NYMEX Natural Gas Future June 2009


Trading Metrics calculated at close of trading on 08-Oct-2008
Day Change Summary
Previous Current
07-Oct-2008 08-Oct-2008 Change Change % Previous Week
Open 7.568 7.415 -0.153 -2.0% 8.049
High 7.590 7.479 -0.111 -1.5% 8.249
Low 7.418 7.314 -0.104 -1.4% 7.770
Close 7.467 7.433 -0.034 -0.5% 7.859
Range 0.172 0.165 -0.007 -4.1% 0.479
ATR 0.251 0.245 -0.006 -2.5% 0.000
Volume 1,968 1,851 -117 -5.9% 5,217
Daily Pivots for day following 08-Oct-2008
Classic Woodie Camarilla DeMark
R4 7.904 7.833 7.524
R3 7.739 7.668 7.478
R2 7.574 7.574 7.463
R1 7.503 7.503 7.448 7.539
PP 7.409 7.409 7.409 7.426
S1 7.338 7.338 7.418 7.374
S2 7.244 7.244 7.403
S3 7.079 7.173 7.388
S4 6.914 7.008 7.342
Weekly Pivots for week ending 03-Oct-2008
Classic Woodie Camarilla DeMark
R4 9.396 9.107 8.122
R3 8.917 8.628 7.991
R2 8.438 8.438 7.947
R1 8.149 8.149 7.903 8.054
PP 7.959 7.959 7.959 7.912
S1 7.670 7.670 7.815 7.575
S2 7.480 7.480 7.771
S3 7.001 7.191 7.727
S4 6.522 6.712 7.596
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 8.140 7.314 0.826 11.1% 0.199 2.7% 14% False True 1,456
10 8.476 7.314 1.162 15.6% 0.228 3.1% 10% False True 1,061
20 8.545 7.314 1.231 16.6% 0.227 3.0% 10% False True 890
40 9.170 7.314 1.856 25.0% 0.231 3.1% 6% False True 749
60 10.675 7.314 3.361 45.2% 0.236 3.2% 4% False True 679
Crabel Price Patterns
NR True
NR4 False
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 0.033
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 8.180
2.618 7.911
1.618 7.746
1.000 7.644
0.618 7.581
HIGH 7.479
0.618 7.416
0.500 7.397
0.382 7.377
LOW 7.314
0.618 7.212
1.000 7.149
1.618 7.047
2.618 6.882
4.250 6.613
Fisher Pivots for day following 08-Oct-2008
Pivot 1 day 3 day
R1 7.421 7.557
PP 7.409 7.516
S1 7.397 7.474

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

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