NYMEX Natural Gas Future July 2009


Trading Metrics calculated at close of trading on 24-Jun-2008
Day Change Summary
Previous Current
23-Jun-2008 24-Jun-2008 Change Change % Previous Week
Open 11.580 11.655 0.075 0.6% 11.368
High 11.627 11.655 0.028 0.2% 11.580
Low 11.580 11.488 -0.092 -0.8% 11.201
Close 11.592 11.581 -0.011 -0.1% 11.437
Range 0.047 0.167 0.120 255.3% 0.379
ATR 0.171 0.171 0.000 -0.2% 0.000
Volume 484 1,732 1,248 257.9% 2,370
Daily Pivots for day following 24-Jun-2008
Classic Woodie Camarilla DeMark
R4 12.076 11.995 11.673
R3 11.909 11.828 11.627
R2 11.742 11.742 11.612
R1 11.661 11.661 11.596 11.618
PP 11.575 11.575 11.575 11.553
S1 11.494 11.494 11.566 11.451
S2 11.408 11.408 11.550
S3 11.241 11.327 11.535
S4 11.074 11.160 11.489
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 11.655 11.201 0.454 3.9% 0.139 1.2% 84% True False 862
10 11.655 10.980 0.675 5.8% 0.092 0.8% 89% True False 543
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.008
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 12.365
2.618 12.092
1.618 11.925
1.000 11.822
0.618 11.758
HIGH 11.655
0.618 11.591
0.500 11.572
0.382 11.552
LOW 11.488
0.618 11.385
1.000 11.321
1.618 11.218
2.618 11.051
4.250 10.778
Fisher Pivots for day following 24-Jun-2008
Pivot 1 day 3 day
R1 11.578 11.572
PP 11.575 11.564
S1 11.572 11.555

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

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