NYMEX Natural Gas Future August 2009


Trading Metrics calculated at close of trading on 23-Jan-2009
Day Change Summary
Previous Current
22-Jan-2009 23-Jan-2009 Change Change % Previous Week
Open 5.195 5.059 -0.136 -2.6% 5.285
High 5.195 5.109 -0.086 -1.7% 5.285
Low 4.960 4.900 -0.060 -1.2% 4.900
Close 5.122 4.973 -0.149 -2.9% 4.973
Range 0.235 0.209 -0.026 -11.1% 0.385
ATR 0.226 0.225 0.000 -0.1% 0.000
Volume 765 816 51 6.7% 2,842
Daily Pivots for day following 23-Jan-2009
Classic Woodie Camarilla DeMark
R4 5.621 5.506 5.088
R3 5.412 5.297 5.030
R2 5.203 5.203 5.011
R1 5.088 5.088 4.992 5.041
PP 4.994 4.994 4.994 4.971
S1 4.879 4.879 4.954 4.832
S2 4.785 4.785 4.935
S3 4.576 4.670 4.916
S4 4.367 4.461 4.858
Weekly Pivots for week ending 23-Jan-2009
Classic Woodie Camarilla DeMark
R4 6.208 5.975 5.185
R3 5.823 5.590 5.079
R2 5.438 5.438 5.044
R1 5.205 5.205 5.008 5.129
PP 5.053 5.053 5.053 5.015
S1 4.820 4.820 4.938 4.744
S2 4.668 4.668 4.902
S3 4.283 4.435 4.867
S4 3.898 4.050 4.761
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.420 4.900 0.520 10.5% 0.180 3.6% 14% False True 720
10 6.077 4.900 1.177 23.7% 0.201 4.0% 6% False True 944
20 6.619 4.900 1.719 34.6% 0.209 4.2% 4% False True 852
40 7.153 4.900 2.253 45.3% 0.196 3.9% 3% False True 830
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 5.997
2.618 5.656
1.618 5.447
1.000 5.318
0.618 5.238
HIGH 5.109
0.618 5.029
0.500 5.005
0.382 4.980
LOW 4.900
0.618 4.771
1.000 4.691
1.618 4.562
2.618 4.353
4.250 4.012
Fisher Pivots for day following 23-Jan-2009
Pivot 1 day 3 day
R1 5.005 5.080
PP 4.994 5.044
S1 4.984 5.009

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

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