NYMEX Natural Gas Future June 2009


Trading Metrics calculated at close of trading on 29-Sep-2008
Day Change Summary
Previous Current
26-Sep-2008 29-Sep-2008 Change Change % Previous Week
Open 8.300 8.049 -0.251 -3.0% 8.215
High 8.300 8.049 -0.251 -3.0% 8.510
Low 8.054 7.770 -0.284 -3.5% 8.054
Close 8.126 7.806 -0.320 -3.9% 8.126
Range 0.246 0.279 0.033 13.4% 0.456
ATR 0.254 0.261 0.007 2.9% 0.000
Volume 395 529 134 33.9% 2,295
Daily Pivots for day following 29-Sep-2008
Classic Woodie Camarilla DeMark
R4 8.712 8.538 7.959
R3 8.433 8.259 7.883
R2 8.154 8.154 7.857
R1 7.980 7.980 7.832 7.928
PP 7.875 7.875 7.875 7.849
S1 7.701 7.701 7.780 7.649
S2 7.596 7.596 7.755
S3 7.317 7.422 7.729
S4 7.038 7.143 7.653
Weekly Pivots for week ending 26-Sep-2008
Classic Woodie Camarilla DeMark
R4 9.598 9.318 8.377
R3 9.142 8.862 8.251
R2 8.686 8.686 8.210
R1 8.406 8.406 8.168 8.318
PP 8.230 8.230 8.230 8.186
S1 7.950 7.950 8.084 7.862
S2 7.774 7.774 8.042
S3 7.318 7.494 8.001
S4 6.862 7.038 7.875
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 8.510 7.770 0.740 9.5% 0.241 3.1% 5% False True 510
10 8.545 7.770 0.775 9.9% 0.243 3.1% 5% False True 671
20 8.545 7.770 0.775 9.9% 0.239 3.1% 5% False True 611
40 9.524 7.770 1.754 22.5% 0.234 3.0% 2% False True 612
60 11.770 7.770 4.000 51.2% 0.244 3.1% 1% False True 576
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 0.032
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 9.235
2.618 8.779
1.618 8.500
1.000 8.328
0.618 8.221
HIGH 8.049
0.618 7.942
0.500 7.910
0.382 7.877
LOW 7.770
0.618 7.598
1.000 7.491
1.618 7.319
2.618 7.040
4.250 6.584
Fisher Pivots for day following 29-Sep-2008
Pivot 1 day 3 day
R1 7.910 8.123
PP 7.875 8.017
S1 7.841 7.912

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

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