NYMEX Natural Gas Future July 2009


Trading Metrics calculated at close of trading on 08-Dec-2008
Day Change Summary
Previous Current
05-Dec-2008 08-Dec-2008 Change Change % Previous Week
Open 6.195 6.000 -0.195 -3.1% 6.750
High 6.267 6.110 -0.157 -2.5% 6.892
Low 6.102 5.950 -0.152 -2.5% 6.102
Close 6.120 6.015 -0.105 -1.7% 6.120
Range 0.165 0.160 -0.005 -3.0% 0.790
ATR 0.273 0.266 -0.007 -2.7% 0.000
Volume 1,767 1,120 -647 -36.6% 6,165
Daily Pivots for day following 08-Dec-2008
Classic Woodie Camarilla DeMark
R4 6.505 6.420 6.103
R3 6.345 6.260 6.059
R2 6.185 6.185 6.044
R1 6.100 6.100 6.030 6.143
PP 6.025 6.025 6.025 6.046
S1 5.940 5.940 6.000 5.983
S2 5.865 5.865 5.986
S3 5.705 5.780 5.971
S4 5.545 5.620 5.927
Weekly Pivots for week ending 05-Dec-2008
Classic Woodie Camarilla DeMark
R4 8.741 8.221 6.555
R3 7.951 7.431 6.337
R2 7.161 7.161 6.265
R1 6.641 6.641 6.192 6.506
PP 6.371 6.371 6.371 6.304
S1 5.851 5.851 6.048 5.716
S2 5.581 5.581 5.975
S3 4.791 5.061 5.903
S4 4.001 4.271 5.686
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6.880 5.950 0.930 15.5% 0.194 3.2% 7% False True 1,245
10 7.106 5.950 1.156 19.2% 0.231 3.8% 6% False True 1,199
20 7.670 5.950 1.720 28.6% 0.233 3.9% 4% False True 1,169
40 7.708 5.950 1.758 29.2% 0.214 3.6% 4% False True 1,062
60 8.598 5.950 2.648 44.0% 0.215 3.6% 2% False True 956
80 9.240 5.950 3.290 54.7% 0.213 3.5% 2% False True 848
100 10.380 5.950 4.430 73.6% 0.221 3.7% 1% False True 760
120 11.981 5.950 6.031 100.3% 0.219 3.6% 1% False True 728
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 0.041
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 6.790
2.618 6.529
1.618 6.369
1.000 6.270
0.618 6.209
HIGH 6.110
0.618 6.049
0.500 6.030
0.382 6.011
LOW 5.950
0.618 5.851
1.000 5.790
1.618 5.691
2.618 5.531
4.250 5.270
Fisher Pivots for day following 08-Dec-2008
Pivot 1 day 3 day
R1 6.030 6.295
PP 6.025 6.202
S1 6.020 6.108

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

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