NYMEX Natural Gas Future July 2009


Trading Metrics calculated at close of trading on 26-Aug-2008
Day Change Summary
Previous Current
25-Aug-2008 26-Aug-2008 Change Change % Previous Week
Open 8.730 9.026 0.296 3.4% 8.770
High 8.800 9.037 0.237 2.7% 9.050
Low 8.660 8.931 0.271 3.1% 8.690
Close 8.795 9.013 0.218 2.5% 8.774
Range 0.140 0.106 -0.034 -24.3% 0.360
ATR 0.226 0.227 0.001 0.5% 0.000
Volume 554 327 -227 -41.0% 2,357
Daily Pivots for day following 26-Aug-2008
Classic Woodie Camarilla DeMark
R4 9.312 9.268 9.071
R3 9.206 9.162 9.042
R2 9.100 9.100 9.032
R1 9.056 9.056 9.023 9.025
PP 8.994 8.994 8.994 8.978
S1 8.950 8.950 9.003 8.919
S2 8.888 8.888 8.994
S3 8.782 8.844 8.984
S4 8.676 8.738 8.955
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 4.3% 0.153 1.7% 91% False False 567
10 9.250 8.660 0.590 6.5% 0.194 2.2% 60% False False 550
20 9.739 8.660 1.079 12.0% 0.203 2.3% 33% False False 426
40 11.981 8.660 3.321 36.8% 0.237 2.6% 11% False False 418
60 11.981 8.660 3.321 36.8% 0.192 2.1% 11% False False 438
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.056
Narrowest range in 18 trading days
Fibonacci Retracements and Extensions
4.250 9.488
2.618 9.315
1.618 9.209
1.000 9.143
0.618 9.103
HIGH 9.037
0.618 8.997
0.500 8.984
0.382 8.971
LOW 8.931
0.618 8.865
1.000 8.825
1.618 8.759
2.618 8.653
4.250 8.481
Fisher Pivots for day following 26-Aug-2008
Pivot 1 day 3 day
R1 9.003 8.958
PP 8.994 8.903
S1 8.984 8.849

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

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