NYMEX Natural Gas Future June 2009


Trading Metrics calculated at close of trading on 03-Oct-2008
Day Change Summary
Previous Current
02-Oct-2008 03-Oct-2008 Change Change % Previous Week
Open 8.140 7.920 -0.220 -2.7% 8.049
High 8.140 7.940 -0.200 -2.5% 8.249
Low 7.914 7.821 -0.093 -1.2% 7.770
Close 7.955 7.859 -0.096 -1.2% 7.859
Range 0.226 0.119 -0.107 -47.3% 0.479
ATR 0.257 0.249 -0.009 -3.4% 0.000
Volume 1,112 1,597 485 43.6% 5,217
Daily Pivots for day following 03-Oct-2008
Classic Woodie Camarilla DeMark
R4 8.230 8.164 7.924
R3 8.111 8.045 7.892
R2 7.992 7.992 7.881
R1 7.926 7.926 7.870 7.900
PP 7.873 7.873 7.873 7.860
S1 7.807 7.807 7.848 7.781
S2 7.754 7.754 7.837
S3 7.635 7.688 7.826
S4 7.516 7.569 7.794
Weekly Pivots for week ending 03-Oct-2008
Classic Woodie Camarilla DeMark
R4 9.396 9.107 8.122
R3 8.917 8.628 7.991
R2 8.438 8.438 7.947
R1 8.149 8.149 7.903 8.054
PP 7.959 7.959 7.959 7.912
S1 7.670 7.670 7.815 7.575
S2 7.480 7.480 7.771
S3 7.001 7.191 7.727
S4 6.522 6.712 7.596
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 8.249 7.770 0.479 6.1% 0.214 2.7% 19% False False 1,043
10 8.510 7.770 0.740 9.4% 0.219 2.8% 12% False False 751
20 8.545 7.770 0.775 9.9% 0.235 3.0% 11% False False 712
40 9.170 7.770 1.400 17.8% 0.228 2.9% 6% False False 662
60 11.335 7.770 3.565 45.4% 0.241 3.1% 2% False False 624
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.034
Narrowest range in 27 trading days
Fibonacci Retracements and Extensions
4.250 8.446
2.618 8.252
1.618 8.133
1.000 8.059
0.618 8.014
HIGH 7.940
0.618 7.895
0.500 7.881
0.382 7.866
LOW 7.821
0.618 7.747
1.000 7.702
1.618 7.628
2.618 7.509
4.250 7.315
Fisher Pivots for day following 03-Oct-2008
Pivot 1 day 3 day
R1 7.881 8.035
PP 7.873 7.976
S1 7.866 7.918

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

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