NYMEX Natural Gas Future June 2009


Trading Metrics calculated at close of trading on 06-Nov-2008
Day Change Summary
Previous Current
05-Nov-2008 06-Nov-2008 Change Change % Previous Week
Open 7.480 7.537 0.057 0.8% 6.748
High 7.573 7.550 -0.023 -0.3% 7.231
Low 7.430 7.250 -0.180 -2.4% 6.695
Close 7.539 7.329 -0.210 -2.8% 7.158
Range 0.143 0.300 0.157 109.8% 0.536
ATR 0.248 0.252 0.004 1.5% 0.000
Volume 1,584 833 -751 -47.4% 8,118
Daily Pivots for day following 06-Nov-2008
Classic Woodie Camarilla DeMark
R4 8.276 8.103 7.494
R3 7.976 7.803 7.412
R2 7.676 7.676 7.384
R1 7.503 7.503 7.357 7.440
PP 7.376 7.376 7.376 7.345
S1 7.203 7.203 7.302 7.140
S2 7.076 7.076 7.274
S3 6.776 6.903 7.247
S4 6.476 6.603 7.164
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 10.5% 0.282 3.8% 65% False False 1,323
10 7.599 6.695 0.904 12.3% 0.255 3.5% 70% False False 1,385
20 7.599 6.695 0.904 12.3% 0.217 3.0% 70% False False 1,209
40 8.545 6.695 1.850 25.2% 0.221 3.0% 34% False False 1,050
60 9.114 6.695 2.419 33.0% 0.221 3.0% 26% False False 906
80 10.600 6.695 3.905 53.3% 0.230 3.1% 16% False False 813
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.025
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 8.825
2.618 8.335
1.618 8.035
1.000 7.850
0.618 7.735
HIGH 7.550
0.618 7.435
0.500 7.400
0.382 7.365
LOW 7.250
0.618 7.065
1.000 6.950
1.618 6.765
2.618 6.465
4.250 5.975
Fisher Pivots for day following 06-Nov-2008
Pivot 1 day 3 day
R1 7.400 7.425
PP 7.376 7.393
S1 7.353 7.361

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

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