NYMEX Natural Gas Future June 2009


Trading Metrics calculated at close of trading on 26-Sep-2008
Day Change Summary
Previous Current
25-Sep-2008 26-Sep-2008 Change Change % Previous Week
Open 8.299 8.300 0.001 0.0% 8.215
High 8.476 8.300 -0.176 -2.1% 8.510
Low 8.161 8.054 -0.107 -1.3% 8.054
Close 8.308 8.126 -0.182 -2.2% 8.126
Range 0.315 0.246 -0.069 -21.9% 0.456
ATR 0.254 0.254 0.000 0.0% 0.000
Volume 427 395 -32 -7.5% 2,295
Daily Pivots for day following 26-Sep-2008
Classic Woodie Camarilla DeMark
R4 8.898 8.758 8.261
R3 8.652 8.512 8.194
R2 8.406 8.406 8.171
R1 8.266 8.266 8.149 8.213
PP 8.160 8.160 8.160 8.134
S1 8.020 8.020 8.103 7.967
S2 7.914 7.914 8.081
S3 7.668 7.774 8.058
S4 7.422 7.528 7.991
Weekly Pivots for week ending 26-Sep-2008
Classic Woodie Camarilla DeMark
R4 9.598 9.318 8.377
R3 9.142 8.862 8.251
R2 8.686 8.686 8.210
R1 8.406 8.406 8.168 8.318
PP 8.230 8.230 8.230 8.186
S1 7.950 7.950 8.084 7.862
S2 7.774 7.774 8.042
S3 7.318 7.494 8.001
S4 6.862 7.038 7.875
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 8.510 8.054 0.456 5.6% 0.223 2.7% 16% False True 459
10 8.545 7.870 0.675 8.3% 0.244 3.0% 38% False False 664
20 8.846 7.870 0.976 12.0% 0.236 2.9% 26% False False 632
40 9.637 7.870 1.767 21.7% 0.230 2.8% 14% False False 607
60 11.774 7.870 3.904 48.0% 0.241 3.0% 7% False False 573
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.042
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 9.346
2.618 8.944
1.618 8.698
1.000 8.546
0.618 8.452
HIGH 8.300
0.618 8.206
0.500 8.177
0.382 8.148
LOW 8.054
0.618 7.902
1.000 7.808
1.618 7.656
2.618 7.410
4.250 7.009
Fisher Pivots for day following 26-Sep-2008
Pivot 1 day 3 day
R1 8.177 8.265
PP 8.160 8.219
S1 8.143 8.172

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

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