NYMEX Natural Gas Future July 2009


Trading Metrics calculated at close of trading on 11-Sep-2008
Day Change Summary
Previous Current
10-Sep-2008 11-Sep-2008 Change Change % Previous Week
Open 8.376 8.290 -0.086 -1.0% 8.550
High 8.404 8.304 -0.100 -1.2% 8.550
Low 8.200 8.141 -0.059 -0.7% 8.170
Close 8.248 8.173 -0.075 -0.9% 8.514
Range 0.204 0.163 -0.041 -20.1% 0.380
ATR 0.254 0.247 -0.006 -2.6% 0.000
Volume 1,093 249 -844 -77.2% 2,204
Daily Pivots for day following 11-Sep-2008
Classic Woodie Camarilla DeMark
R4 8.695 8.597 8.263
R3 8.532 8.434 8.218
R2 8.369 8.369 8.203
R1 8.271 8.271 8.188 8.239
PP 8.206 8.206 8.206 8.190
S1 8.108 8.108 8.158 8.076
S2 8.043 8.043 8.143
S3 7.880 7.945 8.128
S4 7.717 7.782 8.083
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 8.141 0.485 5.9% 0.219 2.7% 7% False True 589
10 9.110 8.141 0.969 11.9% 0.249 3.0% 3% False True 591
20 9.240 8.141 1.099 13.4% 0.211 2.6% 3% False True 549
40 10.744 8.141 2.603 31.8% 0.238 2.9% 1% False True 481
60 11.981 8.141 3.840 47.0% 0.225 2.8% 1% False True 501
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 0.040
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 8.997
2.618 8.731
1.618 8.568
1.000 8.467
0.618 8.405
HIGH 8.304
0.618 8.242
0.500 8.223
0.382 8.203
LOW 8.141
0.618 8.040
1.000 7.978
1.618 7.877
2.618 7.714
4.250 7.448
Fisher Pivots for day following 11-Sep-2008
Pivot 1 day 3 day
R1 8.223 8.301
PP 8.206 8.258
S1 8.190 8.216

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

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