NYMEX Natural Gas Future August 2009


Trading Metrics calculated at close of trading on 12-Dec-2008
Day Change Summary
Previous Current
11-Dec-2008 12-Dec-2008 Change Change % Previous Week
Open 6.300 6.170 -0.130 -2.1% 6.139
High 6.320 6.170 -0.150 -2.4% 6.320
Low 6.125 6.041 -0.084 -1.4% 6.041
Close 6.199 6.043 -0.156 -2.5% 6.043
Range 0.195 0.129 -0.066 -33.8% 0.279
ATR 0.240 0.234 -0.006 -2.4% 0.000
Volume 739 1,836 1,097 148.4% 4,599
Daily Pivots for day following 12-Dec-2008
Classic Woodie Camarilla DeMark
R4 6.472 6.386 6.114
R3 6.343 6.257 6.078
R2 6.214 6.214 6.067
R1 6.128 6.128 6.055 6.107
PP 6.085 6.085 6.085 6.074
S1 5.999 5.999 6.031 5.978
S2 5.956 5.956 6.019
S3 5.827 5.870 6.008
S4 5.698 5.741 5.972
Weekly Pivots for week ending 12-Dec-2008
Classic Woodie Camarilla DeMark
R4 6.972 6.786 6.196
R3 6.693 6.507 6.120
R2 6.414 6.414 6.094
R1 6.228 6.228 6.069 6.182
PP 6.135 6.135 6.135 6.111
S1 5.949 5.949 6.017 5.903
S2 5.856 5.856 5.992
S3 5.577 5.670 5.966
S4 5.298 5.391 5.890
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6.320 6.041 0.279 4.6% 0.162 2.7% 1% False True 919
10 6.987 6.041 0.946 15.7% 0.181 3.0% 0% False True 906
20 7.211 6.041 1.170 19.4% 0.179 3.0% 0% False True 890
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.035
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 6.718
2.618 6.508
1.618 6.379
1.000 6.299
0.618 6.250
HIGH 6.170
0.618 6.121
0.500 6.106
0.382 6.090
LOW 6.041
0.618 5.961
1.000 5.912
1.618 5.832
2.618 5.703
4.250 5.493
Fisher Pivots for day following 12-Dec-2008
Pivot 1 day 3 day
R1 6.106 6.181
PP 6.085 6.135
S1 6.064 6.089

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

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