NYMEX Natural Gas Future July 2009


Trading Metrics calculated at close of trading on 06-Aug-2008
Day Change Summary
Previous Current
05-Aug-2008 06-Aug-2008 Change Change % Previous Week
Open 9.200 9.220 0.020 0.2% 9.461
High 9.470 9.354 -0.116 -1.2% 9.739
Low 9.160 9.215 0.055 0.6% 9.220
Close 9.285 9.300 0.015 0.2% 9.719
Range 0.310 0.139 -0.171 -55.2% 0.519
ATR 0.280 0.270 -0.010 -3.6% 0.000
Volume 920 171 -749 -81.4% 1,152
Daily Pivots for day following 06-Aug-2008
Classic Woodie Camarilla DeMark
R4 9.707 9.642 9.376
R3 9.568 9.503 9.338
R2 9.429 9.429 9.325
R1 9.364 9.364 9.313 9.397
PP 9.290 9.290 9.290 9.306
S1 9.225 9.225 9.287 9.258
S2 9.151 9.151 9.275
S3 9.012 9.086 9.262
S4 8.873 8.947 9.224
Weekly Pivots for week ending 01-Aug-2008
Classic Woodie Camarilla DeMark
R4 11.116 10.937 10.004
R3 10.597 10.418 9.862
R2 10.078 10.078 9.814
R1 9.899 9.899 9.767 9.989
PP 9.559 9.559 9.559 9.604
S1 9.380 9.380 9.671 9.470
S2 9.040 9.040 9.624
S3 8.521 8.861 9.576
S4 8.002 8.342 9.434
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 9.739 9.160 0.579 6.2% 0.207 2.2% 24% False False 357
10 9.739 9.040 0.699 7.5% 0.264 2.8% 37% False False 361
20 11.460 9.040 2.420 26.0% 0.281 3.0% 11% False False 416
40 11.981 9.040 2.941 31.6% 0.209 2.3% 9% False False 450
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.018
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 9.945
2.618 9.718
1.618 9.579
1.000 9.493
0.618 9.440
HIGH 9.354
0.618 9.301
0.500 9.285
0.382 9.268
LOW 9.215
0.618 9.129
1.000 9.076
1.618 8.990
2.618 8.851
4.250 8.624
Fisher Pivots for day following 06-Aug-2008
Pivot 1 day 3 day
R1 9.295 9.390
PP 9.290 9.360
S1 9.285 9.330

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

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