NYMEX Natural Gas Future June 2009


Trading Metrics calculated at close of trading on 09-Dec-2008
Day Change Summary
Previous Current
08-Dec-2008 09-Dec-2008 Change Change % Previous Week
Open 5.910 5.910 0.000 0.0% 6.595
High 6.001 5.982 -0.019 -0.3% 6.760
Low 5.811 5.810 -0.001 0.0% 5.980
Close 5.890 5.926 0.036 0.6% 5.995
Range 0.190 0.172 -0.018 -9.5% 0.780
ATR 0.272 0.265 -0.007 -2.6% 0.000
Volume 1,498 1,778 280 18.7% 6,637
Daily Pivots for day following 09-Dec-2008
Classic Woodie Camarilla DeMark
R4 6.422 6.346 6.021
R3 6.250 6.174 5.973
R2 6.078 6.078 5.958
R1 6.002 6.002 5.942 6.040
PP 5.906 5.906 5.906 5.925
S1 5.830 5.830 5.910 5.868
S2 5.734 5.734 5.894
S3 5.562 5.658 5.879
S4 5.390 5.486 5.831
Weekly Pivots for week ending 05-Dec-2008
Classic Woodie Camarilla DeMark
R4 8.585 8.070 6.424
R3 7.805 7.290 6.210
R2 7.025 7.025 6.138
R1 6.510 6.510 6.067 6.378
PP 6.245 6.245 6.245 6.179
S1 5.730 5.730 5.924 5.598
S2 5.465 5.465 5.852
S3 4.685 4.950 5.781
S4 3.905 4.170 5.566
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6.627 5.810 0.817 13.8% 0.195 3.3% 14% False True 1,778
10 6.995 5.810 1.185 20.0% 0.240 4.1% 10% False True 1,450
20 7.346 5.810 1.536 25.9% 0.239 4.0% 8% False True 1,424
40 7.599 5.810 1.789 30.2% 0.229 3.9% 6% False True 1,281
60 8.545 5.810 2.735 46.2% 0.224 3.8% 4% False True 1,187
80 9.114 5.810 3.304 55.8% 0.224 3.8% 4% False True 1,014
100 10.090 5.810 4.280 72.2% 0.228 3.8% 3% False True 940
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.038
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6.713
2.618 6.432
1.618 6.260
1.000 6.154
0.618 6.088
HIGH 5.982
0.618 5.916
0.500 5.896
0.382 5.876
LOW 5.810
0.618 5.704
1.000 5.638
1.618 5.532
2.618 5.360
4.250 5.079
Fisher Pivots for day following 09-Dec-2008
Pivot 1 day 3 day
R1 5.916 5.975
PP 5.906 5.959
S1 5.896 5.942

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

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