NYMEX Natural Gas Future July 2009


Trading Metrics calculated at close of trading on 18-Sep-2008
Day Change Summary
Previous Current
17-Sep-2008 18-Sep-2008 Change Change % Previous Week
Open 8.220 8.555 0.335 4.1% 8.428
High 8.514 8.582 0.068 0.8% 8.626
Low 8.220 8.210 -0.010 -0.1% 8.141
Close 8.435 8.369 -0.066 -0.8% 8.211
Range 0.294 0.372 0.078 26.5% 0.485
ATR 0.257 0.265 0.008 3.2% 0.000
Volume 430 1,621 1,191 277.0% 2,702
Daily Pivots for day following 18-Sep-2008
Classic Woodie Camarilla DeMark
R4 9.503 9.308 8.574
R3 9.131 8.936 8.471
R2 8.759 8.759 8.437
R1 8.564 8.564 8.403 8.476
PP 8.387 8.387 8.387 8.343
S1 8.192 8.192 8.335 8.104
S2 8.015 8.015 8.301
S3 7.643 7.820 8.267
S4 7.271 7.448 8.164
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 8.582 7.960 0.622 7.4% 0.264 3.1% 66% True False 623
10 8.626 7.960 0.666 8.0% 0.241 2.9% 61% False False 606
20 9.240 7.960 1.280 15.3% 0.233 2.8% 32% False False 533
40 9.739 7.960 1.779 21.3% 0.233 2.8% 23% False False 487
60 11.981 7.960 4.021 48.0% 0.234 2.8% 10% False False 480
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 0.051
Widest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 10.163
2.618 9.556
1.618 9.184
1.000 8.954
0.618 8.812
HIGH 8.582
0.618 8.440
0.500 8.396
0.382 8.352
LOW 8.210
0.618 7.980
1.000 7.838
1.618 7.608
2.618 7.236
4.250 6.629
Fisher Pivots for day following 18-Sep-2008
Pivot 1 day 3 day
R1 8.396 8.336
PP 8.387 8.304
S1 8.378 8.271

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

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