NYMEX Natural Gas Future June 2009


Trading Metrics calculated at close of trading on 03-Nov-2008
Day Change Summary
Previous Current
31-Oct-2008 03-Nov-2008 Change Change % Previous Week
Open 6.842 6.988 0.146 2.1% 6.748
High 7.174 7.210 0.036 0.5% 7.231
Low 6.832 6.934 0.102 1.5% 6.695
Close 7.158 7.203 0.045 0.6% 7.158
Range 0.342 0.276 -0.066 -19.3% 0.536
ATR 0.243 0.246 0.002 1.0% 0.000
Volume 1,667 1,481 -186 -11.2% 8,118
Daily Pivots for day following 03-Nov-2008
Classic Woodie Camarilla DeMark
R4 7.944 7.849 7.355
R3 7.668 7.573 7.279
R2 7.392 7.392 7.254
R1 7.297 7.297 7.228 7.345
PP 7.116 7.116 7.116 7.139
S1 7.021 7.021 7.178 7.069
S2 6.840 6.840 7.152
S3 6.564 6.745 7.127
S4 6.288 6.469 7.051
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 6.750 0.481 6.7% 0.290 4.0% 94% False False 1,615
10 7.350 6.695 0.655 9.1% 0.233 3.2% 78% False False 1,217
20 7.590 6.695 0.895 12.4% 0.201 2.8% 57% False False 1,276
40 8.545 6.695 1.850 25.7% 0.219 3.0% 27% False False 1,006
60 9.170 6.695 2.475 34.4% 0.220 3.1% 21% False False 873
80 11.225 6.695 4.530 62.9% 0.231 3.2% 11% False False 789
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 False
Bull Hook False
Stretch 0.024
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 8.383
2.618 7.933
1.618 7.657
1.000 7.486
0.618 7.381
HIGH 7.210
0.618 7.105
0.500 7.072
0.382 7.039
LOW 6.934
0.618 6.763
1.000 6.658
1.618 6.487
2.618 6.211
4.250 5.761
Fisher Pivots for day following 03-Nov-2008
Pivot 1 day 3 day
R1 7.159 7.146
PP 7.116 7.089
S1 7.072 7.032

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

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