NYMEX Natural Gas Future June 2009


Trading Metrics calculated at close of trading on 14-Oct-2008
Day Change Summary
Previous Current
13-Oct-2008 14-Oct-2008 Change Change % Previous Week
Open 7.330 7.453 0.123 1.7% 7.800
High 7.405 7.453 0.048 0.6% 7.800
Low 7.299 7.286 -0.013 -0.2% 7.222
Close 7.355 7.294 -0.061 -0.8% 7.239
Range 0.106 0.167 0.061 57.5% 0.578
ATR 0.234 0.229 -0.005 -2.0% 0.000
Volume 2,371 642 -1,729 -72.9% 6,186
Daily Pivots for day following 14-Oct-2008
Classic Woodie Camarilla DeMark
R4 7.845 7.737 7.386
R3 7.678 7.570 7.340
R2 7.511 7.511 7.325
R1 7.403 7.403 7.309 7.374
PP 7.344 7.344 7.344 7.330
S1 7.236 7.236 7.279 7.207
S2 7.177 7.177 7.263
S3 7.010 7.069 7.248
S4 6.843 6.902 7.202
Weekly Pivots for week ending 10-Oct-2008
Classic Woodie Camarilla DeMark
R4 9.154 8.775 7.557
R3 8.576 8.197 7.398
R2 7.998 7.998 7.345
R1 7.619 7.619 7.292 7.520
PP 7.420 7.420 7.420 7.371
S1 7.041 7.041 7.186 6.942
S2 6.842 6.842 7.133
S3 6.264 6.463 7.080
S4 5.686 5.885 6.921
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 7.490 7.222 0.268 3.7% 0.149 2.0% 27% False False 1,295
10 8.249 7.222 1.027 14.1% 0.185 2.5% 7% False False 1,277
20 8.545 7.222 1.323 18.1% 0.214 2.9% 5% False False 997
40 9.114 7.222 1.892 25.9% 0.219 3.0% 4% False False 746
60 10.000 7.222 2.778 38.1% 0.228 3.1% 3% False False 718
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR True
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.020
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 8.163
2.618 7.890
1.618 7.723
1.000 7.620
0.618 7.556
HIGH 7.453
0.618 7.389
0.500 7.370
0.382 7.350
LOW 7.286
0.618 7.183
1.000 7.119
1.618 7.016
2.618 6.849
4.250 6.576
Fisher Pivots for day following 14-Oct-2008
Pivot 1 day 3 day
R1 7.370 7.338
PP 7.344 7.323
S1 7.319 7.309

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

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