NYMEX Natural Gas Future August 2009


Trading Metrics calculated at close of trading on 25-Nov-2008
Day Change Summary
Previous Current
24-Nov-2008 25-Nov-2008 Change Change % Previous Week
Open 7.032 6.940 -0.092 -1.3% 7.012
High 7.126 6.940 -0.186 -2.6% 7.211
Low 6.969 6.760 -0.209 -3.0% 6.805
Close 7.120 6.783 -0.337 -4.7% 6.877
Range 0.157 0.180 0.023 14.6% 0.406
ATR
Volume 981 724 -257 -26.2% 4,491
Daily Pivots for day following 25-Nov-2008
Classic Woodie Camarilla DeMark
R4 7.368 7.255 6.882
R3 7.188 7.075 6.833
R2 7.008 7.008 6.816
R1 6.895 6.895 6.800 6.862
PP 6.828 6.828 6.828 6.811
S1 6.715 6.715 6.767 6.682
S2 6.648 6.648 6.750
S3 6.468 6.535 6.734
S4 6.288 6.355 6.684
Weekly Pivots for week ending 21-Nov-2008
Classic Woodie Camarilla DeMark
R4 8.182 7.936 7.100
R3 7.776 7.530 6.989
R2 7.370 7.370 6.951
R1 7.124 7.124 6.914 7.044
PP 6.964 6.964 6.964 6.925
S1 6.718 6.718 6.840 6.638
S2 6.558 6.558 6.803
S3 6.152 6.312 6.765
S4 5.746 5.906 6.654
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 7.211 6.760 0.451 6.6% 0.160 2.4% 5% False True 1,034
10 7.230 6.744 0.486 7.2% 0.195 2.9% 8% False False 812
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.049
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 7.705
2.618 7.411
1.618 7.231
1.000 7.120
0.618 7.051
HIGH 6.940
0.618 6.871
0.500 6.850
0.382 6.829
LOW 6.760
0.618 6.649
1.000 6.580
1.618 6.469
2.618 6.289
4.250 5.995
Fisher Pivots for day following 25-Nov-2008
Pivot 1 day 3 day
R1 6.850 6.943
PP 6.828 6.890
S1 6.805 6.836

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

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