NYMEX Natural Gas Future June 2009


Trading Metrics calculated at close of trading on 08-Dec-2008
Day Change Summary
Previous Current
05-Dec-2008 08-Dec-2008 Change Change % Previous Week
Open 6.068 5.910 -0.158 -2.6% 6.595
High 6.140 6.001 -0.139 -2.3% 6.760
Low 5.980 5.811 -0.169 -2.8% 5.980
Close 5.995 5.890 -0.105 -1.8% 5.995
Range 0.160 0.190 0.030 18.8% 0.780
ATR 0.278 0.272 -0.006 -2.3% 0.000
Volume 1,759 1,498 -261 -14.8% 6,637
Daily Pivots for day following 08-Dec-2008
Classic Woodie Camarilla DeMark
R4 6.471 6.370 5.995
R3 6.281 6.180 5.942
R2 6.091 6.091 5.925
R1 5.990 5.990 5.907 5.946
PP 5.901 5.901 5.901 5.878
S1 5.800 5.800 5.873 5.756
S2 5.711 5.711 5.855
S3 5.521 5.610 5.838
S4 5.331 5.420 5.786
Weekly Pivots for week ending 05-Dec-2008
Classic Woodie Camarilla DeMark
R4 8.585 8.070 6.424
R3 7.805 7.290 6.210
R2 7.025 7.025 6.138
R1 6.510 6.510 6.067 6.378
PP 6.245 6.245 6.245 6.179
S1 5.730 5.730 5.924 5.598
S2 5.465 5.465 5.852
S3 4.685 4.950 5.781
S4 3.905 4.170 5.566
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6.760 5.811 0.949 16.1% 0.206 3.5% 8% False True 1,544
10 6.995 5.811 1.184 20.1% 0.239 4.1% 7% False True 1,346
20 7.532 5.811 1.721 29.2% 0.242 4.1% 5% False True 1,356
40 7.599 5.811 1.788 30.4% 0.228 3.9% 4% False True 1,296
60 8.545 5.811 2.734 46.4% 0.226 3.8% 3% False True 1,165
80 9.114 5.811 3.303 56.1% 0.223 3.8% 2% False True 1,024
100 10.270 5.811 4.459 75.7% 0.228 3.9% 2% False True 929
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.037
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6.809
2.618 6.498
1.618 6.308
1.000 6.191
0.618 6.118
HIGH 6.001
0.618 5.928
0.500 5.906
0.382 5.884
LOW 5.811
0.618 5.694
1.000 5.621
1.618 5.504
2.618 5.314
4.250 5.004
Fisher Pivots for day following 08-Dec-2008
Pivot 1 day 3 day
R1 5.906 6.178
PP 5.901 6.082
S1 5.895 5.986

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

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