NYMEX Natural Gas Future July 2009


Trading Metrics calculated at close of trading on 26-Sep-2008
Day Change Summary
Previous Current
25-Sep-2008 26-Sep-2008 Change Change % Previous Week
Open 8.411 8.407 -0.004 0.0% 8.264
High 8.587 8.407 -0.180 -2.1% 8.598
Low 8.278 8.181 -0.097 -1.2% 8.181
Close 8.420 8.243 -0.177 -2.1% 8.243
Range 0.309 0.226 -0.083 -26.9% 0.417
ATR 0.251 0.250 -0.001 -0.3% 0.000
Volume 517 222 -295 -57.1% 2,556
Daily Pivots for day following 26-Sep-2008
Classic Woodie Camarilla DeMark
R4 8.955 8.825 8.367
R3 8.729 8.599 8.305
R2 8.503 8.503 8.284
R1 8.373 8.373 8.264 8.325
PP 8.277 8.277 8.277 8.253
S1 8.147 8.147 8.222 8.099
S2 8.051 8.051 8.202
S3 7.825 7.921 8.181
S4 7.599 7.695 8.119
Weekly Pivots for week ending 26-Sep-2008
Classic Woodie Camarilla DeMark
R4 9.592 9.334 8.472
R3 9.175 8.917 8.358
R2 8.758 8.758 8.319
R1 8.500 8.500 8.281 8.421
PP 8.341 8.341 8.341 8.301
S1 8.083 8.083 8.205 8.004
S2 7.924 7.924 8.167
S3 7.507 7.666 8.128
S4 7.090 7.249 8.014
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 8.598 8.181 0.417 5.1% 0.232 2.8% 15% False True 511
10 8.598 7.960 0.638 7.7% 0.243 2.9% 44% False False 591
20 8.975 7.960 1.015 12.3% 0.230 2.8% 28% False False 575
40 9.739 7.960 1.779 21.6% 0.223 2.7% 16% False False 510
60 11.959 7.960 3.999 48.5% 0.241 2.9% 7% False False 477
80 11.981 7.960 4.021 48.8% 0.208 2.5% 7% False False 472
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 0.037
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 9.368
2.618 8.999
1.618 8.773
1.000 8.633
0.618 8.547
HIGH 8.407
0.618 8.321
0.500 8.294
0.382 8.267
LOW 8.181
0.618 8.041
1.000 7.955
1.618 7.815
2.618 7.589
4.250 7.221
Fisher Pivots for day following 26-Sep-2008
Pivot 1 day 3 day
R1 8.294 8.384
PP 8.277 8.337
S1 8.260 8.290

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

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