NYMEX Natural Gas Future June 2009


Trading Metrics calculated at close of trading on 03-Sep-2008
Day Change Summary
Previous Current
02-Sep-2008 03-Sep-2008 Change Change % Previous Week
Open 8.431 8.220 -0.211 -2.5% 8.620
High 8.434 8.238 -0.196 -2.3% 9.114
Low 8.200 8.060 -0.140 -1.7% 8.483
Close 8.231 8.219 -0.012 -0.1% 8.621
Range 0.234 0.178 -0.056 -23.9% 0.631
ATR 0.271 0.264 -0.007 -2.4% 0.000
Volume 684 869 185 27.0% 1,915
Daily Pivots for day following 03-Sep-2008
Classic Woodie Camarilla DeMark
R4 8.706 8.641 8.317
R3 8.528 8.463 8.268
R2 8.350 8.350 8.252
R1 8.285 8.285 8.235 8.229
PP 8.172 8.172 8.172 8.144
S1 8.107 8.107 8.203 8.051
S2 7.994 7.994 8.186
S3 7.816 7.929 8.170
S4 7.638 7.751 8.121
Weekly Pivots for week ending 29-Aug-2008
Classic Woodie Camarilla DeMark
R4 10.632 10.258 8.968
R3 10.001 9.627 8.795
R2 9.370 9.370 8.737
R1 8.996 8.996 8.679 9.183
PP 8.739 8.739 8.739 8.833
S1 8.365 8.365 8.563 8.552
S2 8.108 8.108 8.505
S3 7.477 7.734 8.447
S4 6.846 7.103 8.274
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 9.114 8.060 1.054 12.8% 0.289 3.5% 15% False True 612
10 9.114 8.060 1.054 12.8% 0.221 2.7% 15% False True 467
20 9.304 8.060 1.244 15.1% 0.219 2.7% 13% False True 632
40 11.335 8.060 3.275 39.8% 0.245 3.0% 5% False True 587
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.035
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 8.995
2.618 8.704
1.618 8.526
1.000 8.416
0.618 8.348
HIGH 8.238
0.618 8.170
0.500 8.149
0.382 8.128
LOW 8.060
0.618 7.950
1.000 7.882
1.618 7.772
2.618 7.594
4.250 7.304
Fisher Pivots for day following 03-Sep-2008
Pivot 1 day 3 day
R1 8.196 8.453
PP 8.172 8.375
S1 8.149 8.297

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

View Archives - Comment on this page... - Back to Index of Symbols