NYMEX Natural Gas Future August 2009


Trading Metrics calculated at close of trading on 22-Dec-2008
Day Change Summary
Previous Current
19-Dec-2008 22-Dec-2008 Change Change % Previous Week
Open 6.106 5.924 -0.182 -3.0% 6.190
High 6.166 5.925 -0.241 -3.9% 6.277
Low 5.910 5.800 -0.110 -1.9% 5.910
Close 5.940 5.863 -0.077 -1.3% 5.940
Range 0.256 0.125 -0.131 -51.2% 0.367
ATR 0.215 0.209 -0.005 -2.5% 0.000
Volume 1,122 749 -373 -33.2% 3,376
Daily Pivots for day following 22-Dec-2008
Classic Woodie Camarilla DeMark
R4 6.238 6.175 5.932
R3 6.113 6.050 5.897
R2 5.988 5.988 5.886
R1 5.925 5.925 5.874 5.894
PP 5.863 5.863 5.863 5.847
S1 5.800 5.800 5.852 5.769
S2 5.738 5.738 5.840
S3 5.613 5.675 5.829
S4 5.488 5.550 5.794
Weekly Pivots for week ending 19-Dec-2008
Classic Woodie Camarilla DeMark
R4 7.143 6.909 6.142
R3 6.776 6.542 6.041
R2 6.409 6.409 6.007
R1 6.175 6.175 5.974 6.109
PP 6.042 6.042 6.042 6.009
S1 5.808 5.808 5.906 5.742
S2 5.675 5.675 5.873
S3 5.308 5.441 5.839
S4 4.941 5.074 5.738
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6.277 5.800 0.477 8.1% 0.154 2.6% 13% False True 716
10 6.320 5.800 0.520 8.9% 0.154 2.6% 12% False True 790
20 7.153 5.800 1.353 23.1% 0.172 2.9% 5% False True 816
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
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 0.035
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 6.456
2.618 6.252
1.618 6.127
1.000 6.050
0.618 6.002
HIGH 5.925
0.618 5.877
0.500 5.863
0.382 5.848
LOW 5.800
0.618 5.723
1.000 5.675
1.618 5.598
2.618 5.473
4.250 5.269
Fisher Pivots for day following 22-Dec-2008
Pivot 1 day 3 day
R1 5.863 6.006
PP 5.863 5.958
S1 5.863 5.911

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

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