NYMEX Natural Gas Future July 2009


Trading Metrics calculated at close of trading on 21-Jul-2008
Day Change Summary
Previous Current
18-Jul-2008 21-Jul-2008 Change Change % Previous Week
Open 10.240 10.112 -0.128 -1.3% 11.194
High 10.380 10.195 -0.185 -1.8% 11.293
Low 10.164 10.107 -0.057 -0.6% 10.164
Close 10.226 10.192 -0.034 -0.3% 10.226
Range 0.216 0.088 -0.128 -59.3% 1.129
ATR 0.251 0.242 -0.009 -3.8% 0.000
Volume 691 413 -278 -40.2% 2,881
Daily Pivots for day following 21-Jul-2008
Classic Woodie Camarilla DeMark
R4 10.429 10.398 10.240
R3 10.341 10.310 10.216
R2 10.253 10.253 10.208
R1 10.222 10.222 10.200 10.238
PP 10.165 10.165 10.165 10.172
S1 10.134 10.134 10.184 10.150
S2 10.077 10.077 10.176
S3 9.989 10.046 10.168
S4 9.901 9.958 10.144
Weekly Pivots for week ending 18-Jul-2008
Classic Woodie Camarilla DeMark
R4 13.948 13.216 10.847
R3 12.819 12.087 10.536
R2 11.690 11.690 10.433
R1 10.958 10.958 10.329 10.760
PP 10.561 10.561 10.561 10.462
S1 9.829 9.829 10.123 9.631
S2 9.432 9.432 10.019
S3 8.303 8.700 9.916
S4 7.174 7.571 9.605
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 11.280 10.107 1.173 11.5% 0.317 3.1% 7% False True 574
10 11.460 10.107 1.353 13.3% 0.267 2.6% 6% False True 483
20 11.981 10.107 1.874 18.4% 0.218 2.1% 5% False True 512
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.034
Narrowest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 10.569
2.618 10.425
1.618 10.337
1.000 10.283
0.618 10.249
HIGH 10.195
0.618 10.161
0.500 10.151
0.382 10.141
LOW 10.107
0.618 10.053
1.000 10.019
1.618 9.965
2.618 9.877
4.250 9.733
Fisher Pivots for day following 21-Jul-2008
Pivot 1 day 3 day
R1 10.178 10.426
PP 10.165 10.348
S1 10.151 10.270

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

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