NYMEX Natural Gas Future June 2009


Trading Metrics calculated at close of trading on 04-Dec-2008
Day Change Summary
Previous Current
03-Dec-2008 04-Dec-2008 Change Change % Previous Week
Open 6.526 6.518 -0.008 -0.1% 6.807
High 6.627 6.544 -0.083 -1.3% 6.995
Low 6.498 6.220 -0.278 -4.3% 6.460
Close 6.535 6.284 -0.251 -3.8% 6.685
Range 0.129 0.324 0.195 151.2% 0.535
ATR 0.273 0.277 0.004 1.3% 0.000
Volume 2,168 1,687 -481 -22.2% 5,333
Daily Pivots for day following 04-Dec-2008
Classic Woodie Camarilla DeMark
R4 7.321 7.127 6.462
R3 6.997 6.803 6.373
R2 6.673 6.673 6.343
R1 6.479 6.479 6.314 6.414
PP 6.349 6.349 6.349 6.317
S1 6.155 6.155 6.254 6.090
S2 6.025 6.025 6.225
S3 5.701 5.831 6.195
S4 5.377 5.507 6.106
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 6.760 6.220 0.540 8.6% 0.233 3.7% 12% False True 1,220
10 6.995 6.220 0.775 12.3% 0.243 3.9% 8% False True 1,275
20 7.550 6.220 1.330 21.2% 0.244 3.9% 5% False True 1,293
40 7.599 6.220 1.379 21.9% 0.227 3.6% 5% False True 1,255
60 8.545 6.220 2.325 37.0% 0.227 3.6% 3% False True 1,133
80 9.170 6.220 2.950 46.9% 0.229 3.6% 2% False True 1,002
100 10.675 6.220 4.455 70.9% 0.232 3.7% 1% False True 909
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 0.025
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 7.921
2.618 7.392
1.618 7.068
1.000 6.868
0.618 6.744
HIGH 6.544
0.618 6.420
0.500 6.382
0.382 6.344
LOW 6.220
0.618 6.020
1.000 5.896
1.618 5.696
2.618 5.372
4.250 4.843
Fisher Pivots for day following 04-Dec-2008
Pivot 1 day 3 day
R1 6.382 6.490
PP 6.349 6.421
S1 6.317 6.353

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

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