NYMEX Natural Gas Future June 2009


Trading Metrics calculated at close of trading on 17-Nov-2008
Day Change Summary
Previous Current
14-Nov-2008 17-Nov-2008 Change Change % Previous Week
Open 6.753 6.710 -0.043 -0.6% 7.495
High 6.759 6.902 0.143 2.1% 7.532
Low 6.537 6.710 0.173 2.6% 6.500
Close 6.734 6.866 0.132 2.0% 6.734
Range 0.222 0.192 -0.030 -13.5% 1.032
ATR 0.276 0.270 -0.006 -2.2% 0.000
Volume 1,604 773 -831 -51.8% 5,103
Daily Pivots for day following 17-Nov-2008
Classic Woodie Camarilla DeMark
R4 7.402 7.326 6.972
R3 7.210 7.134 6.919
R2 7.018 7.018 6.901
R1 6.942 6.942 6.884 6.980
PP 6.826 6.826 6.826 6.845
S1 6.750 6.750 6.848 6.788
S2 6.634 6.634 6.831
S3 6.442 6.558 6.813
S4 6.250 6.366 6.760
Weekly Pivots for week ending 14-Nov-2008
Classic Woodie Camarilla DeMark
R4 10.018 9.408 7.302
R3 8.986 8.376 7.018
R2 7.954 7.954 6.923
R1 7.344 7.344 6.829 7.133
PP 6.922 6.922 6.922 6.817
S1 6.312 6.312 6.639 6.101
S2 5.890 5.890 6.545
S3 4.858 5.280 6.450
S4 3.826 4.248 6.166
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 7.346 6.500 0.846 12.3% 0.288 4.2% 43% False False 1,092
10 7.599 6.500 1.099 16.0% 0.256 3.7% 33% False False 1,050
20 7.599 6.500 1.099 16.0% 0.244 3.6% 33% False False 1,134
40 8.510 6.500 2.010 29.3% 0.222 3.2% 18% False False 1,100
60 9.114 6.500 2.614 38.1% 0.229 3.3% 14% False False 927
80 9.637 6.500 3.137 45.7% 0.222 3.2% 12% False False 849
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.033
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 7.718
2.618 7.405
1.618 7.213
1.000 7.094
0.618 7.021
HIGH 6.902
0.618 6.829
0.500 6.806
0.382 6.783
LOW 6.710
0.618 6.591
1.000 6.518
1.618 6.399
2.618 6.207
4.250 5.894
Fisher Pivots for day following 17-Nov-2008
Pivot 1 day 3 day
R1 6.846 6.811
PP 6.826 6.756
S1 6.806 6.701

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

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