NYMEX Natural Gas Future July 2009


Trading Metrics calculated at close of trading on 02-Sep-2008
Day Change Summary
Previous Current
29-Aug-2008 02-Sep-2008 Change Change % Previous Week
Open 8.953 8.550 -0.403 -4.5% 8.730
High 8.975 8.550 -0.425 -4.7% 9.240
Low 8.730 8.330 -0.400 -4.6% 8.600
Close 8.728 8.346 -0.382 -4.4% 8.728
Range 0.245 0.220 -0.025 -10.2% 0.640
ATR 0.248 0.259 0.011 4.3% 0.000
Volume 693 331 -362 -52.2% 2,470
Daily Pivots for day following 02-Sep-2008
Classic Woodie Camarilla DeMark
R4 9.069 8.927 8.467
R3 8.849 8.707 8.407
R2 8.629 8.629 8.386
R1 8.487 8.487 8.366 8.448
PP 8.409 8.409 8.409 8.389
S1 8.267 8.267 8.326 8.228
S2 8.189 8.189 8.306
S3 7.969 8.047 8.286
S4 7.749 7.827 8.225
Weekly Pivots for week ending 29-Aug-2008
Classic Woodie Camarilla DeMark
R4 10.776 10.392 9.080
R3 10.136 9.752 8.904
R2 9.496 9.496 8.845
R1 9.112 9.112 8.787 8.984
PP 8.856 8.856 8.856 8.792
S1 8.472 8.472 8.669 8.344
S2 8.216 8.216 8.611
S3 7.576 7.832 8.552
S4 6.936 7.192 8.376
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 9.240 8.330 0.910 10.9% 0.258 3.1% 2% False True 449
10 9.240 8.330 0.910 10.9% 0.211 2.5% 2% False True 499
20 9.470 8.330 1.140 13.7% 0.214 2.6% 1% False True 476
40 11.460 8.330 3.130 37.5% 0.245 2.9% 1% False True 445
60 11.981 8.330 3.651 43.7% 0.205 2.5% 0% False True 452
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 False
Bear Hook False
Bull Hook False
Stretch 0.027
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 9.485
2.618 9.126
1.618 8.906
1.000 8.770
0.618 8.686
HIGH 8.550
0.618 8.466
0.500 8.440
0.382 8.414
LOW 8.330
0.618 8.194
1.000 8.110
1.618 7.974
2.618 7.754
4.250 7.395
Fisher Pivots for day following 02-Sep-2008
Pivot 1 day 3 day
R1 8.440 8.720
PP 8.409 8.595
S1 8.377 8.471

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

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