NYMEX Natural Gas Future August 2009


Trading Metrics calculated at close of trading on 16-Jan-2009
Day Change Summary
Previous Current
15-Jan-2009 16-Jan-2009 Change Change % Previous Week
Open 5.468 5.370 -0.098 -1.8% 5.830
High 5.470 5.420 -0.050 -0.9% 6.030
Low 5.250 5.270 0.020 0.4% 5.250
Close 5.331 5.305 -0.026 -0.5% 5.305
Range 0.220 0.150 -0.070 -31.8% 0.780
ATR 0.239 0.233 -0.006 -2.7% 0.000
Volume 2,016 760 -1,256 -62.3% 5,411
Daily Pivots for day following 16-Jan-2009
Classic Woodie Camarilla DeMark
R4 5.782 5.693 5.388
R3 5.632 5.543 5.346
R2 5.482 5.482 5.333
R1 5.393 5.393 5.319 5.363
PP 5.332 5.332 5.332 5.316
S1 5.243 5.243 5.291 5.213
S2 5.182 5.182 5.278
S3 5.032 5.093 5.264
S4 4.882 4.943 5.223
Weekly Pivots for week ending 16-Jan-2009
Classic Woodie Camarilla DeMark
R4 7.868 7.367 5.734
R3 7.088 6.587 5.520
R2 6.308 6.308 5.448
R1 5.807 5.807 5.377 5.668
PP 5.528 5.528 5.528 5.459
S1 5.027 5.027 5.234 4.888
S2 4.748 4.748 5.162
S3 3.968 4.247 5.091
S4 3.188 3.467 4.876
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6.030 5.250 0.780 14.7% 0.207 3.9% 7% False False 1,082
10 6.619 5.250 1.369 25.8% 0.229 4.3% 4% False False 939
20 6.619 5.250 1.369 25.8% 0.216 4.1% 4% False False 883
40 7.211 5.250 1.961 37.0% 0.193 3.6% 3% False False 870
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.014
Narrowest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 6.058
2.618 5.813
1.618 5.663
1.000 5.570
0.618 5.513
HIGH 5.420
0.618 5.363
0.500 5.345
0.382 5.327
LOW 5.270
0.618 5.177
1.000 5.120
1.618 5.027
2.618 4.877
4.250 4.633
Fisher Pivots for day following 16-Jan-2009
Pivot 1 day 3 day
R1 5.345 5.449
PP 5.332 5.401
S1 5.318 5.353

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

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