NYMEX Natural Gas Future June 2009

Trading Metrics calculated at close of trading on 15-Jul-2008

Day Change Summary
	Previous	Current
	14-Jul-2008	15-Jul-2008	Change	Change %	Previous Week
Open	11.080	11.195	0.115	1.0%	11.770
High	11.225	11.195	-0.030	-0.3%	11.770
Low	11.077	10.677	-0.400	-3.6%	10.996
Close	11.140	10.718	-0.422	-3.8%	11.083
Range	0.148	0.518	0.370	250.0%	0.774
ATR
Volume	466	217	-249	-53.4%	2,414

Daily Pivots for day following 15-Jul-2008
	Classic	Woodie	Camarilla	DeMark
R4	12.417	12.086	11.003
R3	11.899	11.568	10.860
R2	11.381	11.381	10.813
R1	11.050	11.050	10.765	10.957
PP	10.863	10.863	10.863	10.817
S1	10.532	10.532	10.671	10.439
S2	10.345	10.345	10.623
S3	9.827	10.014	10.576
S4	9.309	9.496	10.433

Weekly Pivots for week ending 11-Jul-2008
	Classic	Woodie	Camarilla	DeMark
R4	13.605	13.118	11.509
R3	12.831	12.344	11.296
R2	12.057	12.057	11.225
R1	11.570	11.570	11.154	11.427
PP	11.283	11.283	11.283	11.211
S1	10.796	10.796	11.012	10.653
S2	10.509	10.509	10.941
S3	9.735	10.022	10.870
S4	8.961	9.248	10.657

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	11.335	10.677	0.658	6.1%	0.293	2.7%	6%	False	True	535
10	11.817	10.677	1.140	10.6%	0.237	2.2%	4%	False	True	402

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.019
Widest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	13.397
2.618	12.551
1.618	12.033
1.000	11.713
0.618	11.515
HIGH	11.195
0.618	10.997
0.500	10.936
0.382	10.875
LOW	10.677
0.618	10.357
1.000	10.159
1.618	9.839
2.618	9.321
4.250	8.476

Fisher Pivots for day following 15-Jul-2008
Pivot	1 day	3 day
R1	10.936	11.006
PP	10.863	10.910
S1	10.791	10.814

Download as Excel Spreadsheet

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

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