NYMEX Natural Gas Future June 2009

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

Day Change Summary
	Previous	Current
	21-Aug-2008	22-Aug-2008	Change	Change %	Previous Week
Open	8.820	8.850	0.030	0.3%	8.690
High	8.942	8.859	-0.083	-0.9%	8.942
Low	8.820	8.640	-0.180	-2.0%	8.560
Close	8.920	8.662	-0.258	-2.9%	8.662
Range	0.122	0.219	0.097	79.5%	0.382
ATR	0.239	0.242	0.003	1.2%	0.000
Volume	123	72	-51	-41.5%	2,493

Daily Pivots for day following 22-Aug-2008
	Classic	Woodie	Camarilla	DeMark
R4	9.377	9.239	8.782
R3	9.158	9.020	8.722
R2	8.939	8.939	8.702
R1	8.801	8.801	8.682	8.761
PP	8.720	8.720	8.720	8.700
S1	8.582	8.582	8.642	8.542
S2	8.501	8.501	8.622
S3	8.282	8.363	8.602
S4	8.063	8.144	8.542

Weekly Pivots for week ending 22-Aug-2008
	Classic	Woodie	Camarilla	DeMark
R4	9.867	9.647	8.872
R3	9.485	9.265	8.767
R2	9.103	9.103	8.732
R1	8.883	8.883	8.697	8.802
PP	8.721	8.721	8.721	8.681
S1	8.501	8.501	8.627	8.420
S2	8.339	8.339	8.592
S3	7.957	8.119	8.557
S4	7.575	7.737	8.452

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	8.942	8.560	0.382	4.4%	0.165	1.9%	27%	False	False	498
10	9.170	8.560	0.610	7.0%	0.205	2.4%	17%	False	False	725
20	9.637	8.560	1.077	12.4%	0.202	2.3%	9%	False	False	615

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.050
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	9.790
2.618	9.432
1.618	9.213
1.000	9.078
0.618	8.994
HIGH	8.859
0.618	8.775
0.500	8.750
0.382	8.724
LOW	8.640
0.618	8.505
1.000	8.421
1.618	8.286
2.618	8.067
4.250	7.709

Fisher Pivots for day following 22-Aug-2008
Pivot	1 day	3 day
R1	8.750	8.791
PP	8.720	8.748
S1	8.691	8.705

Download as Excel Spreadsheet

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

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