NYMEX Natural Gas Future July 2009


Trading Metrics calculated at close of trading on 05-Aug-2008
Day Change Summary
Previous Current
04-Aug-2008 05-Aug-2008 Change Change % Previous Week
Open 9.619 9.200 -0.419 -4.4% 9.461
High 9.619 9.470 -0.149 -1.5% 9.739
Low 9.320 9.160 -0.160 -1.7% 9.220
Close 9.340 9.285 -0.055 -0.6% 9.719
Range 0.299 0.310 0.011 3.7% 0.519
ATR 0.277 0.280 0.002 0.8% 0.000
Volume 245 920 675 275.5% 1,152
Daily Pivots for day following 05-Aug-2008
Classic Woodie Camarilla DeMark
R4 10.235 10.070 9.456
R3 9.925 9.760 9.370
R2 9.615 9.615 9.342
R1 9.450 9.450 9.313 9.533
PP 9.305 9.305 9.305 9.346
S1 9.140 9.140 9.257 9.223
S2 8.995 8.995 9.228
S3 8.685 8.830 9.200
S4 8.375 8.520 9.115
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 9.160 0.579 6.2% 0.254 2.7% 22% False True 369
10 10.025 9.040 0.985 10.6% 0.296 3.2% 25% False False 420
20 11.460 9.040 2.420 26.1% 0.285 3.1% 10% False False 448
40 11.981 9.040 2.941 31.7% 0.207 2.2% 8% False False 458
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.036
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 10.788
2.618 10.282
1.618 9.972
1.000 9.780
0.618 9.662
HIGH 9.470
0.618 9.352
0.500 9.315
0.382 9.278
LOW 9.160
0.618 8.968
1.000 8.850
1.618 8.658
2.618 8.348
4.250 7.843
Fisher Pivots for day following 05-Aug-2008
Pivot 1 day 3 day
R1 9.315 9.450
PP 9.305 9.395
S1 9.295 9.340

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

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