NYMEX Natural Gas Future July 2009

Trading Metrics calculated at close of trading on 07-Aug-2008

Day Change Summary
	Previous	Current
	06-Aug-2008	07-Aug-2008	Change	Change %	Previous Week
Open	9.220	9.390	0.170	1.8%	9.461
High	9.354	9.390	0.036	0.4%	9.739
Low	9.215	9.150	-0.065	-0.7%	9.220
Close	9.300	9.181	-0.119	-1.3%	9.719
Range	0.139	0.240	0.101	72.7%	0.519
ATR	0.270	0.268	-0.002	-0.8%	0.000
Volume	171	56	-115	-67.3%	1,152

Daily Pivots for day following 07-Aug-2008
	Classic	Woodie	Camarilla	DeMark
R4	9.960	9.811	9.313
R3	9.720	9.571	9.247
R2	9.480	9.480	9.225
R1	9.331	9.331	9.203	9.286
PP	9.240	9.240	9.240	9.218
S1	9.091	9.091	9.159	9.046
S2	9.000	9.000	9.137
S3	8.760	8.851	9.115
S4	8.520	8.611	9.049

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	9.150	0.589	6.4%	0.235	2.6%	5%	False	True	311
10	9.739	9.150	0.589	6.4%	0.226	2.5%	5%	False	True	312
20	11.460	9.040	2.420	26.4%	0.278	3.0%	6%	False	False	403
40	11.981	9.040	2.941	32.0%	0.213	2.3%	5%	False	False	447

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.012
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	10.410
2.618	10.018
1.618	9.778
1.000	9.630
0.618	9.538
HIGH	9.390
0.618	9.298
0.500	9.270
0.382	9.242
LOW	9.150
0.618	9.002
1.000	8.910
1.618	8.762
2.618	8.522
4.250	8.130

Fisher Pivots for day following 07-Aug-2008
Pivot	1 day	3 day
R1	9.270	9.310
PP	9.240	9.267
S1	9.211	9.224

Download as Excel Spreadsheet

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

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