NYMEX Natural Gas Future July 2009


Trading Metrics calculated at close of trading on 26-Jun-2008
Day Change Summary
Previous Current
25-Jun-2008 26-Jun-2008 Change Change % Previous Week
Open 11.500 11.425 -0.075 -0.7% 11.368
High 11.531 11.650 0.119 1.0% 11.580
Low 11.420 11.365 -0.055 -0.5% 11.201
Close 11.435 11.649 0.214 1.9% 11.437
Range 0.111 0.285 0.174 156.8% 0.379
ATR 0.170 0.178 0.008 4.8% 0.000
Volume 154 1,411 1,257 816.2% 2,370
Daily Pivots for day following 26-Jun-2008
Classic Woodie Camarilla DeMark
R4 12.410 12.314 11.806
R3 12.125 12.029 11.727
R2 11.840 11.840 11.701
R1 11.744 11.744 11.675 11.792
PP 11.555 11.555 11.555 11.579
S1 11.459 11.459 11.623 11.507
S2 11.270 11.270 11.597
S3 10.985 11.174 11.571
S4 10.700 10.889 11.492
Weekly Pivots for week ending 20-Jun-2008
Classic Woodie Camarilla DeMark
R4 12.543 12.369 11.645
R3 12.164 11.990 11.541
R2 11.785 11.785 11.506
R1 11.611 11.611 11.472 11.698
PP 11.406 11.406 11.406 11.450
S1 11.232 11.232 11.402 11.319
S2 11.027 11.027 11.368
S3 10.648 10.853 11.333
S4 10.269 10.474 11.229
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 11.655 11.365 0.290 2.5% 0.147 1.3% 98% False True 1,113
10 11.655 11.110 0.545 4.7% 0.119 1.0% 99% False False 632
20 11.655 10.455 1.200 10.3% 0.097 0.8% 100% False False 475
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.015
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 12.861
2.618 12.396
1.618 12.111
1.000 11.935
0.618 11.826
HIGH 11.650
0.618 11.541
0.500 11.508
0.382 11.474
LOW 11.365
0.618 11.189
1.000 11.080
1.618 10.904
2.618 10.619
4.250 10.154
Fisher Pivots for day following 26-Jun-2008
Pivot 1 day 3 day
R1 11.602 11.603
PP 11.555 11.556
S1 11.508 11.510

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

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