NYMEX Natural Gas Future July 2009

Trading Metrics calculated at close of trading on 14-Aug-2008

Day Change Summary
	Previous	Current
	13-Aug-2008	14-Aug-2008	Change	Change %	Previous Week
Open	8.990	9.112	0.122	1.4%	9.619
High	9.250	9.179	-0.071	-0.8%	9.619
Low	8.820	8.850	0.030	0.3%	8.931
Close	9.082	8.946	-0.136	-1.5%	8.975
Range	0.430	0.329	-0.101	-23.5%	0.688
ATR	0.259	0.264	0.005	1.9%	0.000
Volume	762	763	1	0.1%	1,747

Daily Pivots for day following 14-Aug-2008
	Classic	Woodie	Camarilla	DeMark
R4	9.979	9.791	9.127
R3	9.650	9.462	9.036
R2	9.321	9.321	9.006
R1	9.133	9.133	8.976	9.063
PP	8.992	8.992	8.992	8.956
S1	8.804	8.804	8.916	8.734
S2	8.663	8.663	8.886
S3	8.334	8.475	8.856
S4	8.005	8.146	8.765

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	9.250	8.820	0.430	4.8%	0.246	2.8%	29%	False	False	495
10	9.739	8.820	0.919	10.3%	0.241	2.7%	14%	False	False	403
20	10.380	8.820	1.560	17.4%	0.254	2.8%	8%	False	False	410
40	11.981	8.820	3.161	35.3%	0.233	2.6%	4%	False	False	490

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.044
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	10.577
2.618	10.040
1.618	9.711
1.000	9.508
0.618	9.382
HIGH	9.179
0.618	9.053
0.500	9.015
0.382	8.976
LOW	8.850
0.618	8.647
1.000	8.521
1.618	8.318
2.618	7.989
4.250	7.452

Fisher Pivots for day following 14-Aug-2008
Pivot	1 day	3 day
R1	9.015	9.035
PP	8.992	9.005
S1	8.969	8.976

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