NYMEX Natural Gas Future June 2009


Trading Metrics calculated at close of trading on 16-Dec-2008
Day Change Summary
Previous Current
15-Dec-2008 16-Dec-2008 Change Change % Previous Week
Open 5.941 5.934 -0.007 -0.1% 5.910
High 6.056 6.032 -0.024 -0.4% 6.095
Low 5.872 5.910 0.038 0.6% 5.807
Close 5.905 6.003 0.098 1.7% 5.810
Range 0.184 0.122 -0.062 -33.7% 0.288
ATR 0.248 0.239 -0.009 -3.5% 0.000
Volume 362 2,054 1,692 467.4% 8,784
Daily Pivots for day following 16-Dec-2008
Classic Woodie Camarilla DeMark
R4 6.348 6.297 6.070
R3 6.226 6.175 6.037
R2 6.104 6.104 6.025
R1 6.053 6.053 6.014 6.079
PP 5.982 5.982 5.982 5.994
S1 5.931 5.931 5.992 5.957
S2 5.860 5.860 5.981
S3 5.738 5.809 5.969
S4 5.616 5.687 5.936
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 4.8% 0.164 2.7% 68% False False 1,584
10 6.627 5.807 0.820 13.7% 0.179 3.0% 24% False False 1,681
20 6.995 5.807 1.188 19.8% 0.208 3.5% 16% False False 1,547
40 7.599 5.807 1.792 29.9% 0.226 3.8% 11% False False 1,341
60 8.510 5.807 2.703 45.0% 0.217 3.6% 7% False False 1,249
80 9.114 5.807 3.307 55.1% 0.224 3.7% 6% False False 1,082
100 9.637 5.807 3.830 63.8% 0.219 3.7% 5% False False 988
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR True
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.045
Narrowest range in 26 trading days
Fibonacci Retracements and Extensions
4.250 6.551
2.618 6.351
1.618 6.229
1.000 6.154
0.618 6.107
HIGH 6.032
0.618 5.985
0.500 5.971
0.382 5.957
LOW 5.910
0.618 5.835
1.000 5.788
1.618 5.713
2.618 5.591
4.250 5.392
Fisher Pivots for day following 16-Dec-2008
Pivot 1 day 3 day
R1 5.992 5.979
PP 5.982 5.955
S1 5.971 5.932

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

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