NYMEX Natural Gas Future June 2009


Trading Metrics calculated at close of trading on 15-Dec-2008
Day Change Summary
Previous Current
12-Dec-2008 15-Dec-2008 Change Change % Previous Week
Open 5.935 5.941 0.006 0.1% 5.910
High 5.935 6.056 0.121 2.0% 6.095
Low 5.807 5.872 0.065 1.1% 5.807
Close 5.810 5.905 0.095 1.6% 5.810
Range 0.128 0.184 0.056 43.8% 0.288
ATR 0.248 0.248 0.000 -0.1% 0.000
Volume 1,690 362 -1,328 -78.6% 8,784
Daily Pivots for day following 15-Dec-2008
Classic Woodie Camarilla DeMark
R4 6.496 6.385 6.006
R3 6.312 6.201 5.956
R2 6.128 6.128 5.939
R1 6.017 6.017 5.922 5.981
PP 5.944 5.944 5.944 5.926
S1 5.833 5.833 5.888 5.797
S2 5.760 5.760 5.871
S3 5.576 5.649 5.854
S4 5.392 5.465 5.804
Weekly Pivots for week ending 12-Dec-2008
Classic Woodie Camarilla DeMark
R4 6.768 6.577 5.968
R3 6.480 6.289 5.889
R2 6.192 6.192 5.863
R1 6.001 6.001 5.836 5.953
PP 5.904 5.904 5.904 5.880
S1 5.713 5.713 5.784 5.665
S2 5.616 5.616 5.757
S3 5.328 5.425 5.731
S4 5.040 5.137 5.652
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6.095 5.807 0.288 4.9% 0.174 2.9% 34% False False 1,529
10 6.760 5.807 0.953 16.1% 0.190 3.2% 10% False False 1,537
20 6.995 5.807 1.188 20.1% 0.211 3.6% 8% False False 1,483
40 7.599 5.807 1.792 30.3% 0.230 3.9% 5% False False 1,309
60 8.510 5.807 2.703 45.8% 0.219 3.7% 4% False False 1,220
80 9.114 5.807 3.307 56.0% 0.225 3.8% 3% False False 1,057
100 9.637 5.807 3.830 64.9% 0.221 3.7% 3% False False 976
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 0.043
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6.838
2.618 6.538
1.618 6.354
1.000 6.240
0.618 6.170
HIGH 6.056
0.618 5.986
0.500 5.964
0.382 5.942
LOW 5.872
0.618 5.758
1.000 5.688
1.618 5.574
2.618 5.390
4.250 5.090
Fisher Pivots for day following 15-Dec-2008
Pivot 1 day 3 day
R1 5.964 5.951
PP 5.944 5.936
S1 5.925 5.920

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

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