NYMEX Natural Gas Future July 2009


Trading Metrics calculated at close of trading on 05-Sep-2008
Day Change Summary
Previous Current
04-Sep-2008 05-Sep-2008 Change Change % Previous Week
Open 8.350 8.427 0.077 0.9% 8.550
High 8.401 8.544 0.143 1.7% 8.550
Low 8.190 8.303 0.113 1.4% 8.170
Close 8.401 8.514 0.113 1.3% 8.514
Range 0.211 0.241 0.030 14.2% 0.380
ATR 0.252 0.252 -0.001 -0.3% 0.000
Volume 754 487 -267 -35.4% 2,204
Daily Pivots for day following 05-Sep-2008
Classic Woodie Camarilla DeMark
R4 9.177 9.086 8.647
R3 8.936 8.845 8.580
R2 8.695 8.695 8.558
R1 8.604 8.604 8.536 8.650
PP 8.454 8.454 8.454 8.476
S1 8.363 8.363 8.492 8.409
S2 8.213 8.213 8.470
S3 7.972 8.122 8.448
S4 7.731 7.881 8.381
Weekly Pivots for week ending 05-Sep-2008
Classic Woodie Camarilla DeMark
R4 9.551 9.413 8.723
R3 9.171 9.033 8.619
R2 8.791 8.791 8.584
R1 8.653 8.653 8.549 8.532
PP 8.411 8.411 8.411 8.351
S1 8.273 8.273 8.479 8.152
S2 8.031 8.031 8.444
S3 7.651 7.893 8.410
S4 7.271 7.513 8.305
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 8.975 8.170 0.805 9.5% 0.225 2.6% 43% False False 579
10 9.240 8.170 1.070 12.6% 0.232 2.7% 32% False False 493
20 9.250 8.170 1.080 12.7% 0.213 2.5% 32% False False 512
40 11.460 8.170 3.290 38.6% 0.246 2.9% 10% False False 457
60 11.981 8.170 3.811 44.8% 0.213 2.5% 9% False False 469
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.037
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 9.568
2.618 9.175
1.618 8.934
1.000 8.785
0.618 8.693
HIGH 8.544
0.618 8.452
0.500 8.424
0.382 8.395
LOW 8.303
0.618 8.154
1.000 8.062
1.618 7.913
2.618 7.672
4.250 7.279
Fisher Pivots for day following 05-Sep-2008
Pivot 1 day 3 day
R1 8.484 8.462
PP 8.454 8.409
S1 8.424 8.357

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

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