NYMEX Natural Gas Future June 2009

Trading Metrics calculated at close of trading on 08-Sep-2008

Day Change Summary
	Previous	Current
	05-Sep-2008	08-Sep-2008	Change	Change %	Previous Week
Open	8.325	8.321	-0.004	0.0%	8.431
High	8.427	8.530	0.103	1.2%	8.434
Low	8.191	8.250	0.059	0.7%	8.060
Close	8.399	8.386	-0.013	-0.2%	8.399
Range	0.236	0.280	0.044	18.6%	0.374
ATR	0.260	0.261	0.001	0.6%	0.000
Volume	425	272	-153	-36.0%	2,676

Daily Pivots for day following 08-Sep-2008
	Classic	Woodie	Camarilla	DeMark
R4	9.229	9.087	8.540
R3	8.949	8.807	8.463
R2	8.669	8.669	8.437
R1	8.527	8.527	8.412	8.598
PP	8.389	8.389	8.389	8.424
S1	8.247	8.247	8.360	8.318
S2	8.109	8.109	8.335
S3	7.829	7.967	8.309
S4	7.549	7.687	8.232

Weekly Pivots for week ending 05-Sep-2008
	Classic	Woodie	Camarilla	DeMark
R4	9.420	9.283	8.605
R3	9.046	8.909	8.502
R2	8.672	8.672	8.468
R1	8.535	8.535	8.433	8.417
PP	8.298	8.298	8.298	8.238
S1	8.161	8.161	8.365	8.043
S2	7.924	7.924	8.330
S3	7.550	7.787	8.296
S4	7.176	7.413	8.193

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	8.530	8.060	0.470	5.6%	0.231	2.8%	69%	True	False	589
10	9.114	8.060	1.054	12.6%	0.243	2.9%	31%	False	False	486
20	9.170	8.060	1.110	13.2%	0.224	2.7%	29%	False	False	606
40	11.225	8.060	3.165	37.7%	0.244	2.9%	10%	False	False	572

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	0.055
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	9.720
2.618	9.263
1.618	8.983
1.000	8.810
0.618	8.703
HIGH	8.530
0.618	8.423
0.500	8.390
0.382	8.357
LOW	8.250
0.618	8.077
1.000	7.970
1.618	7.797
2.618	7.517
4.250	7.060

Fisher Pivots for day following 08-Sep-2008
Pivot	1 day	3 day
R1	8.390	8.360
PP	8.389	8.334
S1	8.387	8.308

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols