NYMEX Natural Gas Future August 2009


Trading Metrics calculated at close of trading on 05-Dec-2008
Day Change Summary
Previous Current
04-Dec-2008 05-Dec-2008 Change Change % Previous Week
Open 6.750 6.270 -0.480 -7.1% 6.837
High 6.760 6.376 -0.384 -5.7% 6.987
Low 6.470 6.208 -0.262 -4.0% 6.208
Close 6.514 6.225 -0.289 -4.4% 6.225
Range 0.290 0.168 -0.122 -42.1% 0.779
ATR 0.260 0.264 0.003 1.3% 0.000
Volume 1,300 2,003 703 54.1% 4,465
Daily Pivots for day following 05-Dec-2008
Classic Woodie Camarilla DeMark
R4 6.774 6.667 6.317
R3 6.606 6.499 6.271
R2 6.438 6.438 6.256
R1 6.331 6.331 6.240 6.301
PP 6.270 6.270 6.270 6.254
S1 6.163 6.163 6.210 6.133
S2 6.102 6.102 6.194
S3 5.934 5.995 6.179
S4 5.766 5.827 6.133
Weekly Pivots for week ending 05-Dec-2008
Classic Woodie Camarilla DeMark
R4 8.810 8.297 6.653
R3 8.031 7.518 6.439
R2 7.252 7.252 6.368
R1 6.739 6.739 6.296 6.606
PP 6.473 6.473 6.473 6.407
S1 5.960 5.960 6.154 5.827
S2 5.694 5.694 6.082
S3 4.915 5.181 6.011
S4 4.136 4.402 5.797
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6.987 6.208 0.779 12.5% 0.199 3.2% 2% False True 893
10 7.153 6.208 0.945 15.2% 0.189 3.0% 2% False True 855
Crabel Price Patterns
NR True
NR4 False
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 0.032
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 7.090
2.618 6.816
1.618 6.648
1.000 6.544
0.618 6.480
HIGH 6.376
0.618 6.312
0.500 6.292
0.382 6.272
LOW 6.208
0.618 6.104
1.000 6.040
1.618 5.936
2.618 5.768
4.250 5.494
Fisher Pivots for day following 05-Dec-2008
Pivot 1 day 3 day
R1 6.292 6.523
PP 6.270 6.423
S1 6.247 6.324

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

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