NYMEX Natural Gas Future July 2009


Trading Metrics calculated at close of trading on 12-Sep-2008
Day Change Summary
Previous Current
11-Sep-2008 12-Sep-2008 Change Change % Previous Week
Open 8.290 8.182 -0.108 -1.3% 8.428
High 8.304 8.335 0.031 0.4% 8.626
Low 8.141 8.144 0.003 0.0% 8.141
Close 8.173 8.211 0.038 0.5% 8.211
Range 0.163 0.191 0.028 17.2% 0.485
ATR 0.247 0.243 -0.004 -1.6% 0.000
Volume 249 242 -7 -2.8% 2,702
Daily Pivots for day following 12-Sep-2008
Classic Woodie Camarilla DeMark
R4 8.803 8.698 8.316
R3 8.612 8.507 8.264
R2 8.421 8.421 8.246
R1 8.316 8.316 8.229 8.369
PP 8.230 8.230 8.230 8.256
S1 8.125 8.125 8.193 8.178
S2 8.039 8.039 8.176
S3 7.848 7.934 8.158
S4 7.657 7.743 8.106
Weekly Pivots for week ending 12-Sep-2008
Classic Woodie Camarilla DeMark
R4 9.781 9.481 8.478
R3 9.296 8.996 8.344
R2 8.811 8.811 8.300
R1 8.511 8.511 8.255 8.419
PP 8.326 8.326 8.326 8.280
S1 8.026 8.026 8.167 7.934
S2 7.841 7.841 8.122
S3 7.356 7.541 8.078
S4 6.871 7.056 7.944
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 8.626 8.141 0.485 5.9% 0.209 2.5% 14% False False 540
10 8.975 8.141 0.834 10.2% 0.217 2.6% 8% False False 559
20 9.240 8.141 1.099 13.4% 0.204 2.5% 6% False False 523
40 10.380 8.141 2.239 27.3% 0.229 2.8% 3% False False 466
60 11.981 8.141 3.840 46.8% 0.223 2.7% 2% False False 501
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 0.043
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 9.147
2.618 8.835
1.618 8.644
1.000 8.526
0.618 8.453
HIGH 8.335
0.618 8.262
0.500 8.240
0.382 8.217
LOW 8.144
0.618 8.026
1.000 7.953
1.618 7.835
2.618 7.644
4.250 7.332
Fisher Pivots for day following 12-Sep-2008
Pivot 1 day 3 day
R1 8.240 8.273
PP 8.230 8.252
S1 8.221 8.232

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

View Archives - Comment on this page... - Back to Index of Symbols