NYMEX Natural Gas Future August 2009


Trading Metrics calculated at close of trading on 22-Jan-2009
Day Change Summary
Previous Current
21-Jan-2009 22-Jan-2009 Change Change % Previous Week
Open 5.200 5.195 -0.005 -0.1% 5.830
High 5.260 5.195 -0.065 -1.2% 6.030
Low 5.129 4.960 -0.169 -3.3% 5.250
Close 5.204 5.122 -0.082 -1.6% 5.305
Range 0.131 0.235 0.104 79.4% 0.780
ATR 0.224 0.226 0.001 0.6% 0.000
Volume 535 765 230 43.0% 5,411
Daily Pivots for day following 22-Jan-2009
Classic Woodie Camarilla DeMark
R4 5.797 5.695 5.251
R3 5.562 5.460 5.187
R2 5.327 5.327 5.165
R1 5.225 5.225 5.144 5.159
PP 5.092 5.092 5.092 5.059
S1 4.990 4.990 5.100 4.924
S2 4.857 4.857 5.079
S3 4.622 4.755 5.057
S4 4.387 4.520 4.993
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 5.470 4.960 0.510 10.0% 0.183 3.6% 32% False True 960
10 6.344 4.960 1.384 27.0% 0.216 4.2% 12% False True 929
20 6.619 4.960 1.659 32.4% 0.217 4.2% 10% False True 852
40 7.153 4.960 2.193 42.8% 0.195 3.8% 7% False True 834
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.014
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 6.194
2.618 5.810
1.618 5.575
1.000 5.430
0.618 5.340
HIGH 5.195
0.618 5.105
0.500 5.078
0.382 5.050
LOW 4.960
0.618 4.815
1.000 4.725
1.618 4.580
2.618 4.345
4.250 3.961
Fisher Pivots for day following 22-Jan-2009
Pivot 1 day 3 day
R1 5.107 5.123
PP 5.092 5.122
S1 5.078 5.122

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

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