NYMEX Natural Gas Future August 2009


Trading Metrics calculated at close of trading on 16-Dec-2008
Day Change Summary
Previous Current
15-Dec-2008 16-Dec-2008 Change Change % Previous Week
Open 6.190 6.170 -0.020 -0.3% 6.139
High 6.239 6.239 0.000 0.0% 6.320
Low 6.120 6.138 0.018 0.3% 6.041
Close 6.133 6.221 0.088 1.4% 6.043
Range 0.119 0.101 -0.018 -15.1% 0.279
ATR 0.231 0.222 -0.009 -3.9% 0.000
Volume 544 434 -110 -20.2% 4,599
Daily Pivots for day following 16-Dec-2008
Classic Woodie Camarilla DeMark
R4 6.502 6.463 6.277
R3 6.401 6.362 6.249
R2 6.300 6.300 6.240
R1 6.261 6.261 6.230 6.281
PP 6.199 6.199 6.199 6.209
S1 6.160 6.160 6.212 6.180
S2 6.098 6.098 6.202
S3 5.997 6.059 6.193
S4 5.896 5.958 6.165
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% 0.142 2.3% 65% False False 826
10 6.837 6.041 0.796 12.8% 0.159 2.5% 23% False False 956
20 7.211 6.041 1.170 18.8% 0.171 2.7% 15% False False 869
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 True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.037
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 6.668
2.618 6.503
1.618 6.402
1.000 6.340
0.618 6.301
HIGH 6.239
0.618 6.200
0.500 6.189
0.382 6.177
LOW 6.138
0.618 6.076
1.000 6.037
1.618 5.975
2.618 5.874
4.250 5.709
Fisher Pivots for day following 16-Dec-2008
Pivot 1 day 3 day
R1 6.210 6.194
PP 6.199 6.167
S1 6.189 6.140

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

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