NYMEX Natural Gas Future August 2009


Trading Metrics calculated at close of trading on 29-Jan-2009
Day Change Summary
Previous Current
28-Jan-2009 29-Jan-2009 Change Change % Previous Week
Open 4.987 4.924 -0.063 -1.3% 5.285
High 5.031 5.098 0.067 1.3% 5.285
Low 4.829 4.874 0.045 0.9% 4.900
Close 4.891 5.046 0.155 3.2% 4.973
Range 0.202 0.224 0.022 10.9% 0.385
ATR 0.213 0.214 0.001 0.4% 0.000
Volume 1,430 1,747 317 22.2% 2,842
Daily Pivots for day following 29-Jan-2009
Classic Woodie Camarilla DeMark
R4 5.678 5.586 5.169
R3 5.454 5.362 5.108
R2 5.230 5.230 5.087
R1 5.138 5.138 5.067 5.184
PP 5.006 5.006 5.006 5.029
S1 4.914 4.914 5.025 4.960
S2 4.782 4.782 5.005
S3 4.558 4.690 4.984
S4 4.334 4.466 4.923
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 5.109 4.829 0.280 5.5% 0.183 3.6% 78% False False 1,098
10 5.470 4.829 0.641 12.7% 0.183 3.6% 34% False False 1,029
20 6.619 4.829 1.790 35.5% 0.219 4.3% 12% False False 890
40 6.987 4.829 2.158 42.8% 0.194 3.8% 10% False False 888
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 0.035
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 6.050
2.618 5.684
1.618 5.460
1.000 5.322
0.618 5.236
HIGH 5.098
0.618 5.012
0.500 4.986
0.382 4.960
LOW 4.874
0.618 4.736
1.000 4.650
1.618 4.512
2.618 4.288
4.250 3.922
Fisher Pivots for day following 29-Jan-2009
Pivot 1 day 3 day
R1 5.026 5.019
PP 5.006 4.991
S1 4.986 4.964

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

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