NYMEX Natural Gas Future July 2009

Trading Metrics calculated at close of trading on 01-Aug-2008

Day Change Summary
	Previous	Current
	31-Jul-2008	01-Aug-2008	Change	Change %	Previous Week
Open	9.530	9.550	0.020	0.2%	9.461
High	9.530	9.739	0.209	2.2%	9.739
Low	9.430	9.550	0.120	1.3%	9.220
Close	9.479	9.719	0.240	2.5%	9.719
Range	0.100	0.189	0.089	89.0%	0.519
ATR	0.269	0.268	-0.001	-0.2%	0.000
Volume	286	165	-121	-42.3%	1,152

Daily Pivots for day following 01-Aug-2008
	Classic	Woodie	Camarilla	DeMark
R4	10.236	10.167	9.823
R3	10.047	9.978	9.771
R2	9.858	9.858	9.754
R1	9.789	9.789	9.736	9.824
PP	9.669	9.669	9.669	9.687
S1	9.600	9.600	9.702	9.635
S2	9.480	9.480	9.684
S3	9.291	9.411	9.667
S4	9.102	9.222	9.615

Weekly Pivots for week ending 01-Aug-2008
	Classic	Woodie	Camarilla	DeMark
R4	11.116	10.937	10.004
R3	10.597	10.418	9.862
R2	10.078	10.078	9.814
R1	9.899	9.899	9.767	9.989
PP	9.559	9.559	9.559	9.604
S1	9.380	9.380	9.671	9.470
S2	9.040	9.040	9.624
S3	8.521	8.861	9.576
S4	8.002	8.342	9.434

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	9.739	9.220	0.519	5.3%	0.180	1.9%	96%	True	False	230
10	10.195	9.040	1.155	11.9%	0.264	2.7%	59%	False	False	364
20	11.959	9.040	2.919	30.0%	0.280	2.9%	23%	False	False	406
40	11.981	9.040	2.941	30.3%	0.197	2.0%	23%	False	False	437

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.033
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	10.542
2.618	10.234
1.618	10.045
1.000	9.928
0.618	9.856
HIGH	9.739
0.618	9.667
0.500	9.645
0.382	9.622
LOW	9.550
0.618	9.433
1.000	9.361
1.618	9.244
2.618	9.055
4.250	8.747

Fisher Pivots for day following 01-Aug-2008
Pivot	1 day	3 day
R1	9.694	9.639
PP	9.669	9.559
S1	9.645	9.480

Download as Excel Spreadsheet

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

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