NYMEX Natural Gas Future December 2009


Trading Metrics calculated at close of trading on 16-Jan-2009
Day Change Summary
Previous Current
15-Jan-2009 16-Jan-2009 Change Change % Previous Week
Open 6.750 6.601 -0.149 -2.2% 7.100
High 6.750 6.613 -0.137 -2.0% 7.143
Low 6.492 6.526 0.034 0.5% 6.492
Close 6.550 6.553 0.003 0.0% 6.553
Range 0.258 0.087 -0.171 -66.3% 0.651
ATR
Volume 646 860 214 33.1% 3,384
Daily Pivots for day following 16-Jan-2009
Classic Woodie Camarilla DeMark
R4 6.825 6.776 6.601
R3 6.738 6.689 6.577
R2 6.651 6.651 6.569
R1 6.602 6.602 6.561 6.583
PP 6.564 6.564 6.564 6.555
S1 6.515 6.515 6.545 6.496
S2 6.477 6.477 6.537
S3 6.390 6.428 6.529
S4 6.303 6.341 6.505
Weekly Pivots for week ending 16-Jan-2009
Classic Woodie Camarilla DeMark
R4 8.682 8.269 6.911
R3 8.031 7.618 6.732
R2 7.380 7.380 6.672
R1 6.967 6.967 6.613 6.848
PP 6.729 6.729 6.729 6.670
S1 6.316 6.316 6.493 6.197
S2 6.078 6.078 6.434
S3 5.427 5.665 6.374
S4 4.776 5.014 6.195
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 7.143 6.492 0.651 9.9% 0.185 2.8% 9% False False 676
10 7.621 6.492 1.129 17.2% 0.203 3.1% 5% False False 781
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 0.028
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 6.983
2.618 6.841
1.618 6.754
1.000 6.700
0.618 6.667
HIGH 6.613
0.618 6.580
0.500 6.570
0.382 6.559
LOW 6.526
0.618 6.472
1.000 6.439
1.618 6.385
2.618 6.298
4.250 6.156
Fisher Pivots for day following 16-Jan-2009
Pivot 1 day 3 day
R1 6.570 6.688
PP 6.564 6.643
S1 6.559 6.598

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

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