NYMEX Natural Gas Future July 2009


Trading Metrics calculated at close of trading on 17-Sep-2008
Day Change Summary
Previous Current
16-Sep-2008 17-Sep-2008 Change Change % Previous Week
Open 8.077 8.220 0.143 1.8% 8.428
High 8.128 8.514 0.386 4.7% 8.626
Low 7.960 8.220 0.260 3.3% 8.141
Close 8.073 8.435 0.362 4.5% 8.211
Range 0.168 0.294 0.126 75.0% 0.485
ATR 0.243 0.257 0.014 5.8% 0.000
Volume 449 430 -19 -4.2% 2,702
Daily Pivots for day following 17-Sep-2008
Classic Woodie Camarilla DeMark
R4 9.272 9.147 8.597
R3 8.978 8.853 8.516
R2 8.684 8.684 8.489
R1 8.559 8.559 8.462 8.622
PP 8.390 8.390 8.390 8.421
S1 8.265 8.265 8.408 8.328
S2 8.096 8.096 8.381
S3 7.802 7.971 8.354
S4 7.508 7.677 8.273
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 8.514 7.960 0.554 6.6% 0.222 2.6% 86% True False 348
10 8.626 7.960 0.666 7.9% 0.225 2.7% 71% False False 519
20 9.240 7.960 1.280 15.2% 0.221 2.6% 37% False False 529
40 10.025 7.960 2.065 24.5% 0.235 2.8% 23% False False 465
60 11.981 7.960 4.021 47.7% 0.230 2.7% 12% False False 455
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.053
Widest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 9.764
2.618 9.284
1.618 8.990
1.000 8.808
0.618 8.696
HIGH 8.514
0.618 8.402
0.500 8.367
0.382 8.332
LOW 8.220
0.618 8.038
1.000 7.926
1.618 7.744
2.618 7.450
4.250 6.971
Fisher Pivots for day following 17-Sep-2008
Pivot 1 day 3 day
R1 8.412 8.369
PP 8.390 8.303
S1 8.367 8.237

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

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