NYMEX Natural Gas Future August 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 6.125 6.240 0.115 1.9% 5.924
High 6.326 6.240 -0.086 -1.4% 6.326
Low 6.015 6.240 0.225 3.7% 5.800
Close 6.326 6.237 -0.089 -1.4% 6.237
Range 0.311 0.000 -0.311 -100.0% 0.526
ATR 0.229 0.219 -0.010 -4.5% 0.000
Volume 559 391 -168 -30.1% 2,528
Daily Pivots for day following 26-Dec-2008
Classic Woodie Camarilla DeMark
R4 6.239 6.238 6.237
R3 6.239 6.238 6.237
R2 6.239 6.239 6.237
R1 6.238 6.238 6.237 6.239
PP 6.239 6.239 6.239 6.239
S1 6.238 6.238 6.237 6.239
S2 6.239 6.239 6.237
S3 6.239 6.238 6.237
S4 6.239 6.238 6.237
Weekly Pivots for week ending 26-Dec-2008
Classic Woodie Camarilla DeMark
R4 7.699 7.494 6.526
R3 7.173 6.968 6.382
R2 6.647 6.647 6.333
R1 6.442 6.442 6.285 6.545
PP 6.121 6.121 6.121 6.172
S1 5.916 5.916 6.189 6.019
S2 5.595 5.595 6.141
S3 5.069 5.390 6.092
S4 4.543 4.864 5.948
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6.326 5.800 0.526 8.4% 0.210 3.4% 83% False False 730
10 6.326 5.800 0.526 8.4% 0.169 2.7% 83% False False 774
20 6.987 5.800 1.187 19.0% 0.170 2.7% 37% False False 786
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 0.033
Narrowest range in 32 trading days
Fibonacci Retracements and Extensions
4.250 6.240
2.618 6.240
1.618 6.240
1.000 6.240
0.618 6.240
HIGH 6.240
0.618 6.240
0.500 6.240
0.382 6.240
LOW 6.240
0.618 6.240
1.000 6.240
1.618 6.240
2.618 6.240
4.250 6.240
Fisher Pivots for day following 26-Dec-2008
Pivot 1 day 3 day
R1 6.240 6.196
PP 6.239 6.154
S1 6.238 6.113

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

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