NYMEX Natural Gas Future June 2009


Trading Metrics calculated at close of trading on 05-Nov-2008
Day Change Summary
Previous Current
04-Nov-2008 05-Nov-2008 Change Change % Previous Week
Open 7.250 7.480 0.230 3.2% 6.748
High 7.599 7.573 -0.026 -0.3% 7.231
Low 7.250 7.430 0.180 2.5% 6.695
Close 7.512 7.539 0.027 0.4% 7.158
Range 0.349 0.143 -0.206 -59.0% 0.536
ATR 0.256 0.248 -0.008 -3.2% 0.000
Volume 1,051 1,584 533 50.7% 8,118
Daily Pivots for day following 05-Nov-2008
Classic Woodie Camarilla DeMark
R4 7.943 7.884 7.618
R3 7.800 7.741 7.578
R2 7.657 7.657 7.565
R1 7.598 7.598 7.552 7.628
PP 7.514 7.514 7.514 7.529
S1 7.455 7.455 7.526 7.485
S2 7.371 7.371 7.513
S3 7.228 7.312 7.500
S4 7.085 7.169 7.460
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 7.599 6.832 0.767 10.2% 0.298 4.0% 92% False False 1,525
10 7.599 6.695 0.904 12.0% 0.247 3.3% 93% False False 1,350
20 7.599 6.695 0.904 12.0% 0.209 2.8% 93% False False 1,217
40 8.545 6.695 1.850 24.5% 0.218 2.9% 46% False False 1,053
60 9.170 6.695 2.475 32.8% 0.224 3.0% 34% False False 905
80 10.675 6.695 3.980 52.8% 0.229 3.0% 21% False False 813
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.027
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 8.181
2.618 7.947
1.618 7.804
1.000 7.716
0.618 7.661
HIGH 7.573
0.618 7.518
0.500 7.502
0.382 7.485
LOW 7.430
0.618 7.342
1.000 7.287
1.618 7.199
2.618 7.056
4.250 6.822
Fisher Pivots for day following 05-Nov-2008
Pivot 1 day 3 day
R1 7.527 7.448
PP 7.514 7.357
S1 7.502 7.267

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

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