NYMEX Natural Gas Future June 2009


Trading Metrics calculated at close of trading on 16-Sep-2008
Day Change Summary
Previous Current
15-Sep-2008 16-Sep-2008 Change Change % Previous Week
Open 8.130 8.050 -0.080 -1.0% 8.321
High 8.233 8.050 -0.183 -2.2% 8.530
Low 7.946 7.870 -0.076 -1.0% 8.008
Close 8.044 7.966 -0.078 -1.0% 8.101
Range 0.287 0.180 -0.107 -37.3% 0.522
ATR 0.256 0.251 -0.005 -2.1% 0.000
Volume 455 647 192 42.2% 2,390
Daily Pivots for day following 16-Sep-2008
Classic Woodie Camarilla DeMark
R4 8.502 8.414 8.065
R3 8.322 8.234 8.016
R2 8.142 8.142 7.999
R1 8.054 8.054 7.983 8.008
PP 7.962 7.962 7.962 7.939
S1 7.874 7.874 7.950 7.828
S2 7.782 7.782 7.933
S3 7.602 7.694 7.917
S4 7.422 7.514 7.867
Weekly Pivots for week ending 12-Sep-2008
Classic Woodie Camarilla DeMark
R4 9.779 9.462 8.388
R3 9.257 8.940 8.245
R2 8.735 8.735 8.197
R1 8.418 8.418 8.149 8.316
PP 8.213 8.213 8.213 8.162
S1 7.896 7.896 8.053 7.794
S2 7.691 7.691 8.005
S3 7.169 7.374 7.957
S4 6.647 6.852 7.814
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 8.293 7.870 0.423 5.3% 0.210 2.6% 23% False True 589
10 8.530 7.870 0.660 8.3% 0.229 2.9% 15% False True 548
20 9.114 7.870 1.244 15.6% 0.225 2.8% 8% False True 495
40 10.000 7.870 2.130 26.7% 0.235 3.0% 5% False True 578
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.051
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 8.815
2.618 8.521
1.618 8.341
1.000 8.230
0.618 8.161
HIGH 8.050
0.618 7.981
0.500 7.960
0.382 7.939
LOW 7.870
0.618 7.759
1.000 7.690
1.618 7.579
2.618 7.399
4.250 7.105
Fisher Pivots for day following 16-Sep-2008
Pivot 1 day 3 day
R1 7.964 8.052
PP 7.962 8.023
S1 7.960 7.995

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

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