NYMEX Natural Gas Future June 2009


Trading Metrics calculated at close of trading on 30-Oct-2008
Day Change Summary
Previous Current
29-Oct-2008 30-Oct-2008 Change Change % Previous Week
Open 6.975 7.182 0.207 3.0% 7.368
High 7.230 7.231 0.001 0.0% 7.402
Low 6.975 6.850 -0.125 -1.8% 6.830
Close 7.145 6.909 -0.236 -3.3% 6.855
Range 0.255 0.381 0.126 49.4% 0.572
ATR 0.225 0.236 0.011 5.0% 0.000
Volume 1,151 1,846 695 60.4% 3,380
Daily Pivots for day following 30-Oct-2008
Classic Woodie Camarilla DeMark
R4 8.140 7.905 7.119
R3 7.759 7.524 7.014
R2 7.378 7.378 6.979
R1 7.143 7.143 6.944 7.070
PP 6.997 6.997 6.997 6.960
S1 6.762 6.762 6.874 6.689
S2 6.616 6.616 6.839
S3 6.235 6.381 6.804
S4 5.854 6.000 6.699
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 7.231 6.695 0.536 7.8% 0.228 3.3% 40% True False 1,447
10 7.402 6.695 0.707 10.2% 0.216 3.1% 30% False False 1,221
20 7.940 6.695 1.245 18.0% 0.192 2.8% 17% False False 1,236
40 8.545 6.695 1.850 26.8% 0.216 3.1% 12% False False 945
60 9.285 6.695 2.590 37.5% 0.218 3.2% 8% False False 848
80 11.335 6.695 4.640 67.2% 0.230 3.3% 5% False False 761
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.027
Widest range in 30 trading days
Fibonacci Retracements and Extensions
4.250 8.850
2.618 8.228
1.618 7.847
1.000 7.612
0.618 7.466
HIGH 7.231
0.618 7.085
0.500 7.041
0.382 6.996
LOW 6.850
0.618 6.615
1.000 6.469
1.618 6.234
2.618 5.853
4.250 5.231
Fisher Pivots for day following 30-Oct-2008
Pivot 1 day 3 day
R1 7.041 6.991
PP 6.997 6.963
S1 6.953 6.936

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

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