NYMEX Natural Gas Future July 2009


Trading Metrics calculated at close of trading on 10-Sep-2008
Day Change Summary
Previous Current
09-Sep-2008 10-Sep-2008 Change Change % Previous Week
Open 8.425 8.376 -0.049 -0.6% 8.550
High 8.460 8.404 -0.056 -0.7% 8.550
Low 8.238 8.200 -0.038 -0.5% 8.170
Close 8.455 8.248 -0.207 -2.4% 8.514
Range 0.222 0.204 -0.018 -8.1% 0.380
ATR 0.253 0.254 0.000 0.0% 0.000
Volume 533 1,093 560 105.1% 2,204
Daily Pivots for day following 10-Sep-2008
Classic Woodie Camarilla DeMark
R4 8.896 8.776 8.360
R3 8.692 8.572 8.304
R2 8.488 8.488 8.285
R1 8.368 8.368 8.267 8.326
PP 8.284 8.284 8.284 8.263
S1 8.164 8.164 8.229 8.122
S2 8.080 8.080 8.211
S3 7.876 7.960 8.192
S4 7.672 7.756 8.136
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 8.626 8.190 0.436 5.3% 0.229 2.8% 13% False False 690
10 9.240 8.170 1.070 13.0% 0.254 3.1% 7% False False 600
20 9.250 8.170 1.080 13.1% 0.224 2.7% 7% False False 575
40 10.800 8.170 2.630 31.9% 0.239 2.9% 3% False False 495
60 11.981 8.170 3.811 46.2% 0.223 2.7% 2% False False 498
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 False
Bear Hook False
Bull Hook False
Stretch 0.042
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 9.271
2.618 8.938
1.618 8.734
1.000 8.608
0.618 8.530
HIGH 8.404
0.618 8.326
0.500 8.302
0.382 8.278
LOW 8.200
0.618 8.074
1.000 7.996
1.618 7.870
2.618 7.666
4.250 7.333
Fisher Pivots for day following 10-Sep-2008
Pivot 1 day 3 day
R1 8.302 8.413
PP 8.284 8.358
S1 8.266 8.303

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

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