NYMEX Natural Gas Future June 2009

Trading Metrics calculated at close of trading on 23-Jul-2008

Day Change Summary
	Previous	Current
	22-Jul-2008	23-Jul-2008	Change	Change %	Previous Week
Open	10.000	9.747	-0.253	-2.5%	11.080
High	10.000	9.924	-0.076	-0.8%	11.225
Low	9.680	9.478	-0.202	-2.1%	10.080
Close	9.821	9.577	-0.244	-2.5%	10.136
Range	0.320	0.446	0.126	39.4%	1.145
ATR	0.280	0.292	0.012	4.2%	0.000
Volume	357	798	441	123.5%	2,691

Daily Pivots for day following 23-Jul-2008
	Classic	Woodie	Camarilla	DeMark
R4	10.998	10.733	9.822
R3	10.552	10.287	9.700
R2	10.106	10.106	9.659
R1	9.841	9.841	9.618	9.751
PP	9.660	9.660	9.660	9.614
S1	9.395	9.395	9.536	9.305
S2	9.214	9.214	9.495
S3	8.768	8.949	9.454
S4	8.322	8.503	9.332

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	10.600	9.478	1.122	11.7%	0.312	3.3%	9%	False	True	519
10	11.335	9.478	1.857	19.4%	0.297	3.1%	5%	False	True	505

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0.030
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	11.820
2.618	11.092
1.618	10.646
1.000	10.370
0.618	10.200
HIGH	9.924
0.618	9.754
0.500	9.701
0.382	9.648
LOW	9.478
0.618	9.202
1.000	9.032
1.618	8.756
2.618	8.310
4.250	7.583

Fisher Pivots for day following 23-Jul-2008
Pivot	1 day	3 day
R1	9.701	9.784
PP	9.660	9.715
S1	9.618	9.646

Download as Excel Spreadsheet

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

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