NYMEX Natural Gas Future July 2009

Trading Metrics calculated at close of trading on 13-Aug-2008

Day Change Summary
	Previous	Current
	12-Aug-2008	13-Aug-2008	Change	Change %	Previous Week
Open	9.050	8.990	-0.060	-0.7%	9.619
High	9.063	9.250	0.187	2.1%	9.619
Low	8.956	8.820	-0.136	-1.5%	8.931
Close	9.010	9.082	0.072	0.8%	8.975
Range	0.107	0.430	0.323	301.9%	0.688
ATR	0.246	0.259	0.013	5.3%	0.000
Volume	185	762	577	311.9%	1,747

Daily Pivots for day following 13-Aug-2008
	Classic	Woodie	Camarilla	DeMark
R4	10.341	10.141	9.319
R3	9.911	9.711	9.200
R2	9.481	9.481	9.161
R1	9.281	9.281	9.121	9.381
PP	9.051	9.051	9.051	9.101
S1	8.851	8.851	9.043	8.951
S2	8.621	8.621	9.003
S3	8.191	8.421	8.964
S4	7.761	7.991	8.846

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	8.820	0.570	6.3%	0.228	2.5%	46%	False	True	353
10	9.739	8.820	0.919	10.1%	0.218	2.4%	29%	False	True	355
20	10.744	8.820	1.924	21.2%	0.265	2.9%	14%	False	True	413
40	11.981	8.820	3.161	34.8%	0.232	2.6%	8%	False	True	476

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.037
Widest range in 14 trading days

Fibonacci Retracements and Extensions
4.250	11.078
2.618	10.376
1.618	9.946
1.000	9.680
0.618	9.516
HIGH	9.250
0.618	9.086
0.500	9.035
0.382	8.984
LOW	8.820
0.618	8.554
1.000	8.390
1.618	8.124
2.618	7.694
4.250	6.993

Fisher Pivots for day following 13-Aug-2008
Pivot	1 day	3 day
R1	9.066	9.066
PP	9.051	9.051
S1	9.035	9.035

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols