NYMEX Natural Gas Future June 2009


Trading Metrics calculated at close of trading on 13-Nov-2008
Day Change Summary
Previous Current
12-Nov-2008 13-Nov-2008 Change Change % Previous Week
Open 6.985 6.675 -0.310 -4.4% 6.988
High 7.028 6.816 -0.212 -3.0% 7.599
Low 6.675 6.500 -0.175 -2.6% 6.934
Close 6.736 6.720 -0.016 -0.2% 7.150
Range 0.353 0.316 -0.037 -10.5% 0.665
ATR 0.278 0.280 0.003 1.0% 0.000
Volume 901 1,171 270 30.0% 6,113
Daily Pivots for day following 13-Nov-2008
Classic Woodie Camarilla DeMark
R4 7.627 7.489 6.894
R3 7.311 7.173 6.807
R2 6.995 6.995 6.778
R1 6.857 6.857 6.749 6.926
PP 6.679 6.679 6.679 6.713
S1 6.541 6.541 6.691 6.610
S2 6.363 6.363 6.662
S3 6.047 6.225 6.633
S4 5.731 5.909 6.546
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 7.532 6.500 1.032 15.4% 0.271 4.0% 21% False True 932
10 7.599 6.500 1.099 16.4% 0.277 4.1% 20% False True 1,127
20 7.599 6.500 1.099 16.4% 0.246 3.7% 20% False True 1,174
40 8.510 6.500 2.010 29.9% 0.222 3.3% 11% False True 1,062
60 9.114 6.500 2.614 38.9% 0.228 3.4% 8% False True 890
80 9.637 6.500 3.137 46.7% 0.227 3.4% 7% False True 839
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 0.039
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 8.159
2.618 7.643
1.618 7.327
1.000 7.132
0.618 7.011
HIGH 6.816
0.618 6.695
0.500 6.658
0.382 6.621
LOW 6.500
0.618 6.305
1.000 6.184
1.618 5.989
2.618 5.673
4.250 5.157
Fisher Pivots for day following 13-Nov-2008
Pivot 1 day 3 day
R1 6.699 6.923
PP 6.679 6.855
S1 6.658 6.788

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

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