NYMEX Natural Gas Future August 2009


Trading Metrics calculated at close of trading on 23-Dec-2008
Day Change Summary
Previous Current
22-Dec-2008 23-Dec-2008 Change Change % Previous Week
Open 5.924 5.915 -0.009 -0.2% 6.190
High 5.925 6.260 0.335 5.7% 6.277
Low 5.800 5.900 0.100 1.7% 5.910
Close 5.863 6.203 0.340 5.8% 5.940
Range 0.125 0.360 0.235 188.0% 0.367
ATR 0.209 0.223 0.013 6.4% 0.000
Volume 749 829 80 10.7% 3,376
Daily Pivots for day following 23-Dec-2008
Classic Woodie Camarilla DeMark
R4 7.201 7.062 6.401
R3 6.841 6.702 6.302
R2 6.481 6.481 6.269
R1 6.342 6.342 6.236 6.412
PP 6.121 6.121 6.121 6.156
S1 5.982 5.982 6.170 6.052
S2 5.761 5.761 6.137
S3 5.401 5.622 6.104
S4 5.041 5.262 6.005
Weekly Pivots for week ending 19-Dec-2008
Classic Woodie Camarilla DeMark
R4 7.143 6.909 6.142
R3 6.776 6.542 6.041
R2 6.409 6.409 6.007
R1 6.175 6.175 5.974 6.109
PP 6.042 6.042 6.042 6.009
S1 5.808 5.808 5.906 5.742
S2 5.675 5.675 5.873
S3 5.308 5.441 5.839
S4 4.941 5.074 5.738
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6.277 5.800 0.477 7.7% 0.205 3.3% 84% False False 795
10 6.320 5.800 0.520 8.4% 0.174 2.8% 78% False False 811
20 7.153 5.800 1.353 21.8% 0.183 2.9% 30% False False 808
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.029
Widest range in 18 trading days
Fibonacci Retracements and Extensions
4.250 7.790
2.618 7.202
1.618 6.842
1.000 6.620
0.618 6.482
HIGH 6.260
0.618 6.122
0.500 6.080
0.382 6.038
LOW 5.900
0.618 5.678
1.000 5.540
1.618 5.318
2.618 4.958
4.250 4.370
Fisher Pivots for day following 23-Dec-2008
Pivot 1 day 3 day
R1 6.162 6.145
PP 6.121 6.088
S1 6.080 6.030

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

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