NYMEX Natural Gas Future June 2009


Trading Metrics calculated at close of trading on 02-Sep-2008
Day Change Summary
Previous Current
29-Aug-2008 02-Sep-2008 Change Change % Previous Week
Open 8.846 8.431 -0.415 -4.7% 8.620
High 8.846 8.434 -0.412 -4.7% 9.114
Low 8.630 8.200 -0.430 -5.0% 8.483
Close 8.621 8.231 -0.390 -4.5% 8.621
Range 0.216 0.234 0.018 8.3% 0.631
ATR 0.259 0.271 0.012 4.5% 0.000
Volume 934 684 -250 -26.8% 1,915
Daily Pivots for day following 02-Sep-2008
Classic Woodie Camarilla DeMark
R4 8.990 8.845 8.360
R3 8.756 8.611 8.295
R2 8.522 8.522 8.274
R1 8.377 8.377 8.252 8.333
PP 8.288 8.288 8.288 8.266
S1 8.143 8.143 8.210 8.099
S2 8.054 8.054 8.188
S3 7.820 7.909 8.167
S4 7.586 7.675 8.102
Weekly Pivots for week ending 29-Aug-2008
Classic Woodie Camarilla DeMark
R4 10.632 10.258 8.968
R3 10.001 9.627 8.795
R2 9.370 9.370 8.737
R1 8.996 8.996 8.679 9.183
PP 8.739 8.739 8.739 8.833
S1 8.365 8.365 8.563 8.552
S2 8.108 8.108 8.505
S3 7.477 7.734 8.447
S4 6.846 7.103 8.274
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 9.114 8.200 0.914 11.1% 0.270 3.3% 3% False True 479
10 9.114 8.200 0.914 11.1% 0.220 2.7% 3% False True 443
20 9.387 8.200 1.187 14.4% 0.227 2.8% 3% False True 635
40 11.335 8.200 3.135 38.1% 0.245 3.0% 1% False True 572
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 0.037
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 9.429
2.618 9.047
1.618 8.813
1.000 8.668
0.618 8.579
HIGH 8.434
0.618 8.345
0.500 8.317
0.382 8.289
LOW 8.200
0.618 8.055
1.000 7.966
1.618 7.821
2.618 7.587
4.250 7.206
Fisher Pivots for day following 02-Sep-2008
Pivot 1 day 3 day
R1 8.317 8.657
PP 8.288 8.515
S1 8.260 8.373

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

View Archives - Comment on this page... - Back to Index of Symbols