NYMEX Natural Gas Future July 2009


Trading Metrics calculated at close of trading on 18-Dec-2008
Day Change Summary
Previous Current
17-Dec-2008 18-Dec-2008 Change Change % Previous Week
Open 6.160 6.010 -0.150 -2.4% 6.000
High 6.175 6.129 -0.046 -0.7% 6.215
Low 6.028 5.941 -0.087 -1.4% 5.931
Close 6.094 5.995 -0.099 -1.6% 5.935
Range 0.147 0.188 0.041 27.9% 0.284
ATR 0.223 0.221 -0.003 -1.1% 0.000
Volume 1,350 1,185 -165 -12.2% 8,632
Daily Pivots for day following 18-Dec-2008
Classic Woodie Camarilla DeMark
R4 6.586 6.478 6.098
R3 6.398 6.290 6.047
R2 6.210 6.210 6.029
R1 6.102 6.102 6.012 6.062
PP 6.022 6.022 6.022 6.002
S1 5.914 5.914 5.978 5.874
S2 5.834 5.834 5.961
S3 5.646 5.726 5.943
S4 5.458 5.538 5.892
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 6.175 5.931 0.244 4.1% 0.143 2.4% 26% False False 1,064
10 6.267 5.931 0.336 5.6% 0.156 2.6% 19% False False 1,456
20 7.106 5.931 1.175 19.6% 0.200 3.3% 5% False False 1,346
40 7.708 5.931 1.777 29.6% 0.212 3.5% 4% False False 1,161
60 8.587 5.931 2.656 44.3% 0.204 3.4% 2% False False 1,064
80 9.240 5.931 3.309 55.2% 0.213 3.6% 2% False False 944
100 9.739 5.931 3.808 63.5% 0.211 3.5% 2% False False 840
120 11.981 5.931 6.050 100.9% 0.221 3.7% 1% False False 768
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.034
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 6.928
2.618 6.621
1.618 6.433
1.000 6.317
0.618 6.245
HIGH 6.129
0.618 6.057
0.500 6.035
0.382 6.013
LOW 5.941
0.618 5.825
1.000 5.753
1.618 5.637
2.618 5.449
4.250 5.142
Fisher Pivots for day following 18-Dec-2008
Pivot 1 day 3 day
R1 6.035 6.058
PP 6.022 6.037
S1 6.008 6.016

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

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