NYMEX Natural Gas Future June 2009


Trading Metrics calculated at close of trading on 22-Oct-2008
Day Change Summary
Previous Current
21-Oct-2008 22-Oct-2008 Change Change % Previous Week
Open 7.155 7.350 0.195 2.7% 7.330
High 7.326 7.350 0.024 0.3% 7.453
Low 7.139 7.191 0.052 0.7% 7.068
Close 7.284 7.192 -0.092 -1.3% 7.216
Range 0.187 0.159 -0.028 -15.0% 0.385
ATR 0.223 0.218 -0.005 -2.0% 0.000
Volume 844 459 -385 -45.6% 7,115
Daily Pivots for day following 22-Oct-2008
Classic Woodie Camarilla DeMark
R4 7.721 7.616 7.279
R3 7.562 7.457 7.236
R2 7.403 7.403 7.221
R1 7.298 7.298 7.207 7.271
PP 7.244 7.244 7.244 7.231
S1 7.139 7.139 7.177 7.112
S2 7.085 7.085 7.163
S3 6.926 6.980 7.148
S4 6.767 6.821 7.105
Weekly Pivots for week ending 17-Oct-2008
Classic Woodie Camarilla DeMark
R4 8.401 8.193 7.428
R3 8.016 7.808 7.322
R2 7.631 7.631 7.287
R1 7.423 7.423 7.251 7.335
PP 7.246 7.246 7.246 7.201
S1 7.038 7.038 7.181 6.950
S2 6.861 6.861 7.145
S3 6.476 6.653 7.110
S4 6.091 6.268 7.004
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 7.402 7.068 0.334 4.6% 0.190 2.6% 37% False False 1,091
10 7.490 7.068 0.422 5.9% 0.171 2.4% 29% False False 1,083
20 8.476 7.068 1.408 19.6% 0.199 2.8% 9% False False 1,072
40 9.114 7.068 2.046 28.4% 0.224 3.1% 6% False False 845
60 9.637 7.068 2.569 35.7% 0.217 3.0% 5% False False 758
80 11.817 7.068 4.749 66.0% 0.228 3.2% 3% False False 695
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 True
8BNR True
Bear Hook False
Bull Hook True
Stretch 0.018
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 8.026
2.618 7.766
1.618 7.607
1.000 7.509
0.618 7.448
HIGH 7.350
0.618 7.289
0.500 7.271
0.382 7.252
LOW 7.191
0.618 7.093
1.000 7.032
1.618 6.934
2.618 6.775
4.250 6.515
Fisher Pivots for day following 22-Oct-2008
Pivot 1 day 3 day
R1 7.271 7.271
PP 7.244 7.244
S1 7.218 7.218

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

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