NYMEX Natural Gas Future August 2009


Trading Metrics calculated at close of trading on 18-Dec-2008
Day Change Summary
Previous Current
17-Dec-2008 18-Dec-2008 Change Change % Previous Week
Open 6.250 6.110 -0.140 -2.2% 6.139
High 6.277 6.212 -0.065 -1.0% 6.320
Low 6.133 6.070 -0.063 -1.0% 6.041
Close 6.194 6.095 -0.099 -1.6% 6.043
Range 0.144 0.142 -0.002 -1.4% 0.279
ATR 0.217 0.211 -0.005 -2.5% 0.000
Volume 514 762 248 48.2% 4,599
Daily Pivots for day following 18-Dec-2008
Classic Woodie Camarilla DeMark
R4 6.552 6.465 6.173
R3 6.410 6.323 6.134
R2 6.268 6.268 6.121
R1 6.181 6.181 6.108 6.154
PP 6.126 6.126 6.126 6.112
S1 6.039 6.039 6.082 6.012
S2 5.984 5.984 6.069
S3 5.842 5.897 6.056
S4 5.700 5.755 6.017
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 6.277 6.041 0.236 3.9% 0.127 2.1% 23% False False 818
10 6.376 6.041 0.335 5.5% 0.149 2.4% 16% False False 885
20 7.153 6.041 1.112 18.2% 0.168 2.8% 5% False False 815
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 0.042
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6.816
2.618 6.584
1.618 6.442
1.000 6.354
0.618 6.300
HIGH 6.212
0.618 6.158
0.500 6.141
0.382 6.124
LOW 6.070
0.618 5.982
1.000 5.928
1.618 5.840
2.618 5.698
4.250 5.467
Fisher Pivots for day following 18-Dec-2008
Pivot 1 day 3 day
R1 6.141 6.174
PP 6.126 6.147
S1 6.110 6.121

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

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