NYMEX Natural Gas Future July 2009


Trading Metrics calculated at close of trading on 23-Sep-2008
Day Change Summary
Previous Current
22-Sep-2008 23-Sep-2008 Change Change % Previous Week
Open 8.264 8.400 0.136 1.6% 8.220
High 8.488 8.598 0.110 1.3% 8.582
Low 8.260 8.400 0.140 1.7% 7.960
Close 8.449 8.518 0.069 0.8% 8.374
Range 0.228 0.198 -0.030 -13.2% 0.622
ATR 0.254 0.250 -0.004 -1.6% 0.000
Volume 250 256 6 2.4% 3,358
Daily Pivots for day following 23-Sep-2008
Classic Woodie Camarilla DeMark
R4 9.099 9.007 8.627
R3 8.901 8.809 8.572
R2 8.703 8.703 8.554
R1 8.611 8.611 8.536 8.657
PP 8.505 8.505 8.505 8.529
S1 8.413 8.413 8.500 8.459
S2 8.307 8.307 8.482
S3 8.109 8.215 8.464
S4 7.911 8.017 8.409
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 8.598 8.210 0.388 4.6% 0.247 2.9% 79% True False 608
10 8.598 7.960 0.638 7.5% 0.226 2.6% 87% True False 544
20 9.240 7.960 1.280 15.0% 0.235 2.8% 44% False False 534
40 9.739 7.960 1.779 20.9% 0.219 2.6% 31% False False 475
60 11.981 7.960 4.021 47.2% 0.236 2.8% 14% False False 455
80 11.981 7.960 4.021 47.2% 0.202 2.4% 14% False False 458
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 0.032
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 9.440
2.618 9.116
1.618 8.918
1.000 8.796
0.618 8.720
HIGH 8.598
0.618 8.522
0.500 8.499
0.382 8.476
LOW 8.400
0.618 8.278
1.000 8.202
1.618 8.080
2.618 7.882
4.250 7.559
Fisher Pivots for day following 23-Sep-2008
Pivot 1 day 3 day
R1 8.512 8.488
PP 8.505 8.459
S1 8.499 8.429

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

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