NYMEX Natural Gas Future June 2009


Trading Metrics calculated at close of trading on 10-Dec-2008
Day Change Summary
Previous Current
09-Dec-2008 10-Dec-2008 Change Change % Previous Week
Open 5.910 6.053 0.143 2.4% 6.595
High 5.982 6.091 0.109 1.8% 6.760
Low 5.810 5.911 0.101 1.7% 5.980
Close 5.926 6.041 0.115 1.9% 5.995
Range 0.172 0.180 0.008 4.7% 0.780
ATR 0.265 0.259 -0.006 -2.3% 0.000
Volume 1,778 2,052 274 15.4% 6,637
Daily Pivots for day following 10-Dec-2008
Classic Woodie Camarilla DeMark
R4 6.554 6.478 6.140
R3 6.374 6.298 6.091
R2 6.194 6.194 6.074
R1 6.118 6.118 6.058 6.066
PP 6.014 6.014 6.014 5.989
S1 5.938 5.938 6.025 5.886
S2 5.834 5.834 6.008
S3 5.654 5.758 5.992
S4 5.474 5.578 5.942
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 6.544 5.810 0.734 12.2% 0.205 3.4% 31% False False 1,754
10 6.995 5.810 1.185 19.6% 0.231 3.8% 19% False False 1,500
20 7.028 5.810 1.218 20.2% 0.230 3.8% 19% False False 1,476
40 7.599 5.810 1.789 29.6% 0.230 3.8% 13% False False 1,316
60 8.545 5.810 2.735 45.3% 0.224 3.7% 8% False False 1,210
80 9.114 5.810 3.304 54.7% 0.224 3.7% 7% False False 1,031
100 10.000 5.810 4.190 69.4% 0.229 3.8% 6% False False 957
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 0.042
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6.856
2.618 6.562
1.618 6.382
1.000 6.271
0.618 6.202
HIGH 6.091
0.618 6.022
0.500 6.001
0.382 5.980
LOW 5.911
0.618 5.800
1.000 5.731
1.618 5.620
2.618 5.440
4.250 5.146
Fisher Pivots for day following 10-Dec-2008
Pivot 1 day 3 day
R1 6.028 6.011
PP 6.014 5.981
S1 6.001 5.951

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

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