NYMEX Natural Gas Future June 2009

Trading Metrics calculated at close of trading on 17-Jul-2008

Day Change Summary
	Previous	Current
	16-Jul-2008	17-Jul-2008	Change	Change %	Previous Week
Open	10.675	10.559	-0.116	-1.1%	11.770
High	10.675	10.600	-0.075	-0.7%	11.770
Low	10.431	10.080	-0.351	-3.4%	10.996
Close	10.624	10.150	-0.474	-4.5%	11.083
Range	0.244	0.520	0.276	113.1%	0.774
ATR
Volume	870	440	-430	-49.4%	2,414

Daily Pivots for day following 17-Jul-2008
	Classic	Woodie	Camarilla	DeMark
R4	11.837	11.513	10.436
R3	11.317	10.993	10.293
R2	10.797	10.797	10.245
R1	10.473	10.473	10.198	10.375
PP	10.277	10.277	10.277	10.228
S1	9.953	9.953	10.102	9.855
S2	9.757	9.757	10.055
S3	9.237	9.433	10.007
S4	8.717	8.913	9.864

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	10.080	1.255	12.4%	0.345	3.4%	6%	False	True	510
10	11.774	10.080	1.694	16.7%	0.280	2.8%	4%	False	True	476

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	0.013
Widest range in 13 trading days

Fibonacci Retracements and Extensions
4.250	12.810
2.618	11.961
1.618	11.441
1.000	11.120
0.618	10.921
HIGH	10.600
0.618	10.401
0.500	10.340
0.382	10.279
LOW	10.080
0.618	9.759
1.000	9.560
1.618	9.239
2.618	8.719
4.250	7.870

Fisher Pivots for day following 17-Jul-2008
Pivot	1 day	3 day
R1	10.340	10.638
PP	10.277	10.475
S1	10.213	10.313

Download as Excel Spreadsheet

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

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