NYMEX Natural Gas Future June 2009


Trading Metrics calculated at close of trading on 19-Nov-2008
Day Change Summary
Previous Current
18-Nov-2008 19-Nov-2008 Change Change % Previous Week
Open 6.907 6.830 -0.077 -1.1% 7.495
High 6.980 6.994 0.014 0.2% 7.532
Low 6.767 6.829 0.062 0.9% 6.500
Close 6.829 6.961 0.132 1.9% 6.734
Range 0.213 0.165 -0.048 -22.5% 1.032
ATR 0.266 0.259 -0.007 -2.7% 0.000
Volume 2,185 3,059 874 40.0% 5,103
Daily Pivots for day following 19-Nov-2008
Classic Woodie Camarilla DeMark
R4 7.423 7.357 7.052
R3 7.258 7.192 7.006
R2 7.093 7.093 6.991
R1 7.027 7.027 6.976 7.060
PP 6.928 6.928 6.928 6.945
S1 6.862 6.862 6.946 6.895
S2 6.763 6.763 6.931
S3 6.598 6.697 6.916
S4 6.433 6.532 6.870
Weekly Pivots for week ending 14-Nov-2008
Classic Woodie Camarilla DeMark
R4 10.018 9.408 7.302
R3 8.986 8.376 7.018
R2 7.954 7.954 6.923
R1 7.344 7.344 6.829 7.133
PP 6.922 6.922 6.922 6.817
S1 6.312 6.312 6.639 6.101
S2 5.890 5.890 6.545
S3 4.858 5.280 6.450
S4 3.826 4.248 6.166
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6.994 6.500 0.494 7.1% 0.222 3.2% 93% True False 1,758
10 7.550 6.500 1.050 15.1% 0.245 3.5% 44% False False 1,311
20 7.599 6.500 1.099 15.8% 0.246 3.5% 42% False False 1,331
40 8.476 6.500 1.976 28.4% 0.223 3.2% 23% False False 1,201
60 9.114 6.500 2.614 37.6% 0.231 3.3% 18% False False 1,007
80 9.637 6.500 3.137 45.1% 0.224 3.2% 15% False False 902
100 11.817 6.500 5.317 76.4% 0.231 3.3% 9% False False 822
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 True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.035
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 7.695
2.618 7.426
1.618 7.261
1.000 7.159
0.618 7.096
HIGH 6.994
0.618 6.931
0.500 6.912
0.382 6.892
LOW 6.829
0.618 6.727
1.000 6.664
1.618 6.562
2.618 6.397
4.250 6.128
Fisher Pivots for day following 19-Nov-2008
Pivot 1 day 3 day
R1 6.945 6.925
PP 6.928 6.888
S1 6.912 6.852

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

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