NYMEX Natural Gas Future July 2009


Trading Metrics calculated at close of trading on 03-Jul-2008
Day Change Summary
Previous Current
02-Jul-2008 03-Jul-2008 Change Change % Previous Week
Open 11.981 11.770 -0.211 -1.8% 11.580
High 11.981 11.877 -0.104 -0.9% 11.734
Low 11.777 11.750 -0.027 -0.2% 11.365
Close 11.792 11.959 0.167 1.4% 11.651
Range 0.204 0.127 -0.077 -37.7% 0.369
ATR 0.174 0.170 -0.003 -1.9% 0.000
Volume 268 239 -29 -10.8% 4,155
Daily Pivots for day following 03-Jul-2008
Classic Woodie Camarilla DeMark
R4 12.243 12.228 12.029
R3 12.116 12.101 11.994
R2 11.989 11.989 11.982
R1 11.974 11.974 11.971 11.982
PP 11.862 11.862 11.862 11.866
S1 11.847 11.847 11.947 11.855
S2 11.735 11.735 11.936
S3 11.608 11.720 11.924
S4 11.481 11.593 11.889
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 11.640 0.341 2.9% 0.124 1.0% 94% False False 362
10 11.981 11.365 0.616 5.2% 0.136 1.1% 96% False False 737
20 11.981 10.865 1.116 9.3% 0.108 0.9% 98% False False 457
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 True
Bull Hook False
Stretch 0.019
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 12.417
2.618 12.209
1.618 12.082
1.000 12.004
0.618 11.955
HIGH 11.877
0.618 11.828
0.500 11.814
0.382 11.799
LOW 11.750
0.618 11.672
1.000 11.623
1.618 11.545
2.618 11.418
4.250 11.210
Fisher Pivots for day following 03-Jul-2008
Pivot 1 day 3 day
R1 11.911 11.928
PP 11.862 11.897
S1 11.814 11.866

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

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