NYMEX Natural Gas Future August 2009


Trading Metrics calculated at close of trading on 29-Dec-2008
Day Change Summary
Previous Current
26-Dec-2008 29-Dec-2008 Change Change % Previous Week
Open 6.240 6.399 0.159 2.5% 5.924
High 6.240 6.451 0.211 3.4% 6.326
Low 6.240 6.358 0.118 1.9% 5.800
Close 6.237 6.442 0.205 3.3% 6.237
Range 0.000 0.093 0.093 0.526
ATR 0.219 0.218 0.000 -0.2% 0.000
Volume 391 60 -331 -84.7% 2,528
Daily Pivots for day following 29-Dec-2008
Classic Woodie Camarilla DeMark
R4 6.696 6.662 6.493
R3 6.603 6.569 6.468
R2 6.510 6.510 6.459
R1 6.476 6.476 6.451 6.493
PP 6.417 6.417 6.417 6.426
S1 6.383 6.383 6.433 6.400
S2 6.324 6.324 6.425
S3 6.231 6.290 6.416
S4 6.138 6.197 6.391
Weekly Pivots for week ending 26-Dec-2008
Classic Woodie Camarilla DeMark
R4 7.699 7.494 6.526
R3 7.173 6.968 6.382
R2 6.647 6.647 6.333
R1 6.442 6.442 6.285 6.545
PP 6.121 6.121 6.121 6.172
S1 5.916 5.916 6.189 6.019
S2 5.595 5.595 6.141
S3 5.069 5.390 6.092
S4 4.543 4.864 5.948
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6.451 5.800 0.651 10.1% 0.178 2.8% 99% True False 517
10 6.451 5.800 0.651 10.1% 0.165 2.6% 99% True False 596
20 6.987 5.800 1.187 18.4% 0.173 2.7% 54% False False 751
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.038
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6.846
2.618 6.694
1.618 6.601
1.000 6.544
0.618 6.508
HIGH 6.451
0.618 6.415
0.500 6.405
0.382 6.394
LOW 6.358
0.618 6.301
1.000 6.265
1.618 6.208
2.618 6.115
4.250 5.963
Fisher Pivots for day following 29-Dec-2008
Pivot 1 day 3 day
R1 6.430 6.372
PP 6.417 6.303
S1 6.405 6.233

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

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