NYMEX Natural Gas Future June 2009

Trading Metrics calculated at close of trading on 20-Aug-2008

Day Change Summary
	Previous	Current
	19-Aug-2008	20-Aug-2008	Change	Change %	Previous Week
Open	8.600	8.760	0.160	1.9%	8.901
High	8.735	8.830	0.095	1.1%	9.170
Low	8.560	8.650	0.090	1.1%	8.690
Close	8.676	8.789	0.113	1.3%	8.795
Range	0.175	0.180	0.005	2.9%	0.480
ATR	0.251	0.246	-0.005	-2.0%	0.000
Volume	626	1,015	389	62.1%	4,766

Daily Pivots for day following 20-Aug-2008
	Classic	Woodie	Camarilla	DeMark
R4	9.296	9.223	8.888
R3	9.116	9.043	8.839
R2	8.936	8.936	8.822
R1	8.863	8.863	8.806	8.900
PP	8.756	8.756	8.756	8.775
S1	8.683	8.683	8.773	8.720
S2	8.576	8.576	8.756
S3	8.396	8.503	8.740
S4	8.216	8.323	8.690

Weekly Pivots for week ending 15-Aug-2008
	Classic	Woodie	Camarilla	DeMark
R4	10.325	10.040	9.059
R3	9.845	9.560	8.927
R2	9.365	9.365	8.883
R1	9.080	9.080	8.839	8.983
PP	8.885	8.885	8.885	8.836
S1	8.600	8.600	8.751	8.503
S2	8.405	8.405	8.707
S3	7.925	8.120	8.663
S4	7.445	7.640	8.531

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	9.079	8.560	0.519	5.9%	0.187	2.1%	44%	False	False	1,121
10	9.285	8.560	0.725	8.2%	0.220	2.5%	32%	False	False	875
20	9.637	8.560	1.077	12.3%	0.225	2.6%	21%	False	False	684

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	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.055
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	9.595
2.618	9.301
1.618	9.121
1.000	9.010
0.618	8.941
HIGH	8.830
0.618	8.761
0.500	8.740
0.382	8.719
LOW	8.650
0.618	8.539
1.000	8.470
1.618	8.359
2.618	8.179
4.250	7.885

Fisher Pivots for day following 20-Aug-2008
Pivot	1 day	3 day
R1	8.773	8.758
PP	8.756	8.726
S1	8.740	8.695

Download as Excel Spreadsheet

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

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