NYMEX Natural Gas Future December 2009


Trading Metrics calculated at close of trading on 29-Jan-2009
Day Change Summary
Previous Current
28-Jan-2009 29-Jan-2009 Change Change % Previous Week
Open 6.340 6.315 -0.025 -0.4% 6.519
High 6.429 6.417 -0.012 -0.2% 6.560
Low 6.225 6.275 0.050 0.8% 6.252
Close 6.291 6.394 0.103 1.6% 6.313
Range 0.204 0.142 -0.062 -30.4% 0.308
ATR 0.198 0.194 -0.004 -2.0% 0.000
Volume 987 1,460 473 47.9% 6,025
Daily Pivots for day following 29-Jan-2009
Classic Woodie Camarilla DeMark
R4 6.788 6.733 6.472
R3 6.646 6.591 6.433
R2 6.504 6.504 6.420
R1 6.449 6.449 6.407 6.477
PP 6.362 6.362 6.362 6.376
S1 6.307 6.307 6.381 6.335
S2 6.220 6.220 6.368
S3 6.078 6.165 6.355
S4 5.936 6.023 6.316
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 6.429 6.225 0.204 3.2% 0.152 2.4% 83% False False 1,252
10 6.750 6.225 0.525 8.2% 0.166 2.6% 32% False False 1,236
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.024
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 7.021
2.618 6.789
1.618 6.647
1.000 6.559
0.618 6.505
HIGH 6.417
0.618 6.363
0.500 6.346
0.382 6.329
LOW 6.275
0.618 6.187
1.000 6.133
1.618 6.045
2.618 5.903
4.250 5.672
Fisher Pivots for day following 29-Jan-2009
Pivot 1 day 3 day
R1 6.378 6.372
PP 6.362 6.349
S1 6.346 6.327

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

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