NYMEX Natural Gas Future December 2009


Trading Metrics calculated at close of trading on 23-Jan-2009
Day Change Summary
Previous Current
22-Jan-2009 23-Jan-2009 Change Change % Previous Week
Open 6.464 6.370 -0.094 -1.5% 6.519
High 6.464 6.396 -0.068 -1.1% 6.560
Low 6.270 6.252 -0.018 -0.3% 6.252
Close 6.432 6.313 -0.119 -1.9% 6.313
Range 0.194 0.144 -0.050 -25.8% 0.308
ATR 0.210 0.208 -0.002 -1.0% 0.000
Volume 3,274 1,428 -1,846 -56.4% 6,025
Daily Pivots for day following 23-Jan-2009
Classic Woodie Camarilla DeMark
R4 6.752 6.677 6.392
R3 6.608 6.533 6.353
R2 6.464 6.464 6.339
R1 6.389 6.389 6.326 6.355
PP 6.320 6.320 6.320 6.303
S1 6.245 6.245 6.300 6.211
S2 6.176 6.176 6.287
S3 6.032 6.101 6.273
S4 5.888 5.957 6.234
Weekly Pivots for week ending 23-Jan-2009
Classic Woodie Camarilla DeMark
R4 7.299 7.114 6.482
R3 6.991 6.806 6.398
R2 6.683 6.683 6.369
R1 6.498 6.498 6.341 6.437
PP 6.375 6.375 6.375 6.344
S1 6.190 6.190 6.285 6.129
S2 6.067 6.067 6.257
S3 5.759 5.882 6.228
S4 5.451 5.574 6.144
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6.613 6.252 0.361 5.7% 0.157 2.5% 17% False True 1,377
10 7.143 6.252 0.891 14.1% 0.174 2.8% 7% False True 985
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
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 0.017
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 7.008
2.618 6.773
1.618 6.629
1.000 6.540
0.618 6.485
HIGH 6.396
0.618 6.341
0.500 6.324
0.382 6.307
LOW 6.252
0.618 6.163
1.000 6.108
1.618 6.019
2.618 5.875
4.250 5.640
Fisher Pivots for day following 23-Jan-2009
Pivot 1 day 3 day
R1 6.324 6.396
PP 6.320 6.368
S1 6.317 6.341

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

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