NYMEX Natural Gas Future December 2009


Trading Metrics calculated at close of trading on 28-Jan-2009
Day Change Summary
Previous Current
27-Jan-2009 28-Jan-2009 Change Change % Previous Week
Open 6.370 6.340 -0.030 -0.5% 6.519
High 6.401 6.429 0.028 0.4% 6.560
Low 6.290 6.225 -0.065 -1.0% 6.252
Close 6.316 6.291 -0.025 -0.4% 6.313
Range 0.111 0.204 0.093 83.8% 0.308
ATR 0.197 0.198 0.000 0.2% 0.000
Volume 1,142 987 -155 -13.6% 6,025
Daily Pivots for day following 28-Jan-2009
Classic Woodie Camarilla DeMark
R4 6.927 6.813 6.403
R3 6.723 6.609 6.347
R2 6.519 6.519 6.328
R1 6.405 6.405 6.310 6.360
PP 6.315 6.315 6.315 6.293
S1 6.201 6.201 6.272 6.156
S2 6.111 6.111 6.254
S3 5.907 5.997 6.235
S4 5.703 5.793 6.179
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 6.464 6.225 0.239 3.8% 0.163 2.6% 28% False True 1,615
10 6.883 6.225 0.658 10.5% 0.171 2.7% 10% False True 1,175
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.020
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 7.296
2.618 6.963
1.618 6.759
1.000 6.633
0.618 6.555
HIGH 6.429
0.618 6.351
0.500 6.327
0.382 6.303
LOW 6.225
0.618 6.099
1.000 6.021
1.618 5.895
2.618 5.691
4.250 5.358
Fisher Pivots for day following 28-Jan-2009
Pivot 1 day 3 day
R1 6.327 6.327
PP 6.315 6.315
S1 6.303 6.303

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

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