NYMEX Natural Gas Future June 2009


Trading Metrics calculated at close of trading on 06-Oct-2008
Day Change Summary
Previous Current
03-Oct-2008 06-Oct-2008 Change Change % Previous Week
Open 7.920 7.800 -0.120 -1.5% 8.049
High 7.940 7.800 -0.140 -1.8% 8.249
Low 7.821 7.487 -0.334 -4.3% 7.770
Close 7.859 7.483 -0.376 -4.8% 7.859
Range 0.119 0.313 0.194 163.0% 0.479
ATR 0.249 0.257 0.009 3.5% 0.000
Volume 1,597 754 -843 -52.8% 5,217
Daily Pivots for day following 06-Oct-2008
Classic Woodie Camarilla DeMark
R4 8.529 8.319 7.655
R3 8.216 8.006 7.569
R2 7.903 7.903 7.540
R1 7.693 7.693 7.512 7.642
PP 7.590 7.590 7.590 7.564
S1 7.380 7.380 7.454 7.329
S2 7.277 7.277 7.426
S3 6.964 7.067 7.397
S4 6.651 6.754 7.311
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 7.487 0.762 10.2% 0.221 3.0% -1% False True 1,088
10 8.510 7.487 1.023 13.7% 0.231 3.1% 0% False True 799
20 8.545 7.487 1.058 14.1% 0.236 3.2% 0% False True 736
40 9.170 7.487 1.683 22.5% 0.230 3.1% 0% False True 671
60 11.225 7.487 3.738 50.0% 0.241 3.2% 0% False True 627
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.032
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 9.130
2.618 8.619
1.618 8.306
1.000 8.113
0.618 7.993
HIGH 7.800
0.618 7.680
0.500 7.644
0.382 7.607
LOW 7.487
0.618 7.294
1.000 7.174
1.618 6.981
2.618 6.668
4.250 6.157
Fisher Pivots for day following 06-Oct-2008
Pivot 1 day 3 day
R1 7.644 7.814
PP 7.590 7.703
S1 7.537 7.593

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

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