NYMEX Natural Gas Future July 2009


Trading Metrics calculated at close of trading on 28-Aug-2008
Day Change Summary
Previous Current
27-Aug-2008 28-Aug-2008 Change Change % Previous Week
Open 9.200 9.110 -0.090 -1.0% 8.770
High 9.240 9.110 -0.130 -1.4% 9.050
Low 9.030 8.600 -0.430 -4.8% 8.690
Close 9.125 8.857 -0.268 -2.9% 8.774
Range 0.210 0.510 0.300 142.9% 0.360
ATR 0.227 0.249 0.021 9.3% 0.000
Volume 341 555 214 62.8% 2,357
Daily Pivots for day following 28-Aug-2008
Classic Woodie Camarilla DeMark
R4 10.386 10.131 9.138
R3 9.876 9.621 8.997
R2 9.366 9.366 8.951
R1 9.111 9.111 8.904 8.984
PP 8.856 8.856 8.856 8.792
S1 8.601 8.601 8.810 8.474
S2 8.346 8.346 8.764
S3 7.836 8.091 8.717
S4 7.326 7.581 8.577
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 9.240 8.600 0.640 7.2% 0.239 2.7% 40% False True 407
10 9.240 8.600 0.640 7.2% 0.190 2.1% 40% False True 487
20 9.739 8.600 1.139 12.9% 0.216 2.4% 23% False True 445
40 11.959 8.600 3.359 37.9% 0.246 2.8% 8% False True 427
60 11.981 8.600 3.381 38.2% 0.200 2.3% 8% False True 437
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.036
Widest range in 25 trading days
Fibonacci Retracements and Extensions
4.250 11.278
2.618 10.445
1.618 9.935
1.000 9.620
0.618 9.425
HIGH 9.110
0.618 8.915
0.500 8.855
0.382 8.795
LOW 8.600
0.618 8.285
1.000 8.090
1.618 7.775
2.618 7.265
4.250 6.433
Fisher Pivots for day following 28-Aug-2008
Pivot 1 day 3 day
R1 8.856 8.920
PP 8.856 8.899
S1 8.855 8.878

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

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