NYMEX Natural Gas Future June 2009

Trading Metrics calculated at close of trading on 22-Jul-2008

Day Change Summary
	Previous	Current
	21-Jul-2008	22-Jul-2008	Change	Change %	Previous Week
Open	10.000	10.000	0.000	0.0%	11.080
High	10.090	10.000	-0.090	-0.9%	11.225
Low	10.000	9.680	-0.320	-3.2%	10.080
Close	10.102	9.821	-0.281	-2.8%	10.136
Range	0.090	0.320	0.230	255.6%	1.145
ATR	0.269	0.280	0.011	4.1%	0.000
Volume	303	357	54	17.8%	2,691

Daily Pivots for day following 22-Jul-2008
	Classic	Woodie	Camarilla	DeMark
R4	10.794	10.627	9.997
R3	10.474	10.307	9.909
R2	10.154	10.154	9.880
R1	9.987	9.987	9.850	9.911
PP	9.834	9.834	9.834	9.795
S1	9.667	9.667	9.792	9.591
S2	9.514	9.514	9.762
S3	9.194	9.347	9.733
S4	8.874	9.027	9.645

Weekly Pivots for week ending 18-Jul-2008
	Classic	Woodie	Camarilla	DeMark
R4	13.915	13.171	10.766
R3	12.770	12.026	10.451
R2	11.625	11.625	10.346
R1	10.881	10.881	10.241	10.681
PP	10.480	10.480	10.480	10.380
S1	9.736	9.736	10.031	9.536
S2	9.335	9.335	9.926
S3	8.190	8.591	9.821
S4	7.045	7.446	9.506

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	10.675	9.680	0.995	10.1%	0.272	2.8%	14%	False	True	533
10	11.335	9.680	1.655	16.9%	0.283	2.9%	9%	False	True	534

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	0.019
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	11.360
2.618	10.838
1.618	10.518
1.000	10.320
0.618	10.198
HIGH	10.000
0.618	9.878
0.500	9.840
0.382	9.802
LOW	9.680
0.618	9.482
1.000	9.360
1.618	9.162
2.618	8.842
4.250	8.320

Fisher Pivots for day following 22-Jul-2008
Pivot	1 day	3 day
R1	9.840	9.975
PP	9.834	9.924
S1	9.827	9.872

Download as Excel Spreadsheet

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

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