NYMEX Natural Gas Future July 2009


Trading Metrics calculated at close of trading on 30-Sep-2008
Day Change Summary
Previous Current
29-Sep-2008 30-Sep-2008 Change Change % Previous Week
Open 8.013 8.000 -0.013 -0.2% 8.264
High 8.044 8.121 0.077 1.0% 8.598
Low 7.895 7.960 0.065 0.8% 8.181
Close 7.931 8.075 0.144 1.8% 8.243
Range 0.149 0.161 0.012 8.1% 0.417
ATR 0.257 0.252 -0.005 -1.9% 0.000
Volume 526 562 36 6.8% 2,556
Daily Pivots for day following 30-Sep-2008
Classic Woodie Camarilla DeMark
R4 8.535 8.466 8.164
R3 8.374 8.305 8.119
R2 8.213 8.213 8.105
R1 8.144 8.144 8.090 8.179
PP 8.052 8.052 8.052 8.069
S1 7.983 7.983 8.060 8.018
S2 7.891 7.891 8.045
S3 7.730 7.822 8.031
S4 7.569 7.661 7.986
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 8.587 7.895 0.692 8.6% 0.208 2.6% 26% False False 627
10 8.598 7.895 0.703 8.7% 0.228 2.8% 26% False False 617
20 8.626 7.895 0.731 9.1% 0.222 2.8% 25% False False 578
40 9.470 7.895 1.575 19.5% 0.218 2.7% 11% False False 527
60 11.460 7.895 3.565 44.1% 0.238 2.9% 5% False False 490
80 11.981 7.895 4.086 50.6% 0.209 2.6% 4% False False 484
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.026
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 8.805
2.618 8.542
1.618 8.381
1.000 8.282
0.618 8.220
HIGH 8.121
0.618 8.059
0.500 8.041
0.382 8.022
LOW 7.960
0.618 7.861
1.000 7.799
1.618 7.700
2.618 7.539
4.250 7.276
Fisher Pivots for day following 30-Sep-2008
Pivot 1 day 3 day
R1 8.064 8.151
PP 8.052 8.126
S1 8.041 8.100

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

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