NYMEX Natural Gas Future June 2009


Trading Metrics calculated at close of trading on 29-Oct-2008
Day Change Summary
Previous Current
28-Oct-2008 29-Oct-2008 Change Change % Previous Week
Open 6.771 6.975 0.204 3.0% 7.368
High 6.945 7.230 0.285 4.1% 7.402
Low 6.750 6.975 0.225 3.3% 6.830
Close 6.831 7.145 0.314 4.6% 6.855
Range 0.195 0.255 0.060 30.8% 0.572
ATR 0.211 0.225 0.013 6.4% 0.000
Volume 1,931 1,151 -780 -40.4% 3,380
Daily Pivots for day following 29-Oct-2008
Classic Woodie Camarilla DeMark
R4 7.882 7.768 7.285
R3 7.627 7.513 7.215
R2 7.372 7.372 7.192
R1 7.258 7.258 7.168 7.315
PP 7.117 7.117 7.117 7.145
S1 7.003 7.003 7.122 7.060
S2 6.862 6.862 7.098
S3 6.607 6.748 7.075
S4 6.352 6.493 7.005
Weekly Pivots for week ending 24-Oct-2008
Classic Woodie Camarilla DeMark
R4 8.745 8.372 7.170
R3 8.173 7.800 7.012
R2 7.601 7.601 6.960
R1 7.228 7.228 6.907 7.129
PP 7.029 7.029 7.029 6.979
S1 6.656 6.656 6.803 6.557
S2 6.457 6.457 6.750
S3 5.885 6.084 6.698
S4 5.313 5.512 6.540
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 7.230 6.695 0.535 7.5% 0.196 2.7% 84% True False 1,176
10 7.402 6.695 0.707 9.9% 0.193 2.7% 64% False False 1,133
20 8.140 6.695 1.445 20.2% 0.184 2.6% 31% False False 1,199
40 8.545 6.695 1.850 25.9% 0.212 3.0% 24% False False 916
60 9.304 6.695 2.609 36.5% 0.215 3.0% 17% False False 821
80 11.335 6.695 4.640 64.9% 0.229 3.2% 10% False False 752
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 0.023
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 8.314
2.618 7.898
1.618 7.643
1.000 7.485
0.618 7.388
HIGH 7.230
0.618 7.133
0.500 7.103
0.382 7.072
LOW 6.975
0.618 6.817
1.000 6.720
1.618 6.562
2.618 6.307
4.250 5.891
Fisher Pivots for day following 29-Oct-2008
Pivot 1 day 3 day
R1 7.131 7.084
PP 7.117 7.023
S1 7.103 6.963

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

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