NYMEX Natural Gas Future June 2009


Trading Metrics calculated at close of trading on 26-Dec-2008
Day Change Summary
Previous Current
24-Dec-2008 26-Dec-2008 Change Change % Previous Week
Open 5.920 6.030 0.110 1.9% 5.650
High 6.103 6.030 -0.073 -1.2% 6.103
Low 5.800 6.030 0.230 4.0% 5.571
Close 6.121 6.031 -0.090 -1.5% 6.031
Range 0.303 0.000 -0.303 -100.0% 0.532
ATR 0.246 0.235 -0.011 -4.5% 0.000
Volume 1,011 1,943 932 92.2% 6,080
Daily Pivots for day following 26-Dec-2008
Classic Woodie Camarilla DeMark
R4 6.030 6.031 6.031
R3 6.030 6.031 6.031
R2 6.030 6.030 6.031
R1 6.031 6.031 6.031 6.031
PP 6.030 6.030 6.030 6.030
S1 6.031 6.031 6.031 6.031
S2 6.030 6.030 6.031
S3 6.030 6.031 6.031
S4 6.030 6.031 6.031
Weekly Pivots for week ending 26-Dec-2008
Classic Woodie Camarilla DeMark
R4 7.498 7.296 6.324
R3 6.966 6.764 6.177
R2 6.434 6.434 6.129
R1 6.232 6.232 6.080 6.333
PP 5.902 5.902 5.902 5.952
S1 5.700 5.700 5.982 5.801
S2 5.370 5.370 5.933
S3 4.838 5.168 5.885
S4 4.306 4.636 5.738
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6.103 5.571 0.532 8.8% 0.206 3.4% 86% False False 1,780
10 6.103 5.571 0.532 8.8% 0.187 3.1% 86% False False 1,495
20 6.760 5.571 1.189 19.7% 0.197 3.3% 39% False False 1,495
40 7.599 5.571 2.028 33.6% 0.229 3.8% 23% False False 1,432
60 8.140 5.571 2.569 42.6% 0.214 3.5% 18% False False 1,355
80 8.545 5.571 2.974 49.3% 0.221 3.7% 15% False False 1,174
100 9.304 5.571 3.733 61.9% 0.220 3.7% 12% False False 1,066
120 11.335 5.571 5.764 95.6% 0.229 3.8% 8% False False 978
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.047
Narrowest range in 126 trading days
Fibonacci Retracements and Extensions
4.250 6.030
2.618 6.030
1.618 6.030
1.000 6.030
0.618 6.030
HIGH 6.030
0.618 6.030
0.500 6.030
0.382 6.030
LOW 6.030
0.618 6.030
1.000 6.030
1.618 6.030
2.618 6.030
4.250 6.030
Fisher Pivots for day following 26-Dec-2008
Pivot 1 day 3 day
R1 6.031 5.988
PP 6.030 5.945
S1 6.030 5.902

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

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