NYMEX Natural Gas Future July 2009


Trading Metrics calculated at close of trading on 02-Jul-2008
Day Change Summary
Previous Current
01-Jul-2008 02-Jul-2008 Change Change % Previous Week
Open 11.861 11.981 0.120 1.0% 11.580
High 11.941 11.981 0.040 0.3% 11.734
Low 11.853 11.777 -0.076 -0.6% 11.365
Close 11.886 11.792 -0.094 -0.8% 11.651
Range 0.088 0.204 0.116 131.8% 0.369
ATR 0.171 0.174 0.002 1.4% 0.000
Volume 232 268 36 15.5% 4,155
Daily Pivots for day following 02-Jul-2008
Classic Woodie Camarilla DeMark
R4 12.462 12.331 11.904
R3 12.258 12.127 11.848
R2 12.054 12.054 11.829
R1 11.923 11.923 11.811 11.887
PP 11.850 11.850 11.850 11.832
S1 11.719 11.719 11.773 11.683
S2 11.646 11.646 11.755
S3 11.442 11.515 11.736
S4 11.238 11.311 11.680
Weekly Pivots for week ending 27-Jun-2008
Classic Woodie Camarilla DeMark
R4 12.690 12.540 11.854
R3 12.321 12.171 11.752
R2 11.952 11.952 11.719
R1 11.802 11.802 11.685 11.877
PP 11.583 11.583 11.583 11.621
S1 11.433 11.433 11.617 11.508
S2 11.214 11.214 11.583
S3 10.845 11.064 11.550
S4 10.476 10.695 11.448
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 11.981 11.365 0.616 5.2% 0.156 1.3% 69% True False 596
10 11.981 11.201 0.780 6.6% 0.153 1.3% 76% True False 735
20 11.981 10.810 1.171 9.9% 0.104 0.9% 84% True False 488
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.017
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 12.848
2.618 12.515
1.618 12.311
1.000 12.185
0.618 12.107
HIGH 11.981
0.618 11.903
0.500 11.879
0.382 11.855
LOW 11.777
0.618 11.651
1.000 11.573
1.618 11.447
2.618 11.243
4.250 10.910
Fisher Pivots for day following 02-Jul-2008
Pivot 1 day 3 day
R1 11.879 11.841
PP 11.850 11.825
S1 11.821 11.808

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

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