NYMEX Natural Gas Future August 2009


Trading Metrics calculated at close of trading on 13-Jan-2009
Day Change Summary
Previous Current
12-Jan-2009 13-Jan-2009 Change Change % Previous Week
Open 5.830 5.888 0.058 1.0% 6.340
High 6.030 5.895 -0.135 -2.2% 6.619
Low 5.830 5.630 -0.200 -3.4% 5.854
Close 5.969 5.648 -0.321 -5.4% 5.944
Range 0.200 0.265 0.065 32.5% 0.765
ATR 0.236 0.244 0.007 3.1% 0.000
Volume 1,029 682 -347 -33.7% 3,981
Daily Pivots for day following 13-Jan-2009
Classic Woodie Camarilla DeMark
R4 6.519 6.349 5.794
R3 6.254 6.084 5.721
R2 5.989 5.989 5.697
R1 5.819 5.819 5.672 5.772
PP 5.724 5.724 5.724 5.701
S1 5.554 5.554 5.624 5.507
S2 5.459 5.459 5.599
S3 5.194 5.289 5.575
S4 4.929 5.024 5.502
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 6.430 5.630 0.800 14.2% 0.244 4.3% 2% False True 823
10 6.619 5.630 0.989 17.5% 0.246 4.4% 2% False True 949
20 6.619 5.630 0.989 17.5% 0.206 3.6% 2% False True 772
40 7.211 5.630 1.581 28.0% 0.192 3.4% 1% False True 831
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.013
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 7.021
2.618 6.589
1.618 6.324
1.000 6.160
0.618 6.059
HIGH 5.895
0.618 5.794
0.500 5.763
0.382 5.731
LOW 5.630
0.618 5.466
1.000 5.365
1.618 5.201
2.618 4.936
4.250 4.504
Fisher Pivots for day following 13-Jan-2009
Pivot 1 day 3 day
R1 5.763 5.854
PP 5.724 5.785
S1 5.686 5.717

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

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