NYMEX Natural Gas Future July 2009


Trading Metrics calculated at close of trading on 25-Sep-2008
Day Change Summary
Previous Current
24-Sep-2008 25-Sep-2008 Change Change % Previous Week
Open 8.570 8.411 -0.159 -1.9% 8.220
High 8.570 8.587 0.017 0.2% 8.582
Low 8.373 8.278 -0.095 -1.1% 7.960
Close 8.411 8.420 0.009 0.1% 8.374
Range 0.197 0.309 0.112 56.9% 0.622
ATR 0.247 0.251 0.004 1.8% 0.000
Volume 1,311 517 -794 -60.6% 3,358
Daily Pivots for day following 25-Sep-2008
Classic Woodie Camarilla DeMark
R4 9.355 9.197 8.590
R3 9.046 8.888 8.505
R2 8.737 8.737 8.477
R1 8.579 8.579 8.448 8.658
PP 8.428 8.428 8.428 8.468
S1 8.270 8.270 8.392 8.349
S2 8.119 8.119 8.363
S3 7.810 7.961 8.335
S4 7.501 7.652 8.250
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 8.260 0.338 4.0% 0.215 2.6% 47% False False 563
10 8.598 7.960 0.638 7.6% 0.239 2.8% 72% False False 593
20 9.110 7.960 1.150 13.7% 0.244 2.9% 40% False False 592
40 9.739 7.960 1.779 21.1% 0.220 2.6% 26% False False 512
60 11.959 7.960 3.999 47.5% 0.239 2.8% 12% False False 477
80 11.981 7.960 4.021 47.8% 0.205 2.4% 11% False False 480
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.041
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 9.900
2.618 9.396
1.618 9.087
1.000 8.896
0.618 8.778
HIGH 8.587
0.618 8.469
0.500 8.433
0.382 8.396
LOW 8.278
0.618 8.087
1.000 7.969
1.618 7.778
2.618 7.469
4.250 6.965
Fisher Pivots for day following 25-Sep-2008
Pivot 1 day 3 day
R1 8.433 8.438
PP 8.428 8.432
S1 8.424 8.426

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

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