NYMEX Natural Gas Future July 2009


Trading Metrics calculated at close of trading on 11-Dec-2008
Day Change Summary
Previous Current
10-Dec-2008 11-Dec-2008 Change Change % Previous Week
Open 6.060 6.187 0.127 2.1% 6.750
High 6.215 6.200 -0.015 -0.2% 6.892
Low 6.030 6.025 -0.005 -0.1% 6.102
Close 6.168 6.091 -0.077 -1.2% 6.120
Range 0.185 0.175 -0.010 -5.4% 0.790
ATR 0.253 0.247 -0.006 -2.2% 0.000
Volume 3,268 2,332 -936 -28.6% 6,165
Daily Pivots for day following 11-Dec-2008
Classic Woodie Camarilla DeMark
R4 6.630 6.536 6.187
R3 6.455 6.361 6.139
R2 6.280 6.280 6.123
R1 6.186 6.186 6.107 6.146
PP 6.105 6.105 6.105 6.085
S1 6.011 6.011 6.075 5.971
S2 5.930 5.930 6.059
S3 5.755 5.836 6.043
S4 5.580 5.661 5.995
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 6.267 5.944 0.323 5.3% 0.169 2.8% 46% False False 1,847
10 6.892 5.944 0.948 15.6% 0.193 3.2% 16% False False 1,465
20 7.121 5.944 1.177 19.3% 0.215 3.5% 12% False False 1,380
40 7.708 5.944 1.764 29.0% 0.218 3.6% 8% False False 1,157
60 8.598 5.944 2.654 43.6% 0.212 3.5% 6% False False 1,041
80 9.240 5.944 3.296 54.1% 0.214 3.5% 4% False False 913
100 10.025 5.944 4.081 67.0% 0.221 3.6% 4% False False 811
120 11.981 5.944 6.037 99.1% 0.221 3.6% 2% False False 748
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 True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.042
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6.944
2.618 6.658
1.618 6.483
1.000 6.375
0.618 6.308
HIGH 6.200
0.618 6.133
0.500 6.113
0.382 6.092
LOW 6.025
0.618 5.917
1.000 5.850
1.618 5.742
2.618 5.567
4.250 5.281
Fisher Pivots for day following 11-Dec-2008
Pivot 1 day 3 day
R1 6.113 6.087
PP 6.105 6.083
S1 6.098 6.080

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

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