NYMEX Natural Gas Future August 2009


Trading Metrics calculated at close of trading on 01-Dec-2008
Day Change Summary
Previous Current
28-Nov-2008 01-Dec-2008 Change Change % Previous Week
Open 6.728 6.837 0.109 1.6% 7.032
High 6.737 6.978 0.241 3.6% 7.153
Low 6.691 6.776 0.085 1.3% 6.691
Close 6.896 6.962 0.066 1.0% 6.896
Range 0.046 0.202 0.156 339.1% 0.462
ATR 0.000 0.273 0.273 0.000
Volume 761 219 -542 -71.2% 3,135
Daily Pivots for day following 01-Dec-2008
Classic Woodie Camarilla DeMark
R4 7.511 7.439 7.073
R3 7.309 7.237 7.018
R2 7.107 7.107 6.999
R1 7.035 7.035 6.981 7.071
PP 6.905 6.905 6.905 6.924
S1 6.833 6.833 6.943 6.869
S2 6.703 6.703 6.925
S3 6.501 6.631 6.906
S4 6.299 6.429 6.851
Weekly Pivots for week ending 28-Nov-2008
Classic Woodie Camarilla DeMark
R4 8.299 8.060 7.150
R3 7.837 7.598 7.023
R2 7.375 7.375 6.981
R1 7.136 7.136 6.938 7.025
PP 6.913 6.913 6.913 6.858
S1 6.674 6.674 6.854 6.563
S2 6.451 6.451 6.811
S3 5.989 6.212 6.769
S4 5.527 5.750 6.642
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 7.153 6.691 0.462 6.6% 0.191 2.7% 59% False False 670
10 7.211 6.691 0.520 7.5% 0.177 2.5% 52% False False 784
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 0.043
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 7.837
2.618 7.507
1.618 7.305
1.000 7.180
0.618 7.103
HIGH 6.978
0.618 6.901
0.500 6.877
0.382 6.853
LOW 6.776
0.618 6.651
1.000 6.574
1.618 6.449
2.618 6.247
4.250 5.918
Fisher Pivots for day following 01-Dec-2008
Pivot 1 day 3 day
R1 6.934 6.949
PP 6.905 6.935
S1 6.877 6.922

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

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