NYMEX Natural Gas Future October 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 5.360 5.380 0.020 0.4% 6.120
High 5.450 5.380 -0.070 -1.3% 6.200
Low 5.310 5.150 -0.160 -3.0% 5.430
Close 5.386 5.312 -0.074 -1.4% 5.483
Range 0.140 0.230 0.090 64.3% 0.770
ATR 0.000 0.236 0.236 0.000
Volume 2,264 4,816 2,552 112.7% 17,775
Daily Pivots for day following 22-Jan-2009
Classic Woodie Camarilla DeMark
R4 5.971 5.871 5.439
R3 5.741 5.641 5.375
R2 5.511 5.511 5.354
R1 5.411 5.411 5.333 5.346
PP 5.281 5.281 5.281 5.248
S1 5.181 5.181 5.291 5.116
S2 5.051 5.051 5.270
S3 4.821 4.951 5.249
S4 4.591 4.721 5.186
Weekly Pivots for week ending 16-Jan-2009
Classic Woodie Camarilla DeMark
R4 8.014 7.519 5.907
R3 7.244 6.749 5.695
R2 6.474 6.474 5.624
R1 5.979 5.979 5.554 5.842
PP 5.704 5.704 5.704 5.636
S1 5.209 5.209 5.412 5.072
S2 4.934 4.934 5.342
S3 4.164 4.439 5.271
S4 3.394 3.669 5.060
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.650 5.150 0.500 9.4% 0.184 3.5% 32% False True 3,510
10 6.555 5.150 1.405 26.4% 0.213 4.0% 12% False True 3,551
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 0.030
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 6.358
2.618 5.982
1.618 5.752
1.000 5.610
0.618 5.522
HIGH 5.380
0.618 5.292
0.500 5.265
0.382 5.238
LOW 5.150
0.618 5.008
1.000 4.920
1.618 4.778
2.618 4.548
4.250 4.173
Fisher Pivots for day following 22-Jan-2009
Pivot 1 day 3 day
R1 5.296 5.310
PP 5.281 5.307
S1 5.265 5.305

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

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