NYMEX Natural Gas Future August 2009

Trading Metrics calculated at close of trading on 17-Dec-2008

Day Change Summary
	Previous	Current
	16-Dec-2008	17-Dec-2008	Change	Change %	Previous Week
Open	6.170	6.250	0.080	1.3%	6.139
High	6.239	6.277	0.038	0.6%	6.320
Low	6.138	6.133	-0.005	-0.1%	6.041
Close	6.221	6.194	-0.027	-0.4%	6.043
Range	0.101	0.144	0.043	42.6%	0.279
ATR	0.222	0.217	-0.006	-2.5%	0.000
Volume	434	514	80	18.4%	4,599

Daily Pivots for day following 17-Dec-2008
	Classic	Woodie	Camarilla	DeMark
R4	6.633	6.558	6.273
R3	6.489	6.414	6.234
R2	6.345	6.345	6.220
R1	6.270	6.270	6.207	6.236
PP	6.201	6.201	6.201	6.184
S1	6.126	6.126	6.181	6.092
S2	6.057	6.057	6.168
S3	5.913	5.982	6.154
S4	5.769	5.838	6.115

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%	0.138	2.2%	55%	False	False	813
10	6.760	6.041	0.719	11.6%	0.163	2.6%	21%	False	False	939
20	7.211	6.041	1.170	18.9%	0.169	2.7%	13%	False	False	857

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.039
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	6.889
2.618	6.654
1.618	6.510
1.000	6.421
0.618	6.366
HIGH	6.277
0.618	6.222
0.500	6.205
0.382	6.188
LOW	6.133
0.618	6.044
1.000	5.989
1.618	5.900
2.618	5.756
4.250	5.521

Fisher Pivots for day following 17-Dec-2008
Pivot	1 day	3 day
R1	6.205	6.199
PP	6.201	6.197
S1	6.198	6.196

Download as Excel Spreadsheet

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

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