NYMEX Natural Gas Future July 2009


Trading Metrics calculated at close of trading on 20-Jun-2008
Day Change Summary
Previous Current
19-Jun-2008 20-Jun-2008 Change Change % Previous Week
Open 11.500 11.558 0.058 0.5% 11.368
High 11.500 11.580 0.080 0.7% 11.580
Low 11.201 11.455 0.254 2.3% 11.201
Close 11.339 11.437 0.098 0.9% 11.437
Range 0.299 0.125 -0.174 -58.2% 0.379
ATR 0.164 0.170 0.005 3.4% 0.000
Volume 218 1,787 1,569 719.7% 2,370
Daily Pivots for day following 20-Jun-2008
Classic Woodie Camarilla DeMark
R4 11.866 11.776 11.506
R3 11.741 11.651 11.471
R2 11.616 11.616 11.460
R1 11.526 11.526 11.448 11.509
PP 11.491 11.491 11.491 11.482
S1 11.401 11.401 11.426 11.384
S2 11.366 11.366 11.414
S3 11.241 11.276 11.403
S4 11.116 11.151 11.368
Weekly Pivots for week ending 20-Jun-2008
Classic Woodie Camarilla DeMark
R4 12.543 12.369 11.645
R3 12.164 11.990 11.541
R2 11.785 11.785 11.506
R1 11.611 11.611 11.472 11.698
PP 11.406 11.406 11.406 11.450
S1 11.232 11.232 11.402 11.319
S2 11.027 11.027 11.368
S3 10.648 10.853 11.333
S4 10.269 10.474 11.229
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 11.580 11.201 0.379 3.3% 0.108 0.9% 62% True False 474
10 11.580 10.865 0.715 6.3% 0.090 0.8% 80% True False 352
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 0.008
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 12.111
2.618 11.907
1.618 11.782
1.000 11.705
0.618 11.657
HIGH 11.580
0.618 11.532
0.500 11.518
0.382 11.503
LOW 11.455
0.618 11.378
1.000 11.330
1.618 11.253
2.618 11.128
4.250 10.924
Fisher Pivots for day following 20-Jun-2008
Pivot 1 day 3 day
R1 11.518 11.422
PP 11.491 11.406
S1 11.464 11.391

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

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