NYMEX Natural Gas Future December 2009


Trading Metrics calculated at close of trading on 26-Jan-2009
Day Change Summary
Previous Current
23-Jan-2009 26-Jan-2009 Change Change % Previous Week
Open 6.370 6.225 -0.145 -2.3% 6.519
High 6.396 6.385 -0.011 -0.2% 6.560
Low 6.252 6.225 -0.027 -0.4% 6.252
Close 6.313 6.338 0.025 0.4% 6.313
Range 0.144 0.160 0.016 11.1% 0.308
ATR 0.208 0.204 -0.003 -1.6% 0.000
Volume 1,428 1,244 -184 -12.9% 6,025
Daily Pivots for day following 26-Jan-2009
Classic Woodie Camarilla DeMark
R4 6.796 6.727 6.426
R3 6.636 6.567 6.382
R2 6.476 6.476 6.367
R1 6.407 6.407 6.353 6.442
PP 6.316 6.316 6.316 6.333
S1 6.247 6.247 6.323 6.282
S2 6.156 6.156 6.309
S3 5.996 6.087 6.294
S4 5.836 5.927 6.250
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 6.560 6.225 0.335 5.3% 0.172 2.7% 34% False True 1,453
10 7.143 6.225 0.918 14.5% 0.178 2.8% 12% False True 1,065
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 0.017
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 7.065
2.618 6.804
1.618 6.644
1.000 6.545
0.618 6.484
HIGH 6.385
0.618 6.324
0.500 6.305
0.382 6.286
LOW 6.225
0.618 6.126
1.000 6.065
1.618 5.966
2.618 5.806
4.250 5.545
Fisher Pivots for day following 26-Jan-2009
Pivot 1 day 3 day
R1 6.327 6.345
PP 6.316 6.342
S1 6.305 6.340

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

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