NYMEX Natural Gas Future June 2009


Trading Metrics calculated at close of trading on 19-Sep-2008
Day Change Summary
Previous Current
18-Sep-2008 19-Sep-2008 Change Change % Previous Week
Open 8.523 8.290 -0.233 -2.7% 8.130
High 8.545 8.359 -0.186 -2.2% 8.545
Low 8.122 8.166 0.044 0.5% 7.870
Close 8.271 8.270 -0.001 0.0% 8.270
Range 0.423 0.193 -0.230 -54.4% 0.675
ATR 0.271 0.266 -0.006 -2.1% 0.000
Volume 2,204 580 -1,624 -73.7% 4,348
Daily Pivots for day following 19-Sep-2008
Classic Woodie Camarilla DeMark
R4 8.844 8.750 8.376
R3 8.651 8.557 8.323
R2 8.458 8.458 8.305
R1 8.364 8.364 8.288 8.315
PP 8.265 8.265 8.265 8.240
S1 8.171 8.171 8.252 8.122
S2 8.072 8.072 8.235
S3 7.879 7.978 8.217
S4 7.686 7.785 8.164
Weekly Pivots for week ending 19-Sep-2008
Classic Woodie Camarilla DeMark
R4 10.253 9.937 8.641
R3 9.578 9.262 8.456
R2 8.903 8.903 8.394
R1 8.587 8.587 8.332 8.745
PP 8.228 8.228 8.228 8.308
S1 7.912 7.912 8.208 8.070
S2 7.553 7.553 8.146
S3 6.878 7.237 8.084
S4 6.203 6.562 7.899
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 8.545 7.870 0.675 8.2% 0.264 3.2% 59% False False 869
10 8.545 7.870 0.675 8.2% 0.251 3.0% 59% False False 673
20 9.114 7.870 1.244 15.0% 0.244 2.9% 32% False False 570
40 9.637 7.870 1.767 21.4% 0.225 2.7% 23% False False 611
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.037
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 9.179
2.618 8.864
1.618 8.671
1.000 8.552
0.618 8.478
HIGH 8.359
0.618 8.285
0.500 8.263
0.382 8.240
LOW 8.166
0.618 8.047
1.000 7.973
1.618 7.854
2.618 7.661
4.250 7.346
Fisher Pivots for day following 19-Sep-2008
Pivot 1 day 3 day
R1 8.268 8.323
PP 8.265 8.305
S1 8.263 8.288

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

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