NYMEX Natural Gas Future July 2009


Trading Metrics calculated at close of trading on 12-Dec-2008
Day Change Summary
Previous Current
11-Dec-2008 12-Dec-2008 Change Change % Previous Week
Open 6.187 6.060 -0.127 -2.1% 6.000
High 6.200 6.060 -0.140 -2.3% 6.215
Low 6.025 5.931 -0.094 -1.6% 5.931
Close 6.091 5.935 -0.156 -2.6% 5.935
Range 0.175 0.129 -0.046 -26.3% 0.284
ATR 0.247 0.241 -0.006 -2.5% 0.000
Volume 2,332 1,162 -1,170 -50.2% 8,632
Daily Pivots for day following 12-Dec-2008
Classic Woodie Camarilla DeMark
R4 6.362 6.278 6.006
R3 6.233 6.149 5.970
R2 6.104 6.104 5.959
R1 6.020 6.020 5.947 5.998
PP 5.975 5.975 5.975 5.964
S1 5.891 5.891 5.923 5.869
S2 5.846 5.846 5.911
S3 5.717 5.762 5.900
S4 5.588 5.633 5.864
Weekly Pivots for week ending 12-Dec-2008
Classic Woodie Camarilla DeMark
R4 6.879 6.691 6.091
R3 6.595 6.407 6.013
R2 6.311 6.311 5.987
R1 6.123 6.123 5.961 6.075
PP 6.027 6.027 6.027 6.003
S1 5.839 5.839 5.909 5.791
S2 5.743 5.743 5.883
S3 5.459 5.555 5.857
S4 5.175 5.271 5.779
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6.215 5.931 0.284 4.8% 0.162 2.7% 1% False True 1,726
10 6.892 5.931 0.961 16.2% 0.182 3.1% 0% False True 1,479
20 7.121 5.931 1.190 20.1% 0.207 3.5% 0% False True 1,385
40 7.708 5.931 1.777 29.9% 0.218 3.7% 0% False True 1,171
60 8.598 5.931 2.667 44.9% 0.207 3.5% 0% False True 1,033
80 9.240 5.931 3.309 55.8% 0.214 3.6% 0% False True 908
100 9.739 5.931 3.808 64.2% 0.218 3.7% 0% False True 815
120 11.981 5.931 6.050 101.9% 0.221 3.7% 0% False True 756
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.037
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 6.608
2.618 6.398
1.618 6.269
1.000 6.189
0.618 6.140
HIGH 6.060
0.618 6.011
0.500 5.996
0.382 5.980
LOW 5.931
0.618 5.851
1.000 5.802
1.618 5.722
2.618 5.593
4.250 5.383
Fisher Pivots for day following 12-Dec-2008
Pivot 1 day 3 day
R1 5.996 6.073
PP 5.975 6.027
S1 5.955 5.981

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

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