NYMEX Natural Gas Future August 2009


Trading Metrics calculated at close of trading on 14-Jan-2009
Day Change Summary
Previous Current
13-Jan-2009 14-Jan-2009 Change Change % Previous Week
Open 5.888 5.648 -0.240 -4.1% 6.340
High 5.895 5.648 -0.247 -4.2% 6.619
Low 5.630 5.449 -0.181 -3.2% 5.854
Close 5.648 5.470 -0.178 -3.2% 5.944
Range 0.265 0.199 -0.066 -24.9% 0.765
ATR 0.244 0.241 -0.003 -1.3% 0.000
Volume 682 924 242 35.5% 3,981
Daily Pivots for day following 14-Jan-2009
Classic Woodie Camarilla DeMark
R4 6.119 5.994 5.579
R3 5.920 5.795 5.525
R2 5.721 5.721 5.506
R1 5.596 5.596 5.488 5.559
PP 5.522 5.522 5.522 5.504
S1 5.397 5.397 5.452 5.360
S2 5.323 5.323 5.434
S3 5.124 5.198 5.415
S4 4.925 4.999 5.361
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 6.344 5.449 0.895 16.4% 0.250 4.6% 2% False True 898
10 6.619 5.449 1.170 21.4% 0.255 4.7% 2% False True 752
20 6.619 5.449 1.170 21.4% 0.210 3.8% 2% False True 791
40 7.211 5.449 1.762 32.2% 0.192 3.5% 1% False True 826
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.009
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 6.494
2.618 6.169
1.618 5.970
1.000 5.847
0.618 5.771
HIGH 5.648
0.618 5.572
0.500 5.549
0.382 5.525
LOW 5.449
0.618 5.326
1.000 5.250
1.618 5.127
2.618 4.928
4.250 4.603
Fisher Pivots for day following 14-Jan-2009
Pivot 1 day 3 day
R1 5.549 5.740
PP 5.522 5.650
S1 5.496 5.560

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

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