NYMEX Natural Gas Future June 2009


Trading Metrics calculated at close of trading on 22-Dec-2008
Day Change Summary
Previous Current
19-Dec-2008 22-Dec-2008 Change Change % Previous Week
Open 5.868 5.650 -0.218 -3.7% 5.941
High 5.971 5.697 -0.274 -4.6% 6.075
Low 5.695 5.571 -0.124 -2.2% 5.695
Close 5.717 5.638 -0.079 -1.4% 5.717
Range 0.276 0.126 -0.150 -54.3% 0.380
ATR 0.237 0.231 -0.007 -2.7% 0.000
Volume 2,820 1,481 -1,339 -47.5% 7,187
Daily Pivots for day following 22-Dec-2008
Classic Woodie Camarilla DeMark
R4 6.013 5.952 5.707
R3 5.887 5.826 5.673
R2 5.761 5.761 5.661
R1 5.700 5.700 5.650 5.668
PP 5.635 5.635 5.635 5.619
S1 5.574 5.574 5.626 5.542
S2 5.509 5.509 5.615
S3 5.383 5.448 5.603
S4 5.257 5.322 5.569
Weekly Pivots for week ending 19-Dec-2008
Classic Woodie Camarilla DeMark
R4 6.969 6.723 5.926
R3 6.589 6.343 5.822
R2 6.209 6.209 5.787
R1 5.963 5.963 5.752 5.896
PP 5.829 5.829 5.829 5.796
S1 5.583 5.583 5.682 5.516
S2 5.449 5.449 5.647
S3 5.069 5.203 5.613
S4 4.689 4.823 5.508
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6.075 5.571 0.504 8.9% 0.186 3.3% 13% False True 1,661
10 6.095 5.571 0.524 9.3% 0.180 3.2% 13% False True 1,595
20 6.995 5.571 1.424 25.3% 0.209 3.7% 5% False True 1,471
40 7.599 5.571 2.028 36.0% 0.228 4.0% 3% False True 1,432
60 8.249 5.571 2.678 47.5% 0.215 3.8% 3% False True 1,320
80 8.846 5.571 3.275 58.1% 0.221 3.9% 2% False True 1,148
100 9.637 5.571 4.066 72.1% 0.221 3.9% 2% False True 1,035
120 11.774 5.571 6.203 110.0% 0.228 4.0% 1% False True 947
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
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 0.047
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 6.233
2.618 6.027
1.618 5.901
1.000 5.823
0.618 5.775
HIGH 5.697
0.618 5.649
0.500 5.634
0.382 5.619
LOW 5.571
0.618 5.493
1.000 5.445
1.618 5.367
2.618 5.241
4.250 5.036
Fisher Pivots for day following 22-Dec-2008
Pivot 1 day 3 day
R1 5.637 5.786
PP 5.635 5.736
S1 5.634 5.687

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

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