NYMEX Natural Gas Future July 2009


Trading Metrics calculated at close of trading on 29-Sep-2008
Day Change Summary
Previous Current
26-Sep-2008 29-Sep-2008 Change Change % Previous Week
Open 8.407 8.013 -0.394 -4.7% 8.264
High 8.407 8.044 -0.363 -4.3% 8.598
Low 8.181 7.895 -0.286 -3.5% 8.181
Close 8.243 7.931 -0.312 -3.8% 8.243
Range 0.226 0.149 -0.077 -34.1% 0.417
ATR 0.250 0.257 0.007 2.8% 0.000
Volume 222 526 304 136.9% 2,556
Daily Pivots for day following 29-Sep-2008
Classic Woodie Camarilla DeMark
R4 8.404 8.316 8.013
R3 8.255 8.167 7.972
R2 8.106 8.106 7.958
R1 8.018 8.018 7.945 7.988
PP 7.957 7.957 7.957 7.941
S1 7.869 7.869 7.917 7.839
S2 7.808 7.808 7.904
S3 7.659 7.720 7.890
S4 7.510 7.571 7.849
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 7.895 0.703 8.9% 0.216 2.7% 5% False True 566
10 8.598 7.895 0.703 8.9% 0.229 2.9% 5% False True 606
20 8.626 7.895 0.731 9.2% 0.225 2.8% 5% False True 567
40 9.619 7.895 1.724 21.7% 0.222 2.8% 2% False True 519
60 11.959 7.895 4.064 51.2% 0.241 3.0% 1% False True 481
80 11.981 7.895 4.086 51.5% 0.209 2.6% 1% False True 478
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.027
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 8.677
2.618 8.434
1.618 8.285
1.000 8.193
0.618 8.136
HIGH 8.044
0.618 7.987
0.500 7.970
0.382 7.952
LOW 7.895
0.618 7.803
1.000 7.746
1.618 7.654
2.618 7.505
4.250 7.262
Fisher Pivots for day following 29-Sep-2008
Pivot 1 day 3 day
R1 7.970 8.241
PP 7.957 8.138
S1 7.944 8.034

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

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