NYMEX Natural Gas Future July 2009


Trading Metrics calculated at close of trading on 16-Sep-2008
Day Change Summary
Previous Current
15-Sep-2008 16-Sep-2008 Change Change % Previous Week
Open 8.220 8.077 -0.143 -1.7% 8.428
High 8.350 8.128 -0.222 -2.7% 8.626
Low 8.057 7.960 -0.097 -1.2% 8.141
Close 8.152 8.073 -0.079 -1.0% 8.211
Range 0.293 0.168 -0.125 -42.7% 0.485
ATR 0.247 0.243 -0.004 -1.6% 0.000
Volume 374 449 75 20.1% 2,702
Daily Pivots for day following 16-Sep-2008
Classic Woodie Camarilla DeMark
R4 8.558 8.483 8.165
R3 8.390 8.315 8.119
R2 8.222 8.222 8.104
R1 8.147 8.147 8.088 8.101
PP 8.054 8.054 8.054 8.030
S1 7.979 7.979 8.058 7.933
S2 7.886 7.886 8.042
S3 7.718 7.811 8.027
S4 7.550 7.643 7.981
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 8.404 7.960 0.444 5.5% 0.204 2.5% 25% False True 481
10 8.626 7.960 0.666 8.2% 0.217 2.7% 17% False True 539
20 9.240 7.960 1.280 15.9% 0.214 2.6% 9% False True 519
40 10.025 7.960 2.065 25.6% 0.233 2.9% 5% False True 459
60 11.981 7.960 4.021 49.8% 0.228 2.8% 3% False True 477
Crabel Price Patterns
NR True
NR4 False
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 0.059
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 8.842
2.618 8.568
1.618 8.400
1.000 8.296
0.618 8.232
HIGH 8.128
0.618 8.064
0.500 8.044
0.382 8.024
LOW 7.960
0.618 7.856
1.000 7.792
1.618 7.688
2.618 7.520
4.250 7.246
Fisher Pivots for day following 16-Sep-2008
Pivot 1 day 3 day
R1 8.063 8.155
PP 8.054 8.128
S1 8.044 8.100

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

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