NYMEX Natural Gas Future June 2009


Trading Metrics calculated at close of trading on 27-Aug-2008
Day Change Summary
Previous Current
26-Aug-2008 27-Aug-2008 Change Change % Previous Week
Open 8.910 9.100 0.190 2.1% 8.690
High 8.936 9.100 0.164 1.8% 8.942
Low 8.850 8.915 0.065 0.7% 8.560
Close 8.906 9.020 0.114 1.3% 8.662
Range 0.086 0.185 0.099 115.1% 0.382
ATR 0.237 0.234 -0.003 -1.3% 0.000
Volume 206 231 25 12.1% 2,493
Daily Pivots for day following 27-Aug-2008
Classic Woodie Camarilla DeMark
R4 9.567 9.478 9.122
R3 9.382 9.293 9.071
R2 9.197 9.197 9.054
R1 9.108 9.108 9.037 9.060
PP 9.012 9.012 9.012 8.988
S1 8.923 8.923 9.003 8.875
S2 8.827 8.827 8.986
S3 8.642 8.738 8.969
S4 8.457 8.553 8.918
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 9.100 8.540 0.560 6.2% 0.153 1.7% 86% True False 166
10 9.100 8.540 0.560 6.2% 0.170 1.9% 86% True False 643
20 9.637 8.540 1.097 12.2% 0.199 2.2% 44% False False 583
40 11.774 8.540 3.234 35.9% 0.231 2.6% 15% False False 545
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 0.038
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 9.886
2.618 9.584
1.618 9.399
1.000 9.285
0.618 9.214
HIGH 9.100
0.618 9.029
0.500 9.008
0.382 8.986
LOW 8.915
0.618 8.801
1.000 8.730
1.618 8.616
2.618 8.431
4.250 8.129
Fisher Pivots for day following 27-Aug-2008
Pivot 1 day 3 day
R1 9.016 8.953
PP 9.012 8.887
S1 9.008 8.820

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

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