NYMEX Natural Gas Future June 2009


Trading Metrics calculated at close of trading on 19-Dec-2008
Day Change Summary
Previous Current
18-Dec-2008 19-Dec-2008 Change Change % Previous Week
Open 5.950 5.868 -0.082 -1.4% 5.941
High 6.000 5.971 -0.029 -0.5% 6.075
Low 5.818 5.695 -0.123 -2.1% 5.695
Close 5.874 5.717 -0.157 -2.7% 5.717
Range 0.182 0.276 0.094 51.6% 0.380
ATR 0.234 0.237 0.003 1.3% 0.000
Volume 1,080 2,820 1,740 161.1% 7,187
Daily Pivots for day following 19-Dec-2008
Classic Woodie Camarilla DeMark
R4 6.622 6.446 5.869
R3 6.346 6.170 5.793
R2 6.070 6.070 5.768
R1 5.894 5.894 5.742 5.844
PP 5.794 5.794 5.794 5.770
S1 5.618 5.618 5.692 5.568
S2 5.518 5.518 5.666
S3 5.242 5.342 5.641
S4 4.966 5.066 5.565
Weekly Pivots for week ending 19-Dec-2008
Classic Woodie Camarilla DeMark
R4 6.969 6.723 5.926
R3 6.589 6.343 5.822
R2 6.209 6.209 5.787
R1 5.963 5.963 5.752 5.896
PP 5.829 5.829 5.829 5.796
S1 5.583 5.583 5.682 5.516
S2 5.449 5.449 5.647
S3 5.069 5.203 5.613
S4 4.689 4.823 5.508
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6.075 5.695 0.380 6.6% 0.197 3.4% 6% False True 1,437
10 6.095 5.695 0.400 7.0% 0.186 3.3% 6% False True 1,597
20 6.995 5.695 1.300 22.7% 0.211 3.7% 2% False True 1,455
40 7.599 5.695 1.904 33.3% 0.229 4.0% 1% False True 1,415
60 8.300 5.695 2.605 45.6% 0.217 3.8% 1% False True 1,302
80 9.114 5.695 3.419 59.8% 0.227 4.0% 1% False True 1,133
100 9.637 5.695 3.942 69.0% 0.221 3.9% 1% False True 1,023
120 11.774 5.695 6.079 106.3% 0.228 4.0% 0% False True 937
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.051
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 7.144
2.618 6.694
1.618 6.418
1.000 6.247
0.618 6.142
HIGH 5.971
0.618 5.866
0.500 5.833
0.382 5.800
LOW 5.695
0.618 5.524
1.000 5.419
1.618 5.248
2.618 4.972
4.250 4.522
Fisher Pivots for day following 19-Dec-2008
Pivot 1 day 3 day
R1 5.833 5.885
PP 5.794 5.829
S1 5.756 5.773

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

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