NYMEX Natural Gas Future August 2009


Trading Metrics calculated at close of trading on 15-Dec-2008
Day Change Summary
Previous Current
12-Dec-2008 15-Dec-2008 Change Change % Previous Week
Open 6.170 6.190 0.020 0.3% 6.139
High 6.170 6.239 0.069 1.1% 6.320
Low 6.041 6.120 0.079 1.3% 6.041
Close 6.043 6.133 0.090 1.5% 6.043
Range 0.129 0.119 -0.010 -7.8% 0.279
ATR 0.234 0.231 -0.003 -1.2% 0.000
Volume 1,836 544 -1,292 -70.4% 4,599
Daily Pivots for day following 15-Dec-2008
Classic Woodie Camarilla DeMark
R4 6.521 6.446 6.198
R3 6.402 6.327 6.166
R2 6.283 6.283 6.155
R1 6.208 6.208 6.144 6.186
PP 6.164 6.164 6.164 6.153
S1 6.089 6.089 6.122 6.067
S2 6.045 6.045 6.111
S3 5.926 5.970 6.100
S4 5.807 5.851 6.068
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 4.5% 0.155 2.5% 33% False False 864
10 6.987 6.041 0.946 15.4% 0.172 2.8% 10% False False 938
20 7.211 6.041 1.170 19.1% 0.175 2.8% 8% False False 861
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 0.033
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 6.745
2.618 6.551
1.618 6.432
1.000 6.358
0.618 6.313
HIGH 6.239
0.618 6.194
0.500 6.180
0.382 6.165
LOW 6.120
0.618 6.046
1.000 6.001
1.618 5.927
2.618 5.808
4.250 5.614
Fisher Pivots for day following 15-Dec-2008
Pivot 1 day 3 day
R1 6.180 6.181
PP 6.164 6.165
S1 6.149 6.149

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

View Archives - Comment on this page... - Back to Index of Symbols