NYMEX Natural Gas Future June 2009


Trading Metrics calculated at close of trading on 18-Dec-2008
Day Change Summary
Previous Current
17-Dec-2008 18-Dec-2008 Change Change % Previous Week
Open 6.035 5.950 -0.085 -1.4% 5.910
High 6.075 6.000 -0.075 -1.2% 6.095
Low 5.853 5.818 -0.035 -0.6% 5.807
Close 5.971 5.874 -0.097 -1.6% 5.810
Range 0.222 0.182 -0.040 -18.0% 0.288
ATR 0.238 0.234 -0.004 -1.7% 0.000
Volume 871 1,080 209 24.0% 8,784
Daily Pivots for day following 18-Dec-2008
Classic Woodie Camarilla DeMark
R4 6.443 6.341 5.974
R3 6.261 6.159 5.924
R2 6.079 6.079 5.907
R1 5.977 5.977 5.891 5.937
PP 5.897 5.897 5.897 5.878
S1 5.795 5.795 5.857 5.755
S2 5.715 5.715 5.841
S3 5.533 5.613 5.824
S4 5.351 5.431 5.774
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 6.075 5.807 0.268 4.6% 0.168 2.9% 25% False False 1,211
10 6.140 5.807 0.333 5.7% 0.175 3.0% 20% False False 1,491
20 6.995 5.807 1.188 20.2% 0.209 3.6% 6% False False 1,383
40 7.599 5.807 1.792 30.5% 0.227 3.9% 4% False False 1,357
60 8.476 5.807 2.669 45.4% 0.218 3.7% 3% False False 1,262
80 9.114 5.807 3.307 56.3% 0.226 3.8% 2% False False 1,101
100 9.637 5.807 3.830 65.2% 0.221 3.8% 2% False False 998
120 11.817 5.807 6.010 102.3% 0.228 3.9% 1% False False 916
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.048
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6.774
2.618 6.476
1.618 6.294
1.000 6.182
0.618 6.112
HIGH 6.000
0.618 5.930
0.500 5.909
0.382 5.888
LOW 5.818
0.618 5.706
1.000 5.636
1.618 5.524
2.618 5.342
4.250 5.045
Fisher Pivots for day following 18-Dec-2008
Pivot 1 day 3 day
R1 5.909 5.947
PP 5.897 5.922
S1 5.886 5.898

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

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