NYMEX Natural Gas Future June 2009


Trading Metrics calculated at close of trading on 22-Sep-2008
Day Change Summary
Previous Current
19-Sep-2008 22-Sep-2008 Change Change % Previous Week
Open 8.290 8.215 -0.075 -0.9% 8.130
High 8.359 8.383 0.024 0.3% 8.545
Low 8.166 8.196 0.030 0.4% 7.870
Close 8.270 8.340 0.070 0.8% 8.270
Range 0.193 0.187 -0.006 -3.1% 0.675
ATR 0.266 0.260 -0.006 -2.1% 0.000
Volume 580 271 -309 -53.3% 4,348
Daily Pivots for day following 22-Sep-2008
Classic Woodie Camarilla DeMark
R4 8.867 8.791 8.443
R3 8.680 8.604 8.391
R2 8.493 8.493 8.374
R1 8.417 8.417 8.357 8.455
PP 8.306 8.306 8.306 8.326
S1 8.230 8.230 8.323 8.268
S2 8.119 8.119 8.306
S3 7.932 8.043 8.289
S4 7.745 7.856 8.237
Weekly Pivots for week ending 19-Sep-2008
Classic Woodie Camarilla DeMark
R4 10.253 9.937 8.641
R3 9.578 9.262 8.456
R2 8.903 8.903 8.394
R1 8.587 8.587 8.332 8.745
PP 8.228 8.228 8.228 8.308
S1 7.912 7.912 8.208 8.070
S2 7.553 7.553 8.146
S3 6.878 7.237 8.084
S4 6.203 6.562 7.899
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 8.545 7.870 0.675 8.1% 0.244 2.9% 70% False False 832
10 8.545 7.870 0.675 8.1% 0.242 2.9% 70% False False 673
20 9.114 7.870 1.244 14.9% 0.242 2.9% 38% False False 580
40 9.637 7.870 1.767 21.2% 0.222 2.7% 27% False False 597
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.032
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 9.178
2.618 8.873
1.618 8.686
1.000 8.570
0.618 8.499
HIGH 8.383
0.618 8.312
0.500 8.290
0.382 8.267
LOW 8.196
0.618 8.080
1.000 8.009
1.618 7.893
2.618 7.706
4.250 7.401
Fisher Pivots for day following 22-Sep-2008
Pivot 1 day 3 day
R1 8.323 8.338
PP 8.306 8.336
S1 8.290 8.334

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

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