NYMEX Natural Gas Future July 2009


Trading Metrics calculated at close of trading on 23-Oct-2008
Day Change Summary
Previous Current
22-Oct-2008 23-Oct-2008 Change Change % Previous Week
Open 7.432 7.250 -0.182 -2.4% 7.470
High 7.442 7.289 -0.153 -2.1% 7.568
Low 7.301 7.072 -0.229 -3.1% 7.182
Close 7.305 7.072 -0.233 -3.2% 7.326
Range 0.141 0.217 0.076 53.9% 0.386
ATR 0.216 0.217 0.001 0.6% 0.000
Volume 894 244 -650 -72.7% 4,685
Daily Pivots for day following 23-Oct-2008
Classic Woodie Camarilla DeMark
R4 7.795 7.651 7.191
R3 7.578 7.434 7.132
R2 7.361 7.361 7.112
R1 7.217 7.217 7.092 7.181
PP 7.144 7.144 7.144 7.126
S1 7.000 7.000 7.052 6.964
S2 6.927 6.927 7.032
S3 6.710 6.783 7.012
S4 6.493 6.566 6.953
Weekly Pivots for week ending 17-Oct-2008
Classic Woodie Camarilla DeMark
R4 8.517 8.307 7.538
R3 8.131 7.921 7.432
R2 7.745 7.745 7.397
R1 7.535 7.535 7.361 7.447
PP 7.359 7.359 7.359 7.315
S1 7.149 7.149 7.291 7.061
S2 6.973 6.973 7.255
S3 6.587 6.763 7.220
S4 6.201 6.377 7.114
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 7.503 7.072 0.431 6.1% 0.202 2.9% 0% False True 957
10 7.568 7.072 0.496 7.0% 0.169 2.4% 0% False True 870
20 8.407 7.072 1.335 18.9% 0.184 2.6% 0% False True 856
40 9.110 7.072 2.038 28.8% 0.214 3.0% 0% False True 724
60 9.739 7.072 2.667 37.7% 0.208 2.9% 0% False True 627
80 11.959 7.072 4.887 69.1% 0.225 3.2% 0% False True 572
100 11.981 7.072 4.909 69.4% 0.201 2.8% 0% False True 555
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 0.032
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 8.211
2.618 7.857
1.618 7.640
1.000 7.506
0.618 7.423
HIGH 7.289
0.618 7.206
0.500 7.181
0.382 7.155
LOW 7.072
0.618 6.938
1.000 6.855
1.618 6.721
2.618 6.504
4.250 6.150
Fisher Pivots for day following 23-Oct-2008
Pivot 1 day 3 day
R1 7.181 7.261
PP 7.144 7.198
S1 7.108 7.135

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

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