NYMEX Natural Gas Future June 2009


Trading Metrics calculated at close of trading on 28-Nov-2008
Day Change Summary
Previous Current
26-Nov-2008 28-Nov-2008 Change Change % Previous Week
Open 6.610 6.758 0.148 2.2% 6.807
High 6.995 6.758 -0.237 -3.4% 6.995
Low 6.550 6.460 -0.090 -1.4% 6.460
Close 6.941 6.685 -0.256 -3.7% 6.685
Range 0.445 0.298 -0.147 -33.0% 0.535
ATR 0.282 0.296 0.014 5.0% 0.000
Volume 1,816 1,224 -592 -32.6% 5,333
Daily Pivots for day following 28-Nov-2008
Classic Woodie Camarilla DeMark
R4 7.528 7.405 6.849
R3 7.230 7.107 6.767
R2 6.932 6.932 6.740
R1 6.809 6.809 6.712 6.722
PP 6.634 6.634 6.634 6.591
S1 6.511 6.511 6.658 6.424
S2 6.336 6.336 6.630
S3 6.038 6.213 6.603
S4 5.740 5.915 6.521
Weekly Pivots for week ending 28-Nov-2008
Classic Woodie Camarilla DeMark
R4 8.318 8.037 6.979
R3 7.783 7.502 6.832
R2 7.248 7.248 6.783
R1 6.967 6.967 6.734 6.840
PP 6.713 6.713 6.713 6.650
S1 6.432 6.432 6.636 6.305
S2 6.178 6.178 6.587
S3 5.643 5.897 6.538
S4 5.108 5.362 6.391
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6.995 6.460 0.535 8.0% 0.266 4.0% 42% False True 1,300
10 6.995 6.460 0.535 8.0% 0.236 3.5% 42% False True 1,549
20 7.599 6.460 1.139 17.0% 0.256 3.8% 20% False True 1,338
40 7.940 6.460 1.480 22.1% 0.224 3.4% 15% False True 1,287
60 8.545 6.460 2.085 31.2% 0.230 3.4% 11% False True 1,076
80 9.285 6.460 2.825 42.3% 0.228 3.4% 8% False True 971
100 11.335 6.460 4.875 72.9% 0.235 3.5% 5% False True 876
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 0.025
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 8.025
2.618 7.538
1.618 7.240
1.000 7.056
0.618 6.942
HIGH 6.758
0.618 6.644
0.500 6.609
0.382 6.574
LOW 6.460
0.618 6.276
1.000 6.162
1.618 5.978
2.618 5.680
4.250 5.194
Fisher Pivots for day following 28-Nov-2008
Pivot 1 day 3 day
R1 6.660 6.728
PP 6.634 6.713
S1 6.609 6.699

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

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