NYMEX Natural Gas Future August 2009


Trading Metrics calculated at close of trading on 24-Dec-2008
Day Change Summary
Previous Current
23-Dec-2008 24-Dec-2008 Change Change % Previous Week
Open 5.915 6.125 0.210 3.6% 6.190
High 6.260 6.326 0.066 1.1% 6.277
Low 5.900 6.015 0.115 1.9% 5.910
Close 6.203 6.326 0.123 2.0% 5.940
Range 0.360 0.311 -0.049 -13.6% 0.367
ATR 0.223 0.229 0.006 2.8% 0.000
Volume 829 559 -270 -32.6% 3,376
Daily Pivots for day following 24-Dec-2008
Classic Woodie Camarilla DeMark
R4 7.155 7.052 6.497
R3 6.844 6.741 6.412
R2 6.533 6.533 6.383
R1 6.430 6.430 6.355 6.482
PP 6.222 6.222 6.222 6.248
S1 6.119 6.119 6.297 6.171
S2 5.911 5.911 6.269
S3 5.600 5.808 6.240
S4 5.289 5.497 6.155
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 6.326 5.800 0.526 8.3% 0.239 3.8% 100% True False 804
10 6.326 5.800 0.526 8.3% 0.188 3.0% 100% True False 808
20 7.153 5.800 1.353 21.4% 0.189 3.0% 39% False False 800
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 0.035
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 7.648
2.618 7.140
1.618 6.829
1.000 6.637
0.618 6.518
HIGH 6.326
0.618 6.207
0.500 6.171
0.382 6.134
LOW 6.015
0.618 5.823
1.000 5.704
1.618 5.512
2.618 5.201
4.250 4.693
Fisher Pivots for day following 24-Dec-2008
Pivot 1 day 3 day
R1 6.274 6.238
PP 6.222 6.151
S1 6.171 6.063

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

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