NYMEX Natural Gas Future June 2009


Trading Metrics calculated at close of trading on 23-Dec-2008
Day Change Summary
Previous Current
22-Dec-2008 23-Dec-2008 Change Change % Previous Week
Open 5.650 5.717 0.067 1.2% 5.941
High 5.697 6.026 0.329 5.8% 6.075
Low 5.571 5.700 0.129 2.3% 5.695
Close 5.638 5.995 0.357 6.3% 5.717
Range 0.126 0.326 0.200 158.7% 0.380
ATR 0.231 0.242 0.011 4.9% 0.000
Volume 1,481 1,645 164 11.1% 7,187
Daily Pivots for day following 23-Dec-2008
Classic Woodie Camarilla DeMark
R4 6.885 6.766 6.174
R3 6.559 6.440 6.085
R2 6.233 6.233 6.055
R1 6.114 6.114 6.025 6.174
PP 5.907 5.907 5.907 5.937
S1 5.788 5.788 5.965 5.848
S2 5.581 5.581 5.935
S3 5.255 5.462 5.905
S4 4.929 5.136 5.816
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 8.4% 0.226 3.8% 84% False False 1,579
10 6.095 5.571 0.524 8.7% 0.195 3.3% 81% False False 1,582
20 6.995 5.571 1.424 23.8% 0.218 3.6% 30% False False 1,516
40 7.599 5.571 2.028 33.8% 0.232 3.9% 21% False False 1,435
60 8.249 5.571 2.678 44.7% 0.216 3.6% 16% False False 1,338
80 8.545 5.571 2.974 49.6% 0.222 3.7% 14% False False 1,157
100 9.524 5.571 3.953 65.9% 0.224 3.7% 11% False False 1,048
120 11.770 5.571 6.199 103.4% 0.230 3.8% 7% False False 957
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.041
Widest range in 18 trading days
Fibonacci Retracements and Extensions
4.250 7.412
2.618 6.879
1.618 6.553
1.000 6.352
0.618 6.227
HIGH 6.026
0.618 5.901
0.500 5.863
0.382 5.825
LOW 5.700
0.618 5.499
1.000 5.374
1.618 5.173
2.618 4.847
4.250 4.315
Fisher Pivots for day following 23-Dec-2008
Pivot 1 day 3 day
R1 5.951 5.930
PP 5.907 5.864
S1 5.863 5.799

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

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