NYMEX Natural Gas Future September 2009


Trading Metrics calculated at close of trading on 21-Jan-2009
Day Change Summary
Previous Current
20-Jan-2009 21-Jan-2009 Change Change % Previous Week
Open 5.347 5.250 -0.097 -1.8% 5.911
High 5.347 5.329 -0.018 -0.3% 6.091
Low 5.171 5.189 0.018 0.3% 5.314
Close 5.174 5.264 0.090 1.7% 5.365
Range 0.176 0.140 -0.036 -20.5% 0.777
ATR
Volume 602 603 1 0.2% 5,560
Daily Pivots for day following 21-Jan-2009
Classic Woodie Camarilla DeMark
R4 5.681 5.612 5.341
R3 5.541 5.472 5.303
R2 5.401 5.401 5.290
R1 5.332 5.332 5.277 5.367
PP 5.261 5.261 5.261 5.278
S1 5.192 5.192 5.251 5.227
S2 5.121 5.121 5.238
S3 4.981 5.052 5.226
S4 4.841 4.912 5.187
Weekly Pivots for week ending 16-Jan-2009
Classic Woodie Camarilla DeMark
R4 7.921 7.420 5.792
R3 7.144 6.643 5.579
R2 6.367 6.367 5.507
R1 5.866 5.866 5.436 5.728
PP 5.590 5.590 5.590 5.521
S1 5.089 5.089 5.294 4.951
S2 4.813 4.813 5.223
S3 4.036 4.312 5.151
S4 3.259 3.535 4.938
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.650 5.171 0.479 9.1% 0.165 3.1% 19% False False 936
10 6.480 5.171 1.309 24.9% 0.203 3.9% 7% False False 893
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 13 trading days
Fibonacci Retracements and Extensions
4.250 5.924
2.618 5.696
1.618 5.556
1.000 5.469
0.618 5.416
HIGH 5.329
0.618 5.276
0.500 5.259
0.382 5.242
LOW 5.189
0.618 5.102
1.000 5.049
1.618 4.962
2.618 4.822
4.250 4.594
Fisher Pivots for day following 21-Jan-2009
Pivot 1 day 3 day
R1 5.262 5.331
PP 5.261 5.308
S1 5.259 5.286

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

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