NYMEX Natural Gas Future June 2009


Trading Metrics calculated at close of trading on 01-Oct-2008
Day Change Summary
Previous Current
30-Sep-2008 01-Oct-2008 Change Change % Previous Week
Open 7.890 8.000 0.110 1.4% 8.215
High 7.998 8.249 0.251 3.1% 8.510
Low 7.830 7.970 0.140 1.8% 8.054
Close 7.945 8.122 0.177 2.2% 8.126
Range 0.168 0.279 0.111 66.1% 0.456
ATR 0.256 0.260 0.003 1.3% 0.000
Volume 1,110 869 -241 -21.7% 2,295
Daily Pivots for day following 01-Oct-2008
Classic Woodie Camarilla DeMark
R4 8.951 8.815 8.275
R3 8.672 8.536 8.199
R2 8.393 8.393 8.173
R1 8.257 8.257 8.148 8.325
PP 8.114 8.114 8.114 8.148
S1 7.978 7.978 8.096 8.046
S2 7.835 7.835 8.071
S3 7.556 7.699 8.045
S4 7.277 7.420 7.969
Weekly Pivots for week ending 26-Sep-2008
Classic Woodie Camarilla DeMark
R4 9.598 9.318 8.377
R3 9.142 8.862 8.251
R2 8.686 8.686 8.210
R1 8.406 8.406 8.168 8.318
PP 8.230 8.230 8.230 8.186
S1 7.950 7.950 8.084 7.862
S2 7.774 7.774 8.042
S3 7.318 7.494 8.001
S4 6.862 7.038 7.875
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 8.476 7.770 0.706 8.7% 0.257 3.2% 50% False False 666
10 8.545 7.770 0.775 9.5% 0.246 3.0% 45% False False 758
20 8.545 7.770 0.775 9.5% 0.241 3.0% 45% False False 633
40 9.304 7.770 1.534 18.9% 0.230 2.8% 23% False False 632
60 11.335 7.770 3.565 43.9% 0.244 3.0% 10% False False 602
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 0.041
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 9.435
2.618 8.979
1.618 8.700
1.000 8.528
0.618 8.421
HIGH 8.249
0.618 8.142
0.500 8.110
0.382 8.077
LOW 7.970
0.618 7.798
1.000 7.691
1.618 7.519
2.618 7.240
4.250 6.784
Fisher Pivots for day following 01-Oct-2008
Pivot 1 day 3 day
R1 8.118 8.085
PP 8.114 8.047
S1 8.110 8.010

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

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