NYMEX Natural Gas Future June 2009


Trading Metrics calculated at close of trading on 02-Oct-2008
Day Change Summary
Previous Current
01-Oct-2008 02-Oct-2008 Change Change % Previous Week
Open 8.000 8.140 0.140 1.8% 8.215
High 8.249 8.140 -0.109 -1.3% 8.510
Low 7.970 7.914 -0.056 -0.7% 8.054
Close 8.122 7.955 -0.167 -2.1% 8.126
Range 0.279 0.226 -0.053 -19.0% 0.456
ATR 0.260 0.257 -0.002 -0.9% 0.000
Volume 869 1,112 243 28.0% 2,295
Daily Pivots for day following 02-Oct-2008
Classic Woodie Camarilla DeMark
R4 8.681 8.544 8.079
R3 8.455 8.318 8.017
R2 8.229 8.229 7.996
R1 8.092 8.092 7.976 8.048
PP 8.003 8.003 8.003 7.981
S1 7.866 7.866 7.934 7.822
S2 7.777 7.777 7.914
S3 7.551 7.640 7.893
S4 7.325 7.414 7.831
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 8.300 7.770 0.530 6.7% 0.240 3.0% 35% False False 803
10 8.510 7.770 0.740 9.3% 0.226 2.8% 25% False False 649
20 8.545 7.770 0.775 9.7% 0.241 3.0% 24% False False 653
40 9.285 7.770 1.515 19.0% 0.232 2.9% 12% False False 654
60 11.335 7.770 3.565 44.8% 0.242 3.0% 5% False False 603
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 0.039
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 9.101
2.618 8.732
1.618 8.506
1.000 8.366
0.618 8.280
HIGH 8.140
0.618 8.054
0.500 8.027
0.382 8.000
LOW 7.914
0.618 7.774
1.000 7.688
1.618 7.548
2.618 7.322
4.250 6.954
Fisher Pivots for day following 02-Oct-2008
Pivot 1 day 3 day
R1 8.027 8.040
PP 8.003 8.011
S1 7.979 7.983

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

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