NYMEX Natural Gas Future June 2009


Trading Metrics calculated at close of trading on 01-Aug-2008
Day Change Summary
Previous Current
31-Jul-2008 01-Aug-2008 Change Change % Previous Week
Open 9.400 9.542 0.142 1.5% 9.353
High 9.440 9.637 0.197 2.1% 9.637
Low 9.330 9.528 0.198 2.1% 9.144
Close 9.384 9.624 0.240 2.6% 9.624
Range 0.110 0.109 -0.001 -0.9% 0.493
ATR 0.267 0.266 -0.001 -0.4% 0.000
Volume 345 356 11 3.2% 1,973
Daily Pivots for day following 01-Aug-2008
Classic Woodie Camarilla DeMark
R4 9.923 9.883 9.684
R3 9.814 9.774 9.654
R2 9.705 9.705 9.644
R1 9.665 9.665 9.634 9.685
PP 9.596 9.596 9.596 9.607
S1 9.556 9.556 9.614 9.576
S2 9.487 9.487 9.604
S3 9.378 9.447 9.594
S4 9.269 9.338 9.564
Weekly Pivots for week ending 01-Aug-2008
Classic Woodie Camarilla DeMark
R4 10.947 10.779 9.895
R3 10.454 10.286 9.760
R2 9.961 9.961 9.714
R1 9.793 9.793 9.669 9.877
PP 9.468 9.468 9.468 9.511
S1 9.300 9.300 9.579 9.384
S2 8.975 8.975 9.534
S3 8.482 8.807 9.488
S4 7.989 8.314 9.353
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 9.637 9.144 0.493 5.1% 0.140 1.5% 97% True False 394
10 10.090 9.088 1.002 10.4% 0.237 2.5% 53% False False 502
20 11.770 9.088 2.682 27.9% 0.262 2.7% 20% False False 506
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 0.040
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 10.100
2.618 9.922
1.618 9.813
1.000 9.746
0.618 9.704
HIGH 9.637
0.618 9.595
0.500 9.583
0.382 9.570
LOW 9.528
0.618 9.461
1.000 9.419
1.618 9.352
2.618 9.243
4.250 9.065
Fisher Pivots for day following 01-Aug-2008
Pivot 1 day 3 day
R1 9.610 9.546
PP 9.596 9.468
S1 9.583 9.391

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

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