NYMEX Natural Gas Future June 2009


Trading Metrics calculated at close of trading on 05-Sep-2008
Day Change Summary
Previous Current
04-Sep-2008 05-Sep-2008 Change Change % Previous Week
Open 8.190 8.325 0.135 1.6% 8.431
High 8.312 8.427 0.115 1.4% 8.434
Low 8.085 8.191 0.106 1.3% 8.060
Close 8.289 8.399 0.110 1.3% 8.399
Range 0.227 0.236 0.009 4.0% 0.374
ATR 0.261 0.260 -0.002 -0.7% 0.000
Volume 698 425 -273 -39.1% 2,676
Daily Pivots for day following 05-Sep-2008
Classic Woodie Camarilla DeMark
R4 9.047 8.959 8.529
R3 8.811 8.723 8.464
R2 8.575 8.575 8.442
R1 8.487 8.487 8.421 8.531
PP 8.339 8.339 8.339 8.361
S1 8.251 8.251 8.377 8.295
S2 8.103 8.103 8.356
S3 7.867 8.015 8.334
S4 7.631 7.779 8.269
Weekly Pivots for week ending 05-Sep-2008
Classic Woodie Camarilla DeMark
R4 9.420 9.283 8.605
R3 9.046 8.909 8.502
R2 8.672 8.672 8.468
R1 8.535 8.535 8.433 8.417
PP 8.298 8.298 8.298 8.238
S1 8.161 8.161 8.365 8.043
S2 7.924 7.924 8.330
S3 7.550 7.787 8.296
S4 7.176 7.413 8.193
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 8.846 8.060 0.786 9.4% 0.218 2.6% 43% False False 722
10 9.114 8.060 1.054 12.5% 0.237 2.8% 32% False False 466
20 9.170 8.060 1.110 13.2% 0.222 2.6% 31% False False 611
40 11.335 8.060 3.275 39.0% 0.244 2.9% 10% False False 579
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.048
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 9.430
2.618 9.045
1.618 8.809
1.000 8.663
0.618 8.573
HIGH 8.427
0.618 8.337
0.500 8.309
0.382 8.281
LOW 8.191
0.618 8.045
1.000 7.955
1.618 7.809
2.618 7.573
4.250 7.188
Fisher Pivots for day following 05-Sep-2008
Pivot 1 day 3 day
R1 8.369 8.347
PP 8.339 8.295
S1 8.309 8.244

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

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