NYMEX Natural Gas Future August 2009


Trading Metrics calculated at close of trading on 26-Nov-2008
Day Change Summary
Previous Current
25-Nov-2008 26-Nov-2008 Change Change % Previous Week
Open 6.940 6.830 -0.110 -1.6% 7.012
High 6.940 7.153 0.213 3.1% 7.211
Low 6.760 6.781 0.021 0.3% 6.805
Close 6.783 7.146 0.363 5.4% 6.877
Range 0.180 0.372 0.192 106.7% 0.406
ATR
Volume 724 669 -55 -7.6% 4,491
Daily Pivots for day following 26-Nov-2008
Classic Woodie Camarilla DeMark
R4 8.143 8.016 7.351
R3 7.771 7.644 7.248
R2 7.399 7.399 7.214
R1 7.272 7.272 7.180 7.336
PP 7.027 7.027 7.027 7.058
S1 6.900 6.900 7.112 6.964
S2 6.655 6.655 7.078
S3 6.283 6.528 7.044
S4 5.911 6.156 6.941
Weekly Pivots for week ending 21-Nov-2008
Classic Woodie Camarilla DeMark
R4 8.182 7.936 7.100
R3 7.776 7.530 6.989
R2 7.370 7.370 6.951
R1 7.124 7.124 6.914 7.044
PP 6.964 6.964 6.964 6.925
S1 6.718 6.718 6.840 6.638
S2 6.558 6.558 6.803
S3 6.152 6.312 6.765
S4 5.746 5.906 6.654
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 7.153 6.760 0.393 5.5% 0.201 2.8% 98% True False 845
10 7.211 6.744 0.467 6.5% 0.199 2.8% 86% False False 830
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 0.048
Widest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 8.734
2.618 8.127
1.618 7.755
1.000 7.525
0.618 7.383
HIGH 7.153
0.618 7.011
0.500 6.967
0.382 6.923
LOW 6.781
0.618 6.551
1.000 6.409
1.618 6.179
2.618 5.807
4.250 5.200
Fisher Pivots for day following 26-Nov-2008
Pivot 1 day 3 day
R1 7.086 7.083
PP 7.027 7.020
S1 6.967 6.957

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

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