NYMEX Natural Gas Future July 2009

Trading Metrics calculated at close of trading on 30-Jul-2008

Day Change Summary
	Previous	Current
	29-Jul-2008	30-Jul-2008	Change	Change %	Previous Week
Open	9.300	9.250	-0.050	-0.5%	10.112
High	9.419	9.593	0.174	1.8%	10.195
Low	9.300	9.220	-0.080	-0.9%	9.040
Close	9.362	9.469	0.107	1.1%	9.354
Range	0.119	0.373	0.254	213.4%	1.155
ATR	0.275	0.282	0.007	2.6%	0.000
Volume	147	232	85	57.8%	2,489

Daily Pivots for day following 30-Jul-2008
	Classic	Woodie	Camarilla	DeMark
R4	10.546	10.381	9.674
R3	10.173	10.008	9.572
R2	9.800	9.800	9.537
R1	9.635	9.635	9.503	9.718
PP	9.427	9.427	9.427	9.469
S1	9.262	9.262	9.435	9.345
S2	9.054	9.054	9.401
S3	8.681	8.889	9.366
S4	8.308	8.516	9.264

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	9.672	9.040	0.632	6.7%	0.321	3.4%	68%	False	False	365
10	10.744	9.040	1.704	18.0%	0.311	3.3%	25%	False	False	470
20	11.959	9.040	2.919	30.8%	0.279	2.9%	15%	False	False	408
40	11.981	9.040	2.941	31.1%	0.191	2.0%	15%	False	False	448

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	0.040
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	11.178
2.618	10.570
1.618	10.197
1.000	9.966
0.618	9.824
HIGH	9.593
0.618	9.451
0.500	9.407
0.382	9.362
LOW	9.220
0.618	8.989
1.000	8.847
1.618	8.616
2.618	8.243
4.250	7.635

Fisher Pivots for day following 30-Jul-2008
Pivot	1 day	3 day
R1	9.448	9.448
PP	9.427	9.427
S1	9.407	9.407

Download as Excel Spreadsheet

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

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