NYMEX Natural Gas Future June 2009


Trading Metrics calculated at close of trading on 11-Nov-2008
Day Change Summary
Previous Current
10-Nov-2008 11-Nov-2008 Change Change % Previous Week
Open 7.495 7.346 -0.149 -2.0% 6.988
High 7.532 7.346 -0.186 -2.5% 7.599
Low 7.296 6.988 -0.308 -4.2% 6.934
Close 7.450 7.004 -0.446 -6.0% 7.150
Range 0.236 0.358 0.122 51.7% 0.665
ATR 0.257 0.272 0.015 5.7% 0.000
Volume 415 1,012 597 143.9% 6,113
Daily Pivots for day following 11-Nov-2008
Classic Woodie Camarilla DeMark
R4 8.187 7.953 7.201
R3 7.829 7.595 7.102
R2 7.471 7.471 7.070
R1 7.237 7.237 7.037 7.175
PP 7.113 7.113 7.113 7.082
S1 6.879 6.879 6.971 6.817
S2 6.755 6.755 6.938
S3 6.397 6.521 6.906
S4 6.039 6.163 6.807
Weekly Pivots for week ending 07-Nov-2008
Classic Woodie Camarilla DeMark
R4 9.223 8.851 7.516
R3 8.558 8.186 7.333
R2 7.893 7.893 7.272
R1 7.521 7.521 7.211 7.707
PP 7.228 7.228 7.228 7.321
S1 6.856 6.856 7.089 7.042
S2 6.563 6.563 7.028
S3 5.898 6.191 6.967
S4 5.233 5.526 6.784
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 7.573 6.988 0.585 8.4% 0.226 3.2% 3% False True 1,001
10 7.599 6.832 0.767 11.0% 0.273 3.9% 22% False False 1,220
20 7.599 6.695 0.904 12.9% 0.229 3.3% 34% False False 1,157
40 8.545 6.695 1.850 26.4% 0.221 3.2% 17% False False 1,077
60 9.114 6.695 2.419 34.5% 0.223 3.2% 13% False False 883
80 10.000 6.695 3.305 47.2% 0.228 3.3% 9% False False 827
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
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 8 trading days
Fibonacci Retracements and Extensions
4.250 8.868
2.618 8.283
1.618 7.925
1.000 7.704
0.618 7.567
HIGH 7.346
0.618 7.209
0.500 7.167
0.382 7.125
LOW 6.988
0.618 6.767
1.000 6.630
1.618 6.409
2.618 6.051
4.250 5.467
Fisher Pivots for day following 11-Nov-2008
Pivot 1 day 3 day
R1 7.167 7.260
PP 7.113 7.175
S1 7.058 7.089

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

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