NYMEX Natural Gas Future June 2009


Trading Metrics calculated at close of trading on 11-Dec-2008
Day Change Summary
Previous Current
10-Dec-2008 11-Dec-2008 Change Change % Previous Week
Open 6.053 6.070 0.017 0.3% 6.595
High 6.091 6.095 0.004 0.1% 6.760
Low 5.911 5.890 -0.021 -0.4% 5.980
Close 6.041 5.966 -0.075 -1.2% 5.995
Range 0.180 0.205 0.025 13.9% 0.780
ATR 0.259 0.255 -0.004 -1.5% 0.000
Volume 2,052 1,766 -286 -13.9% 6,637
Daily Pivots for day following 11-Dec-2008
Classic Woodie Camarilla DeMark
R4 6.599 6.487 6.079
R3 6.394 6.282 6.022
R2 6.189 6.189 6.004
R1 6.077 6.077 5.985 6.031
PP 5.984 5.984 5.984 5.960
S1 5.872 5.872 5.947 5.826
S2 5.779 5.779 5.928
S3 5.574 5.667 5.910
S4 5.369 5.462 5.853
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 6.140 5.810 0.330 5.5% 0.181 3.0% 47% False False 1,770
10 6.760 5.810 0.950 15.9% 0.207 3.5% 16% False False 1,495
20 6.995 5.810 1.185 19.9% 0.222 3.7% 13% False False 1,519
40 7.599 5.810 1.789 30.0% 0.230 3.9% 9% False False 1,342
60 8.545 5.810 2.735 45.8% 0.224 3.7% 6% False False 1,232
80 9.114 5.810 3.304 55.4% 0.225 3.8% 5% False False 1,046
100 9.924 5.810 4.114 69.0% 0.228 3.8% 4% False False 971
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.039
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 6.966
2.618 6.632
1.618 6.427
1.000 6.300
0.618 6.222
HIGH 6.095
0.618 6.017
0.500 5.993
0.382 5.968
LOW 5.890
0.618 5.763
1.000 5.685
1.618 5.558
2.618 5.353
4.250 5.019
Fisher Pivots for day following 11-Dec-2008
Pivot 1 day 3 day
R1 5.993 5.962
PP 5.984 5.957
S1 5.975 5.953

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

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