NYMEX Natural Gas Future June 2009


Trading Metrics calculated at close of trading on 21-Aug-2008
Day Change Summary
Previous Current
20-Aug-2008 21-Aug-2008 Change Change % Previous Week
Open 8.760 8.820 0.060 0.7% 8.901
High 8.830 8.942 0.112 1.3% 9.170
Low 8.650 8.820 0.170 2.0% 8.690
Close 8.789 8.920 0.131 1.5% 8.795
Range 0.180 0.122 -0.058 -32.2% 0.480
ATR 0.246 0.239 -0.007 -2.7% 0.000
Volume 1,015 123 -892 -87.9% 4,766
Daily Pivots for day following 21-Aug-2008
Classic Woodie Camarilla DeMark
R4 9.260 9.212 8.987
R3 9.138 9.090 8.954
R2 9.016 9.016 8.942
R1 8.968 8.968 8.931 8.992
PP 8.894 8.894 8.894 8.906
S1 8.846 8.846 8.909 8.870
S2 8.772 8.772 8.898
S3 8.650 8.724 8.886
S4 8.528 8.602 8.853
Weekly Pivots for week ending 15-Aug-2008
Classic Woodie Camarilla DeMark
R4 10.325 10.040 9.059
R3 9.845 9.560 8.927
R2 9.365 9.365 8.883
R1 9.080 9.080 8.839 8.983
PP 8.885 8.885 8.885 8.836
S1 8.600 8.600 8.751 8.503
S2 8.405 8.405 8.707
S3 7.925 8.120 8.663
S4 7.445 7.640 8.531
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 8.942 8.560 0.382 4.3% 0.152 1.7% 94% True False 1,002
10 9.170 8.560 0.610 6.8% 0.207 2.3% 59% False False 756
20 9.637 8.560 1.077 12.1% 0.207 2.3% 33% False False 652
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 0.055
Narrowest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 9.461
2.618 9.261
1.618 9.139
1.000 9.064
0.618 9.017
HIGH 8.942
0.618 8.895
0.500 8.881
0.382 8.867
LOW 8.820
0.618 8.745
1.000 8.698
1.618 8.623
2.618 8.501
4.250 8.302
Fisher Pivots for day following 21-Aug-2008
Pivot 1 day 3 day
R1 8.907 8.864
PP 8.894 8.807
S1 8.881 8.751

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

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