NYMEX Natural Gas Future July 2009


Trading Metrics calculated at close of trading on 28-Jul-2008
Day Change Summary
Previous Current
25-Jul-2008 28-Jul-2008 Change Change % Previous Week
Open 9.630 9.461 -0.169 -1.8% 10.112
High 9.672 9.461 -0.211 -2.2% 10.195
Low 9.300 9.340 0.040 0.4% 9.040
Close 9.354 9.395 0.041 0.4% 9.354
Range 0.372 0.121 -0.251 -67.5% 1.155
ATR 0.299 0.287 -0.013 -4.3% 0.000
Volume 583 322 -261 -44.8% 2,489
Daily Pivots for day following 28-Jul-2008
Classic Woodie Camarilla DeMark
R4 9.762 9.699 9.462
R3 9.641 9.578 9.428
R2 9.520 9.520 9.417
R1 9.457 9.457 9.406 9.428
PP 9.399 9.399 9.399 9.384
S1 9.336 9.336 9.384 9.307
S2 9.278 9.278 9.373
S3 9.157 9.215 9.362
S4 9.036 9.094 9.328
Weekly Pivots for week ending 25-Jul-2008
Classic Woodie Camarilla DeMark
R4 12.995 12.329 9.989
R3 11.840 11.174 9.672
R2 10.685 10.685 9.566
R1 10.019 10.019 9.460 9.775
PP 9.530 9.530 9.530 9.407
S1 8.864 8.864 9.248 8.620
S2 8.375 8.375 9.142
S3 7.220 7.709 9.036
S4 6.065 6.554 8.719
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 10.025 9.040 0.985 10.5% 0.355 3.8% 36% False False 479
10 11.280 9.040 2.240 23.8% 0.336 3.6% 16% False False 526
20 11.981 9.040 2.941 31.3% 0.269 2.9% 12% False False 414
40 11.981 9.040 2.941 31.3% 0.186 2.0% 12% False False 441
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.043
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 9.975
2.618 9.778
1.618 9.657
1.000 9.582
0.618 9.536
HIGH 9.461
0.618 9.415
0.500 9.401
0.382 9.386
LOW 9.340
0.618 9.265
1.000 9.219
1.618 9.144
2.618 9.023
4.250 8.826
Fisher Pivots for day following 28-Jul-2008
Pivot 1 day 3 day
R1 9.401 9.382
PP 9.399 9.369
S1 9.397 9.356

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

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