NYMEX Natural Gas Future July 2009


Trading Metrics calculated at close of trading on 19-Dec-2008
Day Change Summary
Previous Current
18-Dec-2008 19-Dec-2008 Change Change % Previous Week
Open 6.010 5.990 -0.020 -0.3% 6.086
High 6.129 6.082 -0.047 -0.8% 6.175
Low 5.941 5.808 -0.133 -2.2% 5.808
Close 5.995 5.842 -0.153 -2.6% 5.842
Range 0.188 0.274 0.086 45.7% 0.367
ATR 0.221 0.224 0.004 1.7% 0.000
Volume 1,185 1,785 600 50.6% 5,947
Daily Pivots for day following 19-Dec-2008
Classic Woodie Camarilla DeMark
R4 6.733 6.561 5.993
R3 6.459 6.287 5.917
R2 6.185 6.185 5.892
R1 6.013 6.013 5.867 5.962
PP 5.911 5.911 5.911 5.885
S1 5.739 5.739 5.817 5.688
S2 5.637 5.637 5.792
S3 5.363 5.465 5.767
S4 5.089 5.191 5.691
Weekly Pivots for week ending 19-Dec-2008
Classic Woodie Camarilla DeMark
R4 7.043 6.809 6.044
R3 6.676 6.442 5.943
R2 6.309 6.309 5.909
R1 6.075 6.075 5.876 6.009
PP 5.942 5.942 5.942 5.908
S1 5.708 5.708 5.808 5.642
S2 5.575 5.575 5.775
S3 5.208 5.341 5.741
S4 4.841 4.974 5.640
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6.175 5.808 0.367 6.3% 0.172 2.9% 9% False True 1,189
10 6.215 5.808 0.407 7.0% 0.167 2.9% 8% False True 1,457
20 7.106 5.808 1.298 22.2% 0.199 3.4% 3% False True 1,364
40 7.708 5.808 1.900 32.5% 0.214 3.7% 2% False True 1,200
60 8.407 5.808 2.599 44.5% 0.204 3.5% 1% False True 1,085
80 9.110 5.808 3.302 56.5% 0.214 3.7% 1% False True 962
100 9.739 5.808 3.931 67.3% 0.210 3.6% 1% False True 856
120 11.959 5.808 6.151 105.3% 0.222 3.8% 1% False True 781
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 False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.036
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 7.247
2.618 6.799
1.618 6.525
1.000 6.356
0.618 6.251
HIGH 6.082
0.618 5.977
0.500 5.945
0.382 5.913
LOW 5.808
0.618 5.639
1.000 5.534
1.618 5.365
2.618 5.091
4.250 4.644
Fisher Pivots for day following 19-Dec-2008
Pivot 1 day 3 day
R1 5.945 5.992
PP 5.911 5.942
S1 5.876 5.892

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

View Archives - Comment on this page... - Back to Index of Symbols