NYMEX Natural Gas Future June 2009


Trading Metrics calculated at close of trading on 17-Dec-2008
Day Change Summary
Previous Current
16-Dec-2008 17-Dec-2008 Change Change % Previous Week
Open 5.934 6.035 0.101 1.7% 5.910
High 6.032 6.075 0.043 0.7% 6.095
Low 5.910 5.853 -0.057 -1.0% 5.807
Close 6.003 5.971 -0.032 -0.5% 5.810
Range 0.122 0.222 0.100 82.0% 0.288
ATR 0.239 0.238 -0.001 -0.5% 0.000
Volume 2,054 871 -1,183 -57.6% 8,784
Daily Pivots for day following 17-Dec-2008
Classic Woodie Camarilla DeMark
R4 6.632 6.524 6.093
R3 6.410 6.302 6.032
R2 6.188 6.188 6.012
R1 6.080 6.080 5.991 6.023
PP 5.966 5.966 5.966 5.938
S1 5.858 5.858 5.951 5.801
S2 5.744 5.744 5.930
S3 5.522 5.636 5.910
S4 5.300 5.414 5.849
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 4.8% 0.172 2.9% 57% False False 1,348
10 6.544 5.807 0.737 12.3% 0.189 3.2% 22% False False 1,551
20 6.995 5.807 1.188 19.9% 0.208 3.5% 14% False False 1,482
40 7.599 5.807 1.792 30.0% 0.227 3.8% 9% False False 1,341
60 8.476 5.807 2.669 44.7% 0.217 3.6% 6% False False 1,261
80 9.114 5.807 3.307 55.4% 0.224 3.8% 5% False False 1,090
100 9.637 5.807 3.830 64.1% 0.220 3.7% 4% False False 991
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR True
4BNR True
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.046
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 7.019
2.618 6.656
1.618 6.434
1.000 6.297
0.618 6.212
HIGH 6.075
0.618 5.990
0.500 5.964
0.382 5.938
LOW 5.853
0.618 5.716
1.000 5.631
1.618 5.494
2.618 5.272
4.250 4.910
Fisher Pivots for day following 17-Dec-2008
Pivot 1 day 3 day
R1 5.969 5.969
PP 5.966 5.966
S1 5.964 5.964

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

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