NYMEX Natural Gas Future July 2009


Trading Metrics calculated at close of trading on 30-Jun-2008
Day Change Summary
Previous Current
27-Jun-2008 30-Jun-2008 Change Change % Previous Week
Open 11.640 11.760 0.120 1.0% 11.580
High 11.734 11.810 0.076 0.6% 11.734
Low 11.640 11.701 0.061 0.5% 11.365
Close 11.651 11.768 0.117 1.0% 11.651
Range 0.094 0.109 0.015 16.0% 0.369
ATR 0.172 0.171 -0.001 -0.5% 0.000
Volume 374 698 324 86.6% 4,155
Daily Pivots for day following 30-Jun-2008
Classic Woodie Camarilla DeMark
R4 12.087 12.036 11.828
R3 11.978 11.927 11.798
R2 11.869 11.869 11.788
R1 11.818 11.818 11.778 11.844
PP 11.760 11.760 11.760 11.772
S1 11.709 11.709 11.758 11.735
S2 11.651 11.651 11.748
S3 11.542 11.600 11.738
S4 11.433 11.491 11.708
Weekly Pivots for week ending 27-Jun-2008
Classic Woodie Camarilla DeMark
R4 12.690 12.540 11.854
R3 12.321 12.171 11.752
R2 11.952 11.952 11.719
R1 11.802 11.802 11.685 11.877
PP 11.583 11.583 11.583 11.621
S1 11.433 11.433 11.617 11.508
S2 11.214 11.214 11.583
S3 10.845 11.064 11.550
S4 10.476 10.695 11.448
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 11.810 11.365 0.445 3.8% 0.153 1.3% 91% True False 873
10 11.810 11.201 0.609 5.2% 0.135 1.1% 93% True False 708
20 11.810 10.560 1.250 10.6% 0.103 0.9% 97% True False 468
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 0.020
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 12.273
2.618 12.095
1.618 11.986
1.000 11.919
0.618 11.877
HIGH 11.810
0.618 11.768
0.500 11.756
0.382 11.743
LOW 11.701
0.618 11.634
1.000 11.592
1.618 11.525
2.618 11.416
4.250 11.238
Fisher Pivots for day following 30-Jun-2008
Pivot 1 day 3 day
R1 11.764 11.708
PP 11.760 11.648
S1 11.756 11.588

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

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