NYMEX Natural Gas Future June 2009


Trading Metrics calculated at close of trading on 31-Jul-2008
Day Change Summary
Previous Current
30-Jul-2008 31-Jul-2008 Change Change % Previous Week
Open 9.170 9.400 0.230 2.5% 10.000
High 9.398 9.440 0.042 0.4% 10.090
Low 9.144 9.330 0.186 2.0% 9.088
Close 9.374 9.384 0.010 0.1% 9.267
Range 0.254 0.110 -0.144 -56.7% 1.002
ATR 0.279 0.267 -0.012 -4.3% 0.000
Volume 261 345 84 32.2% 3,052
Daily Pivots for day following 31-Jul-2008
Classic Woodie Camarilla DeMark
R4 9.715 9.659 9.445
R3 9.605 9.549 9.414
R2 9.495 9.495 9.404
R1 9.439 9.439 9.394 9.412
PP 9.385 9.385 9.385 9.371
S1 9.329 9.329 9.374 9.302
S2 9.275 9.275 9.364
S3 9.165 9.219 9.354
S4 9.055 9.109 9.324
Weekly Pivots for week ending 25-Jul-2008
Classic Woodie Camarilla DeMark
R4 12.488 11.879 9.818
R3 11.486 10.877 9.543
R2 10.484 10.484 9.451
R1 9.875 9.875 9.359 9.679
PP 9.482 9.482 9.482 9.383
S1 8.873 8.873 9.175 8.677
S2 8.480 8.480 9.083
S3 7.478 7.871 8.991
S4 6.476 6.869 8.716
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 9.540 9.144 0.396 4.2% 0.183 2.0% 61% False False 487
10 10.270 9.088 1.182 12.6% 0.245 2.6% 25% False False 536
20 11.774 9.088 2.686 28.6% 0.263 2.8% 11% False False 506
Crabel Price Patterns
NR True
NR4 False
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 0.045
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 9.908
2.618 9.728
1.618 9.618
1.000 9.550
0.618 9.508
HIGH 9.440
0.618 9.398
0.500 9.385
0.382 9.372
LOW 9.330
0.618 9.262
1.000 9.220
1.618 9.152
2.618 9.042
4.250 8.863
Fisher Pivots for day following 31-Jul-2008
Pivot 1 day 3 day
R1 9.385 9.353
PP 9.385 9.323
S1 9.384 9.292

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

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