NYMEX Natural Gas Future July 2009


Trading Metrics calculated at close of trading on 15-Dec-2008
Day Change Summary
Previous Current
12-Dec-2008 15-Dec-2008 Change Change % Previous Week
Open 6.060 6.086 0.026 0.4% 6.000
High 6.060 6.127 0.067 1.1% 6.215
Low 5.931 5.986 0.055 0.9% 5.931
Close 5.935 6.025 0.090 1.5% 5.935
Range 0.129 0.141 0.012 9.3% 0.284
ATR 0.241 0.238 -0.004 -1.5% 0.000
Volume 1,162 564 -598 -51.5% 8,632
Daily Pivots for day following 15-Dec-2008
Classic Woodie Camarilla DeMark
R4 6.469 6.388 6.103
R3 6.328 6.247 6.064
R2 6.187 6.187 6.051
R1 6.106 6.106 6.038 6.076
PP 6.046 6.046 6.046 6.031
S1 5.965 5.965 6.012 5.935
S2 5.905 5.905 5.999
S3 5.764 5.824 5.986
S4 5.623 5.683 5.947
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 4.7% 0.158 2.6% 33% False False 1,615
10 6.880 5.931 0.949 15.8% 0.176 2.9% 10% False False 1,430
20 7.121 5.931 1.190 19.8% 0.202 3.4% 8% False False 1,315
40 7.708 5.931 1.777 29.5% 0.217 3.6% 5% False False 1,146
60 8.598 5.931 2.667 44.3% 0.207 3.4% 4% False False 1,034
80 9.240 5.931 3.309 54.9% 0.214 3.5% 3% False False 913
100 9.739 5.931 3.808 63.2% 0.213 3.5% 2% False False 815
120 11.981 5.931 6.050 100.4% 0.220 3.6% 2% False False 749
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 0.035
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6.726
2.618 6.496
1.618 6.355
1.000 6.268
0.618 6.214
HIGH 6.127
0.618 6.073
0.500 6.057
0.382 6.040
LOW 5.986
0.618 5.899
1.000 5.845
1.618 5.758
2.618 5.617
4.250 5.387
Fisher Pivots for day following 15-Dec-2008
Pivot 1 day 3 day
R1 6.057 6.066
PP 6.046 6.052
S1 6.036 6.039

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

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