NYMEX Natural Gas Future June 2009


Trading Metrics calculated at close of trading on 31-Dec-2008
Day Change Summary
Previous Current
30-Dec-2008 31-Dec-2008 Change Change % Previous Week
Open 6.220 6.100 -0.120 -1.9% 5.650
High 6.220 6.100 -0.120 -1.9% 6.103
Low 6.051 5.770 -0.281 -4.6% 5.571
Close 6.093 5.904 -0.189 -3.1% 6.031
Range 0.169 0.330 0.161 95.3% 0.532
ATR 0.233 0.240 0.007 3.0% 0.000
Volume 1,180 984 -196 -16.6% 6,080
Daily Pivots for day following 31-Dec-2008
Classic Woodie Camarilla DeMark
R4 6.915 6.739 6.086
R3 6.585 6.409 5.995
R2 6.255 6.255 5.965
R1 6.079 6.079 5.934 6.002
PP 5.925 5.925 5.925 5.886
S1 5.749 5.749 5.874 5.672
S2 5.595 5.595 5.844
S3 5.265 5.419 5.813
S4 4.935 5.089 5.723
Weekly Pivots for week ending 26-Dec-2008
Classic Woodie Camarilla DeMark
R4 7.498 7.296 6.324
R3 6.966 6.764 6.177
R2 6.434 6.434 6.129
R1 6.232 6.232 6.080 6.333
PP 5.902 5.902 5.902 5.952
S1 5.700 5.700 5.982 5.801
S2 5.370 5.370 5.933
S3 4.838 5.168 5.885
S4 4.306 4.636 5.738
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6.269 5.770 0.499 8.5% 0.187 3.2% 27% False True 1,094
10 6.269 5.571 0.698 11.8% 0.207 3.5% 48% False False 1,336
20 6.627 5.571 1.056 17.9% 0.193 3.3% 32% False False 1,509
40 7.599 5.571 2.028 34.3% 0.220 3.7% 16% False False 1,370
60 7.599 5.571 2.028 34.3% 0.213 3.6% 16% False False 1,339
80 8.545 5.571 2.974 50.4% 0.219 3.7% 11% False False 1,188
100 9.170 5.571 3.599 61.0% 0.220 3.7% 9% False False 1,072
120 11.225 5.571 5.654 95.8% 0.227 3.8% 6% False False 983
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 0.038
Widest range in 23 trading days
Fibonacci Retracements and Extensions
4.250 7.503
2.618 6.964
1.618 6.634
1.000 6.430
0.618 6.304
HIGH 6.100
0.618 5.974
0.500 5.935
0.382 5.896
LOW 5.770
0.618 5.566
1.000 5.440
1.618 5.236
2.618 4.906
4.250 4.368
Fisher Pivots for day following 31-Dec-2008
Pivot 1 day 3 day
R1 5.935 6.020
PP 5.925 5.981
S1 5.914 5.943

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

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