NYMEX Natural Gas Future November 2009


Trading Metrics calculated at close of trading on 20-Jan-2009
Day Change Summary
Previous Current
16-Jan-2009 20-Jan-2009 Change Change % Previous Week
Open 6.015 5.961 -0.054 -0.9% 6.470
High 6.066 5.985 -0.081 -1.3% 6.647
Low 5.989 5.811 -0.178 -3.0% 5.942
Close 6.003 5.824 -0.179 -3.0% 6.003
Range 0.077 0.174 0.097 126.0% 0.705
ATR
Volume 1,037 674 -363 -35.0% 3,603
Daily Pivots for day following 20-Jan-2009
Classic Woodie Camarilla DeMark
R4 6.395 6.284 5.920
R3 6.221 6.110 5.872
R2 6.047 6.047 5.856
R1 5.936 5.936 5.840 5.905
PP 5.873 5.873 5.873 5.858
S1 5.762 5.762 5.808 5.731
S2 5.699 5.699 5.792
S3 5.525 5.588 5.776
S4 5.351 5.414 5.728
Weekly Pivots for week ending 16-Jan-2009
Classic Woodie Camarilla DeMark
R4 8.312 7.863 6.391
R3 7.607 7.158 6.197
R2 6.902 6.902 6.132
R1 6.453 6.453 6.068 6.325
PP 6.197 6.197 6.197 6.134
S1 5.748 5.748 5.938 5.620
S2 5.492 5.492 5.874
S3 4.787 5.043 5.809
S4 4.082 4.338 5.615
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6.501 5.811 0.690 11.8% 0.172 2.9% 2% False True 769
10 7.150 5.811 1.339 23.0% 0.184 3.2% 1% False True 848
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.019
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6.725
2.618 6.441
1.618 6.267
1.000 6.159
0.618 6.093
HIGH 5.985
0.618 5.919
0.500 5.898
0.382 5.877
LOW 5.811
0.618 5.703
1.000 5.637
1.618 5.529
2.618 5.355
4.250 5.072
Fisher Pivots for day following 20-Jan-2009
Pivot 1 day 3 day
R1 5.898 5.987
PP 5.873 5.932
S1 5.849 5.878

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

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