NYMEX Natural Gas Future July 2009


Trading Metrics calculated at close of trading on 15-Sep-2008
Day Change Summary
Previous Current
12-Sep-2008 15-Sep-2008 Change Change % Previous Week
Open 8.182 8.220 0.038 0.5% 8.428
High 8.335 8.350 0.015 0.2% 8.626
Low 8.144 8.057 -0.087 -1.1% 8.141
Close 8.211 8.152 -0.059 -0.7% 8.211
Range 0.191 0.293 0.102 53.4% 0.485
ATR 0.243 0.247 0.004 1.5% 0.000
Volume 242 374 132 54.5% 2,702
Daily Pivots for day following 15-Sep-2008
Classic Woodie Camarilla DeMark
R4 9.065 8.902 8.313
R3 8.772 8.609 8.233
R2 8.479 8.479 8.206
R1 8.316 8.316 8.179 8.251
PP 8.186 8.186 8.186 8.154
S1 8.023 8.023 8.125 7.958
S2 7.893 7.893 8.098
S3 7.600 7.730 8.071
S4 7.307 7.437 7.991
Weekly Pivots for week ending 12-Sep-2008
Classic Woodie Camarilla DeMark
R4 9.781 9.481 8.478
R3 9.296 8.996 8.344
R2 8.811 8.811 8.300
R1 8.511 8.511 8.255 8.419
PP 8.326 8.326 8.326 8.280
S1 8.026 8.026 8.167 7.934
S2 7.841 7.841 8.122
S3 7.356 7.541 8.078
S4 6.871 7.056 7.944
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 8.460 8.057 0.403 4.9% 0.215 2.6% 24% False True 498
10 8.626 8.057 0.569 7.0% 0.222 2.7% 17% False True 528
20 9.240 8.057 1.183 14.5% 0.212 2.6% 8% False True 505
40 10.195 8.057 2.138 26.2% 0.231 2.8% 4% False True 459
60 11.981 8.057 3.924 48.1% 0.226 2.8% 2% False True 478
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.054
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 9.595
2.618 9.117
1.618 8.824
1.000 8.643
0.618 8.531
HIGH 8.350
0.618 8.238
0.500 8.204
0.382 8.169
LOW 8.057
0.618 7.876
1.000 7.764
1.618 7.583
2.618 7.290
4.250 6.812
Fisher Pivots for day following 15-Sep-2008
Pivot 1 day 3 day
R1 8.204 8.204
PP 8.186 8.186
S1 8.169 8.169

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

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