NYMEX Natural Gas Future July 2009


Trading Metrics calculated at close of trading on 21-Aug-2008
Day Change Summary
Previous Current
20-Aug-2008 21-Aug-2008 Change Change % Previous Week
Open 8.858 8.925 0.067 0.8% 8.979
High 8.920 9.050 0.130 1.5% 9.250
Low 8.790 8.891 0.101 1.1% 8.820
Close 8.901 9.032 0.131 1.5% 8.905
Range 0.130 0.159 0.029 22.3% 0.430
ATR 0.235 0.230 -0.005 -2.3% 0.000
Volume 1,532 163 -1,369 -89.4% 2,865
Daily Pivots for day following 21-Aug-2008
Classic Woodie Camarilla DeMark
R4 9.468 9.409 9.119
R3 9.309 9.250 9.076
R2 9.150 9.150 9.061
R1 9.091 9.091 9.047 9.121
PP 8.991 8.991 8.991 9.006
S1 8.932 8.932 9.017 8.962
S2 8.832 8.832 9.003
S3 8.673 8.773 8.988
S4 8.514 8.614 8.945
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 9.050 8.690 0.360 4.0% 0.141 1.6% 95% True False 567
10 9.250 8.690 0.560 6.2% 0.194 2.1% 61% False False 531
20 9.739 8.690 1.049 11.6% 0.210 2.3% 33% False False 422
40 11.981 8.690 3.291 36.4% 0.232 2.6% 10% False False 422
60 11.981 8.690 3.291 36.4% 0.187 2.1% 10% False False 439
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.063
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 9.726
2.618 9.466
1.618 9.307
1.000 9.209
0.618 9.148
HIGH 9.050
0.618 8.989
0.500 8.971
0.382 8.952
LOW 8.891
0.618 8.793
1.000 8.732
1.618 8.634
2.618 8.475
4.250 8.215
Fisher Pivots for day following 21-Aug-2008
Pivot 1 day 3 day
R1 9.012 8.978
PP 8.991 8.924
S1 8.971 8.870

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

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