NYMEX Natural Gas Future June 2009


Trading Metrics calculated at close of trading on 12-Dec-2008
Day Change Summary
Previous Current
11-Dec-2008 12-Dec-2008 Change Change % Previous Week
Open 6.070 5.935 -0.135 -2.2% 5.910
High 6.095 5.935 -0.160 -2.6% 6.095
Low 5.890 5.807 -0.083 -1.4% 5.807
Close 5.966 5.810 -0.156 -2.6% 5.810
Range 0.205 0.128 -0.077 -37.6% 0.288
ATR 0.255 0.248 -0.007 -2.7% 0.000
Volume 1,766 1,690 -76 -4.3% 8,784
Daily Pivots for day following 12-Dec-2008
Classic Woodie Camarilla DeMark
R4 6.235 6.150 5.880
R3 6.107 6.022 5.845
R2 5.979 5.979 5.833
R1 5.894 5.894 5.822 5.873
PP 5.851 5.851 5.851 5.840
S1 5.766 5.766 5.798 5.745
S2 5.723 5.723 5.787
S3 5.595 5.638 5.775
S4 5.467 5.510 5.740
Weekly Pivots for week ending 12-Dec-2008
Classic Woodie Camarilla DeMark
R4 6.768 6.577 5.968
R3 6.480 6.289 5.889
R2 6.192 6.192 5.863
R1 6.001 6.001 5.836 5.953
PP 5.904 5.904 5.904 5.880
S1 5.713 5.713 5.784 5.665
S2 5.616 5.616 5.757
S3 5.328 5.425 5.731
S4 5.040 5.137 5.652
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6.095 5.807 0.288 5.0% 0.175 3.0% 1% False True 1,756
10 6.760 5.807 0.953 16.4% 0.190 3.3% 0% False True 1,542
20 6.995 5.807 1.188 20.4% 0.213 3.7% 0% False True 1,545
40 7.599 5.807 1.792 30.8% 0.230 4.0% 0% False True 1,360
60 8.510 5.807 2.703 46.5% 0.219 3.8% 0% False True 1,223
80 9.114 5.807 3.307 56.9% 0.224 3.9% 0% False True 1,054
100 9.637 5.807 3.830 65.9% 0.224 3.9% 0% False True 980
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.039
Narrowest range in 24 trading days
Fibonacci Retracements and Extensions
4.250 6.479
2.618 6.270
1.618 6.142
1.000 6.063
0.618 6.014
HIGH 5.935
0.618 5.886
0.500 5.871
0.382 5.856
LOW 5.807
0.618 5.728
1.000 5.679
1.618 5.600
2.618 5.472
4.250 5.263
Fisher Pivots for day following 12-Dec-2008
Pivot 1 day 3 day
R1 5.871 5.951
PP 5.851 5.904
S1 5.830 5.857

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

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