NYMEX Natural Gas Future July 2009


Trading Metrics calculated at close of trading on 20-Aug-2008
Day Change Summary
Previous Current
19-Aug-2008 20-Aug-2008 Change Change % Previous Week
Open 8.722 8.858 0.136 1.6% 8.979
High 8.845 8.920 0.075 0.8% 9.250
Low 8.690 8.790 0.100 1.2% 8.820
Close 8.786 8.901 0.115 1.3% 8.905
Range 0.155 0.130 -0.025 -16.1% 0.430
ATR 0.243 0.235 -0.008 -3.2% 0.000
Volume 234 1,532 1,298 554.7% 2,865
Daily Pivots for day following 20-Aug-2008
Classic Woodie Camarilla DeMark
R4 9.260 9.211 8.973
R3 9.130 9.081 8.937
R2 9.000 9.000 8.925
R1 8.951 8.951 8.913 8.976
PP 8.870 8.870 8.870 8.883
S1 8.821 8.821 8.889 8.846
S2 8.740 8.740 8.877
S3 8.610 8.691 8.865
S4 8.480 8.561 8.830
Weekly Pivots for week ending 15-Aug-2008
Classic Woodie Camarilla DeMark
R4 10.282 10.023 9.142
R3 9.852 9.593 9.023
R2 9.422 9.422 8.984
R1 9.163 9.163 8.944 9.078
PP 8.992 8.992 8.992 8.949
S1 8.733 8.733 8.866 8.648
S2 8.562 8.562 8.826
S3 8.132 8.303 8.787
S4 7.702 7.873 8.669
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 9.179 8.690 0.489 5.5% 0.175 2.0% 43% False False 687
10 9.390 8.690 0.700 7.9% 0.202 2.3% 30% False False 520
20 9.739 8.690 1.049 11.8% 0.233 2.6% 20% False False 441
40 11.981 8.690 3.291 37.0% 0.235 2.6% 6% False False 453
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.060
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 9.473
2.618 9.260
1.618 9.130
1.000 9.050
0.618 9.000
HIGH 8.920
0.618 8.870
0.500 8.855
0.382 8.840
LOW 8.790
0.618 8.710
1.000 8.660
1.618 8.580
2.618 8.450
4.250 8.238
Fisher Pivots for day following 20-Aug-2008
Pivot 1 day 3 day
R1 8.886 8.869
PP 8.870 8.837
S1 8.855 8.805

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

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