NYMEX Natural Gas Future August 2009


Trading Metrics calculated at close of trading on 27-Jan-2009
Day Change Summary
Previous Current
26-Jan-2009 27-Jan-2009 Change Change % Previous Week
Open 4.930 4.970 0.040 0.8% 5.285
High 5.040 5.008 -0.032 -0.6% 5.285
Low 4.874 4.892 0.018 0.4% 4.900
Close 4.942 4.907 -0.035 -0.7% 4.973
Range 0.166 0.116 -0.050 -30.1% 0.385
ATR 0.221 0.214 -0.008 -3.4% 0.000
Volume 681 820 139 20.4% 2,842
Daily Pivots for day following 27-Jan-2009
Classic Woodie Camarilla DeMark
R4 5.284 5.211 4.971
R3 5.168 5.095 4.939
R2 5.052 5.052 4.928
R1 4.979 4.979 4.918 4.958
PP 4.936 4.936 4.936 4.925
S1 4.863 4.863 4.896 4.842
S2 4.820 4.820 4.886
S3 4.704 4.747 4.875
S4 4.588 4.631 4.843
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 5.260 4.874 0.386 7.9% 0.171 3.5% 9% False False 723
10 5.895 4.874 1.021 20.8% 0.187 3.8% 3% False False 872
20 6.619 4.874 1.745 35.6% 0.208 4.2% 2% False False 879
40 6.987 4.874 2.113 43.1% 0.189 3.9% 2% False False 833
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.026
Narrowest range in 18 trading days
Fibonacci Retracements and Extensions
4.250 5.501
2.618 5.312
1.618 5.196
1.000 5.124
0.618 5.080
HIGH 5.008
0.618 4.964
0.500 4.950
0.382 4.936
LOW 4.892
0.618 4.820
1.000 4.776
1.618 4.704
2.618 4.588
4.250 4.399
Fisher Pivots for day following 27-Jan-2009
Pivot 1 day 3 day
R1 4.950 4.992
PP 4.936 4.963
S1 4.921 4.935

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

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