NYMEX Natural Gas Future July 2009


Trading Metrics calculated at close of trading on 22-Dec-2008
Day Change Summary
Previous Current
19-Dec-2008 22-Dec-2008 Change Change % Previous Week
Open 5.990 5.813 -0.177 -3.0% 6.086
High 6.082 5.820 -0.262 -4.3% 6.175
Low 5.808 5.692 -0.116 -2.0% 5.808
Close 5.842 5.763 -0.079 -1.4% 5.842
Range 0.274 0.128 -0.146 -53.3% 0.367
ATR 0.224 0.219 -0.005 -2.4% 0.000
Volume 1,785 1,889 104 5.8% 5,947
Daily Pivots for day following 22-Dec-2008
Classic Woodie Camarilla DeMark
R4 6.142 6.081 5.833
R3 6.014 5.953 5.798
R2 5.886 5.886 5.786
R1 5.825 5.825 5.775 5.792
PP 5.758 5.758 5.758 5.742
S1 5.697 5.697 5.751 5.664
S2 5.630 5.630 5.740
S3 5.502 5.569 5.728
S4 5.374 5.441 5.693
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 5.692 0.483 8.4% 0.169 2.9% 15% False True 1,454
10 6.215 5.692 0.523 9.1% 0.164 2.8% 14% False True 1,534
20 7.106 5.692 1.414 24.5% 0.197 3.4% 5% False True 1,367
40 7.708 5.692 2.016 35.0% 0.213 3.7% 4% False True 1,231
60 8.373 5.692 2.681 46.5% 0.202 3.5% 3% False True 1,113
80 8.975 5.692 3.283 57.0% 0.209 3.6% 2% False True 979
100 9.739 5.692 4.047 70.2% 0.210 3.7% 2% False True 872
120 11.959 5.692 6.267 108.7% 0.222 3.8% 1% False True 795
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
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 0.031
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 6.364
2.618 6.155
1.618 6.027
1.000 5.948
0.618 5.899
HIGH 5.820
0.618 5.771
0.500 5.756
0.382 5.741
LOW 5.692
0.618 5.613
1.000 5.564
1.618 5.485
2.618 5.357
4.250 5.148
Fisher Pivots for day following 22-Dec-2008
Pivot 1 day 3 day
R1 5.761 5.911
PP 5.758 5.861
S1 5.756 5.812

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

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