NYMEX Natural Gas Future July 2009


Trading Metrics calculated at close of trading on 12-Jun-2008
Day Change Summary
Previous Current
11-Jun-2008 12-Jun-2008 Change Change % Previous Week
Open 11.001 11.145 0.144 1.3% 10.645
High 11.025 11.145 0.120 1.1% 10.940
Low 10.980 11.060 0.080 0.7% 10.560
Close 11.013 11.194 0.181 1.6% 10.921
Range 0.045 0.085 0.040 88.9% 0.380
ATR
Volume 524 156 -368 -70.2% 1,053
Daily Pivots for day following 12-Jun-2008
Classic Woodie Camarilla DeMark
R4 11.388 11.376 11.241
R3 11.303 11.291 11.217
R2 11.218 11.218 11.210
R1 11.206 11.206 11.202 11.212
PP 11.133 11.133 11.133 11.136
S1 11.121 11.121 11.186 11.127
S2 11.048 11.048 11.178
S3 10.963 11.036 11.171
S4 10.878 10.951 11.147
Weekly Pivots for week ending 06-Jun-2008
Classic Woodie Camarilla DeMark
R4 11.947 11.814 11.130
R3 11.567 11.434 11.026
R2 11.187 11.187 10.991
R1 11.054 11.054 10.956 11.121
PP 10.807 10.807 10.807 10.840
S1 10.674 10.674 10.886 10.741
S2 10.427 10.427 10.851
S3 10.047 10.294 10.817
S4 9.667 9.914 10.712
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 11.145 10.865 0.280 2.5% 0.069 0.6% 118% True False 201
10 11.145 10.455 0.690 6.2% 0.075 0.7% 107% True False 317
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.015
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 11.506
2.618 11.368
1.618 11.283
1.000 11.230
0.618 11.198
HIGH 11.145
0.618 11.113
0.500 11.103
0.382 11.092
LOW 11.060
0.618 11.007
1.000 10.975
1.618 10.922
2.618 10.837
4.250 10.699
Fisher Pivots for day following 12-Jun-2008
Pivot 1 day 3 day
R1 11.164 11.131
PP 11.133 11.068
S1 11.103 11.005

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

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