NYMEX Natural Gas Future June 2009


Trading Metrics calculated at close of trading on 24-Dec-2008
Day Change Summary
Previous Current
23-Dec-2008 24-Dec-2008 Change Change % Previous Week
Open 5.717 5.920 0.203 3.6% 5.941
High 6.026 6.103 0.077 1.3% 6.075
Low 5.700 5.800 0.100 1.8% 5.695
Close 5.995 6.121 0.126 2.1% 5.717
Range 0.326 0.303 -0.023 -7.1% 0.380
ATR 0.242 0.246 0.004 1.8% 0.000
Volume 1,645 1,011 -634 -38.5% 7,187
Daily Pivots for day following 24-Dec-2008
Classic Woodie Camarilla DeMark
R4 6.917 6.822 6.288
R3 6.614 6.519 6.204
R2 6.311 6.311 6.177
R1 6.216 6.216 6.149 6.264
PP 6.008 6.008 6.008 6.032
S1 5.913 5.913 6.093 5.961
S2 5.705 5.705 6.065
S3 5.402 5.610 6.038
S4 5.099 5.307 5.954
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 6.103 5.571 0.532 8.7% 0.243 4.0% 103% True False 1,607
10 6.103 5.571 0.532 8.7% 0.207 3.4% 103% True False 1,478
20 6.995 5.571 1.424 23.3% 0.219 3.6% 39% False False 1,489
40 7.599 5.571 2.028 33.1% 0.235 3.8% 27% False False 1,412
60 8.249 5.571 2.678 43.8% 0.219 3.6% 21% False False 1,337
80 8.545 5.571 2.974 48.6% 0.223 3.6% 18% False False 1,161
100 9.387 5.571 3.816 62.3% 0.224 3.7% 14% False False 1,055
120 11.335 5.571 5.764 94.2% 0.230 3.8% 10% False False 965
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 False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.050
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 7.391
2.618 6.896
1.618 6.593
1.000 6.406
0.618 6.290
HIGH 6.103
0.618 5.987
0.500 5.952
0.382 5.916
LOW 5.800
0.618 5.613
1.000 5.497
1.618 5.310
2.618 5.007
4.250 4.512
Fisher Pivots for day following 24-Dec-2008
Pivot 1 day 3 day
R1 6.065 6.026
PP 6.008 5.932
S1 5.952 5.837

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

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