NYMEX Natural Gas Future June 2009


Trading Metrics calculated at close of trading on 26-Aug-2008
Day Change Summary
Previous Current
25-Aug-2008 26-Aug-2008 Change Change % Previous Week
Open 8.620 8.910 0.290 3.4% 8.690
High 8.694 8.936 0.242 2.8% 8.942
Low 8.540 8.850 0.310 3.6% 8.560
Close 8.683 8.906 0.223 2.6% 8.662
Range 0.154 0.086 -0.068 -44.2% 0.382
ATR 0.236 0.237 0.001 0.5% 0.000
Volume 202 206 4 2.0% 2,493
Daily Pivots for day following 26-Aug-2008
Classic Woodie Camarilla DeMark
R4 9.155 9.117 8.953
R3 9.069 9.031 8.930
R2 8.983 8.983 8.922
R1 8.945 8.945 8.914 8.921
PP 8.897 8.897 8.897 8.886
S1 8.859 8.859 8.898 8.835
S2 8.811 8.811 8.890
S3 8.725 8.773 8.882
S4 8.639 8.687 8.859
Weekly Pivots for week ending 22-Aug-2008
Classic Woodie Camarilla DeMark
R4 9.867 9.647 8.872
R3 9.485 9.265 8.767
R2 9.103 9.103 8.732
R1 8.883 8.883 8.697 8.802
PP 8.721 8.721 8.721 8.681
S1 8.501 8.501 8.627 8.420
S2 8.339 8.339 8.592
S3 7.957 8.119 8.557
S4 7.575 7.737 8.452
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 8.942 8.540 0.402 4.5% 0.152 1.7% 91% False False 323
10 9.170 8.540 0.630 7.1% 0.200 2.2% 58% False False 697
20 9.637 8.540 1.097 12.3% 0.202 2.3% 33% False False 584
40 11.817 8.540 3.277 36.8% 0.231 2.6% 11% False False 544
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 True
Bear Hook False
Bull Hook False
Stretch 0.055
Narrowest range in 41 trading days
Fibonacci Retracements and Extensions
4.250 9.302
2.618 9.161
1.618 9.075
1.000 9.022
0.618 8.989
HIGH 8.936
0.618 8.903
0.500 8.893
0.382 8.883
LOW 8.850
0.618 8.797
1.000 8.764
1.618 8.711
2.618 8.625
4.250 8.485
Fisher Pivots for day following 26-Aug-2008
Pivot 1 day 3 day
R1 8.902 8.850
PP 8.897 8.794
S1 8.893 8.738

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

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