NYMEX Natural Gas Future June 2009


Trading Metrics calculated at close of trading on 09-Oct-2008
Day Change Summary
Previous Current
08-Oct-2008 09-Oct-2008 Change Change % Previous Week
Open 7.415 7.490 0.075 1.0% 8.049
High 7.479 7.490 0.011 0.1% 8.249
Low 7.314 7.358 0.044 0.6% 7.770
Close 7.433 7.486 0.053 0.7% 7.859
Range 0.165 0.132 -0.033 -20.0% 0.479
ATR 0.245 0.237 -0.008 -3.3% 0.000
Volume 1,851 991 -860 -46.5% 5,217
Daily Pivots for day following 09-Oct-2008
Classic Woodie Camarilla DeMark
R4 7.841 7.795 7.559
R3 7.709 7.663 7.522
R2 7.577 7.577 7.510
R1 7.531 7.531 7.498 7.488
PP 7.445 7.445 7.445 7.423
S1 7.399 7.399 7.474 7.356
S2 7.313 7.313 7.462
S3 7.181 7.267 7.450
S4 7.049 7.135 7.413
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 7.940 7.314 0.626 8.4% 0.180 2.4% 27% False False 1,432
10 8.300 7.314 0.986 13.2% 0.210 2.8% 17% False False 1,117
20 8.545 7.314 1.231 16.4% 0.224 3.0% 14% False False 892
40 9.114 7.314 1.800 24.0% 0.222 3.0% 10% False False 755
60 10.600 7.314 3.286 43.9% 0.234 3.1% 5% False False 681
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.020
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 8.051
2.618 7.836
1.618 7.704
1.000 7.622
0.618 7.572
HIGH 7.490
0.618 7.440
0.500 7.424
0.382 7.408
LOW 7.358
0.618 7.276
1.000 7.226
1.618 7.144
2.618 7.012
4.250 6.797
Fisher Pivots for day following 09-Oct-2008
Pivot 1 day 3 day
R1 7.465 7.475
PP 7.445 7.463
S1 7.424 7.452

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

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