NYMEX Natural Gas Future July 2009


Trading Metrics calculated at close of trading on 15-Oct-2008
Day Change Summary
Previous Current
14-Oct-2008 15-Oct-2008 Change Change % Previous Week
Open 7.560 7.320 -0.240 -3.2% 7.940
High 7.568 7.335 -0.233 -3.1% 7.940
Low 7.409 7.201 -0.208 -2.8% 7.360
Close 7.419 7.234 -0.185 -2.5% 7.364
Range 0.159 0.134 -0.025 -15.7% 0.580
ATR 0.228 0.227 -0.001 -0.3% 0.000
Volume 573 1,033 460 80.3% 5,808
Daily Pivots for day following 15-Oct-2008
Classic Woodie Camarilla DeMark
R4 7.659 7.580 7.308
R3 7.525 7.446 7.271
R2 7.391 7.391 7.259
R1 7.312 7.312 7.246 7.285
PP 7.257 7.257 7.257 7.243
S1 7.178 7.178 7.222 7.151
S2 7.123 7.123 7.209
S3 6.989 7.044 7.197
S4 6.855 6.910 7.160
Weekly Pivots for week ending 10-Oct-2008
Classic Woodie Camarilla DeMark
R4 9.295 8.909 7.683
R3 8.715 8.329 7.524
R2 8.135 8.135 7.470
R1 7.749 7.749 7.417 7.652
PP 7.555 7.555 7.555 7.506
S1 7.169 7.169 7.311 7.072
S2 6.975 6.975 7.258
S3 6.395 6.589 7.205
S4 5.815 6.009 7.045
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 7.620 7.201 0.419 5.8% 0.141 1.9% 8% False True 878
10 8.300 7.201 1.099 15.2% 0.175 2.4% 3% False True 988
20 8.598 7.201 1.397 19.3% 0.200 2.8% 2% False True 808
40 9.240 7.201 2.039 28.2% 0.210 2.9% 2% False True 668
60 10.025 7.201 2.824 39.0% 0.223 3.1% 1% False True 579
80 11.981 7.201 4.780 66.1% 0.222 3.1% 1% False True 543
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 0.020
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 7.905
2.618 7.686
1.618 7.552
1.000 7.469
0.618 7.418
HIGH 7.335
0.618 7.284
0.500 7.268
0.382 7.252
LOW 7.201
0.618 7.118
1.000 7.067
1.618 6.984
2.618 6.850
4.250 6.632
Fisher Pivots for day following 15-Oct-2008
Pivot 1 day 3 day
R1 7.268 7.385
PP 7.257 7.334
S1 7.245 7.284

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

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