NYMEX Natural Gas Future June 2009


Trading Metrics calculated at close of trading on 05-Aug-2008
Day Change Summary
Previous Current
04-Aug-2008 05-Aug-2008 Change Change % Previous Week
Open 9.524 9.115 -0.409 -4.3% 9.353
High 9.524 9.387 -0.137 -1.4% 9.637
Low 9.225 9.054 -0.171 -1.9% 9.144
Close 9.237 9.182 -0.055 -0.6% 9.624
Range 0.299 0.333 0.034 11.4% 0.493
ATR 0.275 0.279 0.004 1.5% 0.000
Volume 224 928 704 314.3% 1,973
Daily Pivots for day following 05-Aug-2008
Classic Woodie Camarilla DeMark
R4 10.207 10.027 9.365
R3 9.874 9.694 9.274
R2 9.541 9.541 9.243
R1 9.361 9.361 9.213 9.451
PP 9.208 9.208 9.208 9.253
S1 9.028 9.028 9.151 9.118
S2 8.875 8.875 9.121
S3 8.542 8.695 9.090
S4 8.209 8.362 8.999
Weekly Pivots for week ending 01-Aug-2008
Classic Woodie Camarilla DeMark
R4 10.947 10.779 9.895
R3 10.454 10.286 9.760
R2 9.961 9.961 9.714
R1 9.793 9.793 9.669 9.877
PP 9.468 9.468 9.468 9.511
S1 9.300 9.300 9.579 9.384
S2 8.975 8.975 9.534
S3 8.482 8.807 9.488
S4 7.989 8.314 9.353
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 9.637 9.054 0.583 6.3% 0.221 2.4% 22% False True 422
10 9.924 9.054 0.870 9.5% 0.260 2.8% 15% False True 551
20 11.335 9.054 2.281 24.8% 0.271 3.0% 6% False True 543
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 0.046
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 10.802
2.618 10.259
1.618 9.926
1.000 9.720
0.618 9.593
HIGH 9.387
0.618 9.260
0.500 9.221
0.382 9.181
LOW 9.054
0.618 8.848
1.000 8.721
1.618 8.515
2.618 8.182
4.250 7.639
Fisher Pivots for day following 05-Aug-2008
Pivot 1 day 3 day
R1 9.221 9.346
PP 9.208 9.291
S1 9.195 9.237

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

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