NYMEX Natural Gas Future July 2009


Trading Metrics calculated at close of trading on 03-Sep-2008
Day Change Summary
Previous Current
02-Sep-2008 03-Sep-2008 Change Change % Previous Week
Open 8.550 8.320 -0.230 -2.7% 8.730
High 8.550 8.380 -0.170 -2.0% 9.240
Low 8.330 8.170 -0.160 -1.9% 8.600
Close 8.346 8.331 -0.015 -0.2% 8.728
Range 0.220 0.210 -0.010 -4.5% 0.640
ATR 0.259 0.256 -0.004 -1.4% 0.000
Volume 331 632 301 90.9% 2,470
Daily Pivots for day following 03-Sep-2008
Classic Woodie Camarilla DeMark
R4 8.924 8.837 8.447
R3 8.714 8.627 8.389
R2 8.504 8.504 8.370
R1 8.417 8.417 8.350 8.461
PP 8.294 8.294 8.294 8.315
S1 8.207 8.207 8.312 8.251
S2 8.084 8.084 8.293
S3 7.874 7.997 8.273
S4 7.664 7.787 8.216
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 8.170 1.070 12.8% 0.279 3.3% 15% False True 510
10 9.240 8.170 1.070 12.8% 0.216 2.6% 15% False True 539
20 9.390 8.170 1.220 14.6% 0.209 2.5% 13% False True 461
40 11.460 8.170 3.290 39.5% 0.247 3.0% 5% False True 455
60 11.981 8.170 3.811 45.7% 0.208 2.5% 4% False True 459
Crabel Price Patterns
NR True
NR4 True
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 0.030
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 9.273
2.618 8.930
1.618 8.720
1.000 8.590
0.618 8.510
HIGH 8.380
0.618 8.300
0.500 8.275
0.382 8.250
LOW 8.170
0.618 8.040
1.000 7.960
1.618 7.830
2.618 7.620
4.250 7.278
Fisher Pivots for day following 03-Sep-2008
Pivot 1 day 3 day
R1 8.312 8.573
PP 8.294 8.492
S1 8.275 8.412

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

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