NYMEX Natural Gas Future July 2009


Trading Metrics calculated at close of trading on 19-Sep-2008
Day Change Summary
Previous Current
18-Sep-2008 19-Sep-2008 Change Change % Previous Week
Open 8.555 8.382 -0.173 -2.0% 8.220
High 8.582 8.406 -0.176 -2.1% 8.582
Low 8.210 8.262 0.052 0.6% 7.960
Close 8.369 8.374 0.005 0.1% 8.374
Range 0.372 0.144 -0.228 -61.3% 0.622
ATR 0.265 0.256 -0.009 -3.3% 0.000
Volume 1,621 484 -1,137 -70.1% 3,358
Daily Pivots for day following 19-Sep-2008
Classic Woodie Camarilla DeMark
R4 8.779 8.721 8.453
R3 8.635 8.577 8.414
R2 8.491 8.491 8.400
R1 8.433 8.433 8.387 8.390
PP 8.347 8.347 8.347 8.326
S1 8.289 8.289 8.361 8.246
S2 8.203 8.203 8.348
S3 8.059 8.145 8.334
S4 7.915 8.001 8.295
Weekly Pivots for week ending 19-Sep-2008
Classic Woodie Camarilla DeMark
R4 10.171 9.895 8.716
R3 9.549 9.273 8.545
R2 8.927 8.927 8.488
R1 8.651 8.651 8.431 8.789
PP 8.305 8.305 8.305 8.375
S1 8.029 8.029 8.317 8.167
S2 7.683 7.683 8.260
S3 7.061 7.407 8.203
S4 6.439 6.785 8.032
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% 0.254 3.0% 67% False False 671
10 8.626 7.960 0.666 8.0% 0.232 2.8% 62% False False 606
20 9.240 7.960 1.280 15.3% 0.232 2.8% 32% False False 549
40 9.739 7.960 1.779 21.2% 0.221 2.6% 23% False False 485
60 11.981 7.960 4.021 48.0% 0.232 2.8% 10% False False 464
80 11.981 7.960 4.021 48.0% 0.198 2.4% 10% False False 467
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.042
Narrowest range in 17 trading days
Fibonacci Retracements and Extensions
4.250 9.018
2.618 8.783
1.618 8.639
1.000 8.550
0.618 8.495
HIGH 8.406
0.618 8.351
0.500 8.334
0.382 8.317
LOW 8.262
0.618 8.173
1.000 8.118
1.618 8.029
2.618 7.885
4.250 7.650
Fisher Pivots for day following 19-Sep-2008
Pivot 1 day 3 day
R1 8.361 8.396
PP 8.347 8.389
S1 8.334 8.381

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

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