NYMEX Natural Gas Future June 2009


Trading Metrics calculated at close of trading on 31-Oct-2008
Day Change Summary
Previous Current
30-Oct-2008 31-Oct-2008 Change Change % Previous Week
Open 7.182 6.842 -0.340 -4.7% 6.748
High 7.231 7.174 -0.057 -0.8% 7.231
Low 6.850 6.832 -0.018 -0.3% 6.695
Close 6.909 7.158 0.249 3.6% 7.158
Range 0.381 0.342 -0.039 -10.2% 0.536
ATR 0.236 0.243 0.008 3.2% 0.000
Volume 1,846 1,667 -179 -9.7% 8,118
Daily Pivots for day following 31-Oct-2008
Classic Woodie Camarilla DeMark
R4 8.081 7.961 7.346
R3 7.739 7.619 7.252
R2 7.397 7.397 7.221
R1 7.277 7.277 7.189 7.337
PP 7.055 7.055 7.055 7.085
S1 6.935 6.935 7.127 6.995
S2 6.713 6.713 7.095
S3 6.371 6.593 7.064
S4 6.029 6.251 6.970
Weekly Pivots for week ending 31-Oct-2008
Classic Woodie Camarilla DeMark
R4 8.636 8.433 7.453
R3 8.100 7.897 7.305
R2 7.564 7.564 7.256
R1 7.361 7.361 7.207 7.463
PP 7.028 7.028 7.028 7.079
S1 6.825 6.825 7.109 6.927
S2 6.492 6.492 7.060
S3 5.956 6.289 7.011
S4 5.420 5.753 6.863
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 7.5% 0.263 3.7% 86% False False 1,623
10 7.402 6.695 0.707 9.9% 0.231 3.2% 65% False False 1,149
20 7.800 6.695 1.105 15.4% 0.203 2.8% 42% False False 1,239
40 8.545 6.695 1.850 25.8% 0.219 3.1% 25% False False 976
60 9.170 6.695 2.475 34.6% 0.220 3.1% 19% False False 854
80 11.335 6.695 4.640 64.8% 0.231 3.2% 10% False False 778
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook True
Bull Hook False
Stretch 0.022
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 8.628
2.618 8.069
1.618 7.727
1.000 7.516
0.618 7.385
HIGH 7.174
0.618 7.043
0.500 7.003
0.382 6.963
LOW 6.832
0.618 6.621
1.000 6.490
1.618 6.279
2.618 5.937
4.250 5.379
Fisher Pivots for day following 31-Oct-2008
Pivot 1 day 3 day
R1 7.106 7.116
PP 7.055 7.074
S1 7.003 7.032

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

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