NYMEX Natural Gas Future July 2009


Trading Metrics calculated at close of trading on 12-Aug-2008
Day Change Summary
Previous Current
11-Aug-2008 12-Aug-2008 Change Change % Previous Week
Open 8.979 9.050 0.071 0.8% 9.619
High 9.059 9.063 0.004 0.0% 9.619
Low 8.930 8.956 0.026 0.3% 8.931
Close 9.024 9.010 -0.014 -0.2% 8.975
Range 0.129 0.107 -0.022 -17.1% 0.688
ATR 0.257 0.246 -0.011 -4.2% 0.000
Volume 411 185 -226 -55.0% 1,747
Daily Pivots for day following 12-Aug-2008
Classic Woodie Camarilla DeMark
R4 9.331 9.277 9.069
R3 9.224 9.170 9.039
R2 9.117 9.117 9.030
R1 9.063 9.063 9.020 9.037
PP 9.010 9.010 9.010 8.996
S1 8.956 8.956 9.000 8.930
S2 8.903 8.903 8.990
S3 8.796 8.849 8.981
S4 8.689 8.742 8.951
Weekly Pivots for week ending 08-Aug-2008
Classic Woodie Camarilla DeMark
R4 11.239 10.795 9.353
R3 10.551 10.107 9.164
R2 9.863 9.863 9.101
R1 9.419 9.419 9.038 9.297
PP 9.175 9.175 9.175 9.114
S1 8.731 8.731 8.912 8.609
S2 8.487 8.487 8.849
S3 7.799 8.043 8.786
S4 7.111 7.355 8.597
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 9.390 8.930 0.460 5.1% 0.170 1.9% 17% False False 235
10 9.739 8.930 0.809 9.0% 0.212 2.4% 10% False False 302
20 10.800 8.930 1.870 20.8% 0.254 2.8% 4% False False 415
40 11.981 8.930 3.051 33.9% 0.223 2.5% 3% False False 460
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.023
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 9.518
2.618 9.343
1.618 9.236
1.000 9.170
0.618 9.129
HIGH 9.063
0.618 9.022
0.500 9.010
0.382 8.997
LOW 8.956
0.618 8.890
1.000 8.849
1.618 8.783
2.618 8.676
4.250 8.501
Fisher Pivots for day following 12-Aug-2008
Pivot 1 day 3 day
R1 9.010 9.049
PP 9.010 9.036
S1 9.010 9.023

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

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