NYMEX Natural Gas Future August 2009


Trading Metrics calculated at close of trading on 28-Nov-2008
Day Change Summary
Previous Current
26-Nov-2008 28-Nov-2008 Change Change % Previous Week
Open 6.830 6.728 -0.102 -1.5% 7.032
High 7.153 6.737 -0.416 -5.8% 7.153
Low 6.781 6.691 -0.090 -1.3% 6.691
Close 7.146 6.896 -0.250 -3.5% 6.896
Range 0.372 0.046 -0.326 -87.6% 0.462
ATR
Volume 669 761 92 13.8% 3,135
Daily Pivots for day following 28-Nov-2008
Classic Woodie Camarilla DeMark
R4 6.913 6.950 6.921
R3 6.867 6.904 6.909
R2 6.821 6.821 6.904
R1 6.858 6.858 6.900 6.840
PP 6.775 6.775 6.775 6.765
S1 6.812 6.812 6.892 6.794
S2 6.729 6.729 6.888
S3 6.683 6.766 6.883
S4 6.637 6.720 6.871
Weekly Pivots for week ending 28-Nov-2008
Classic Woodie Camarilla DeMark
R4 8.299 8.060 7.150
R3 7.837 7.598 7.023
R2 7.375 7.375 6.981
R1 7.136 7.136 6.938 7.025
PP 6.913 6.913 6.913 6.858
S1 6.674 6.674 6.854 6.563
S2 6.451 6.451 6.811
S3 5.989 6.212 6.769
S4 5.527 5.750 6.642
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 7.153 6.691 0.462 6.7% 0.179 2.6% 44% False True 818
10 7.211 6.691 0.520 7.5% 0.178 2.6% 39% False True 873
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 0.037
Narrowest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 6.933
2.618 6.857
1.618 6.811
1.000 6.783
0.618 6.765
HIGH 6.737
0.618 6.719
0.500 6.714
0.382 6.709
LOW 6.691
0.618 6.663
1.000 6.645
1.618 6.617
2.618 6.571
4.250 6.496
Fisher Pivots for day following 28-Nov-2008
Pivot 1 day 3 day
R1 6.835 6.922
PP 6.775 6.913
S1 6.714 6.905

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

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