NYMEX Natural Gas Future July 2009


Trading Metrics calculated at close of trading on 01-Oct-2008
Day Change Summary
Previous Current
30-Sep-2008 01-Oct-2008 Change Change % Previous Week
Open 8.000 8.120 0.120 1.5% 8.264
High 8.121 8.373 0.252 3.1% 8.598
Low 7.960 8.115 0.155 1.9% 8.181
Close 8.075 8.250 0.175 2.2% 8.243
Range 0.161 0.258 0.097 60.2% 0.417
ATR 0.252 0.256 0.003 1.3% 0.000
Volume 562 529 -33 -5.9% 2,556
Daily Pivots for day following 01-Oct-2008
Classic Woodie Camarilla DeMark
R4 9.020 8.893 8.392
R3 8.762 8.635 8.321
R2 8.504 8.504 8.297
R1 8.377 8.377 8.274 8.441
PP 8.246 8.246 8.246 8.278
S1 8.119 8.119 8.226 8.183
S2 7.988 7.988 8.203
S3 7.730 7.861 8.179
S4 7.472 7.603 8.108
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 8.4% 0.221 2.7% 51% False False 471
10 8.598 7.895 0.703 8.5% 0.224 2.7% 50% False False 627
20 8.626 7.895 0.731 8.9% 0.225 2.7% 49% False False 573
40 9.390 7.895 1.495 18.1% 0.217 2.6% 24% False False 517
60 11.460 7.895 3.565 43.2% 0.240 2.9% 10% False False 494
80 11.981 7.895 4.086 49.5% 0.212 2.6% 9% False False 488
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 4 trading days
Fibonacci Retracements and Extensions
4.250 9.470
2.618 9.048
1.618 8.790
1.000 8.631
0.618 8.532
HIGH 8.373
0.618 8.274
0.500 8.244
0.382 8.214
LOW 8.115
0.618 7.956
1.000 7.857
1.618 7.698
2.618 7.440
4.250 7.019
Fisher Pivots for day following 01-Oct-2008
Pivot 1 day 3 day
R1 8.248 8.211
PP 8.246 8.173
S1 8.244 8.134

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

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