% 0.000
Volume 670 1,188 518 77.3% 3,981
Daily Pivots for day following 09-Jan-2009
Classic Woodie Camarilla DeMark
R4 6.627 6.509 6.067
R3 6.404 6.286 6.005
R2 6.181 6.181 5.985
R1 6.063 6.063 5.964 6.011
PP 5.958 5.958 5.958 5.932
S1 5.840 5.840 5.924 5.788
S2 5.735 5.735 5.903
S3 5.512 5.617 5.883
S4 5.289 5.394 5.821
Weekly Pivots for week ending 09-Jan-2009
Classic Woodie Camarilla DeMark
R4 8.434 7.954 6.365
R3 7.669 7.189 6.154
R2 6.904 6.904 6.084
R1 6.424 6.424 6.014 6.282
PP 6.139 6.139 6.139 6.068
S1 5.659 5.659 5.874 5.517
S2 5.374 5.374 5.804
S3 4.609 4.894 5.734
S4 3.844 4.129 5.523
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6.619 5.854 0.765 12.9% 0.252 4.2% 12% False True 796
10 6.619 5.854 0.765 12.9% 0.209 3.5% 12% False True 823
20 6.619 5.800 0.819 13.8% 0.198 3.3% 18% False False 816
40 7.230 5.800 1.430 24.1% 0.195 3.3% 10% False False 809
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 0.017
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 7.025
2.618 6.661
1.618 6.438
1.000 6.300
0.618 6.215
HIGH 6.077
0.618 5.992
0.500 5.966
0.382 5.939
LOW 5.854
0.618 5.716
1.000 5.631
1.618 5.493
2.618 5.270
4.250 4.906
Fisher Pivots for day following 09-Jan-2009
Pivot 1 day 3 day
R1 5.966 6.142
PP 5.958 6.076
S1 5.951 6.010

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

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