NYMEX Natural Gas Future July 2009


Trading Metrics calculated at close of trading on 25-Aug-2008
Day Change Summary
Previous Current
22-Aug-2008 25-Aug-2008 Change Change % Previous Week
Open 8.990 8.730 -0.260 -2.9% 8.770
High 8.990 8.800 -0.190 -2.1% 9.050
Low 8.760 8.660 -0.100 -1.1% 8.690
Close 8.774 8.795 0.021 0.2% 8.774
Range 0.230 0.140 -0.090 -39.1% 0.360
ATR 0.233 0.226 -0.007 -2.8% 0.000
Volume 262 554 292 111.5% 2,357
Daily Pivots for day following 25-Aug-2008
Classic Woodie Camarilla DeMark
R4 9.172 9.123 8.872
R3 9.032 8.983 8.834
R2 8.892 8.892 8.821
R1 8.843 8.843 8.808 8.868
PP 8.752 8.752 8.752 8.764
S1 8.703 8.703 8.782 8.728
S2 8.612 8.612 8.769
S3 8.472 8.563 8.757
S4 8.332 8.423 8.718
Weekly Pivots for week ending 22-Aug-2008
Classic Woodie Camarilla DeMark
R4 9.918 9.706 8.972
R3 9.558 9.346 8.873
R2 9.198 9.198 8.840
R1 8.986 8.986 8.807 9.092
PP 8.838 8.838 8.838 8.891
S1 8.626 8.626 8.741 8.732
S2 8.478 8.478 8.708
S3 8.118 8.266 8.675
S4 7.758 7.906 8.576
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 9.050 8.660 0.390 4.4% 0.163 1.9% 35% False True 549
10 9.250 8.660 0.590 6.7% 0.194 2.2% 23% False True 536
20 9.739 8.660 1.079 12.3% 0.204 2.3% 13% False True 417
40 11.981 8.660 3.321 37.8% 0.236 2.7% 4% False True 415
60 11.981 8.660 3.321 37.8% 0.192 2.2% 4% False True 433
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook True
Bull Hook False
Stretch 0.056
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 9.395
2.618 9.167
1.618 9.027
1.000 8.940
0.618 8.887
HIGH 8.800
0.618 8.747
0.500 8.730
0.382 8.713
LOW 8.660
0.618 8.573
1.000 8.520
1.618 8.433
2.618 8.293
4.250 8.065
Fisher Pivots for day following 25-Aug-2008
Pivot 1 day 3 day
R1 8.773 8.855
PP 8.752 8.835
S1 8.730 8.815

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

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