NYMEX Natural Gas Future July 2009


Trading Metrics calculated at close of trading on 02-Oct-2008
Day Change Summary
Previous Current
01-Oct-2008 02-Oct-2008 Change Change % Previous Week
Open 8.120 8.300 0.180 2.2% 8.264
High 8.373 8.300 -0.073 -0.9% 8.598
Low 8.115 8.057 -0.058 -0.7% 8.181
Close 8.250 8.085 -0.165 -2.0% 8.243
Range 0.258 0.243 -0.015 -5.8% 0.417
ATR 0.256 0.255 -0.001 -0.4% 0.000
Volume 529 989 460 87.0% 2,556
Daily Pivots for day following 02-Oct-2008
Classic Woodie Camarilla DeMark
R4 8.876 8.724 8.219
R3 8.633 8.481 8.152
R2 8.390 8.390 8.130
R1 8.238 8.238 8.107 8.193
PP 8.147 8.147 8.147 8.125
S1 7.995 7.995 8.063 7.950
S2 7.904 7.904 8.040
S3 7.661 7.752 8.018
S4 7.418 7.509 7.951
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 8.407 7.895 0.512 6.3% 0.207 2.6% 37% False False 565
10 8.598 7.895 0.703 8.7% 0.211 2.6% 27% False False 564
20 8.626 7.895 0.731 9.0% 0.226 2.8% 26% False False 585
40 9.390 7.895 1.495 18.5% 0.220 2.7% 13% False False 538
60 11.460 7.895 3.565 44.1% 0.240 3.0% 5% False False 497
80 11.981 7.895 4.086 50.5% 0.215 2.7% 5% False False 494
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 0.024
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 9.333
2.618 8.936
1.618 8.693
1.000 8.543
0.618 8.450
HIGH 8.300
0.618 8.207
0.500 8.179
0.382 8.150
LOW 8.057
0.618 7.907
1.000 7.814
1.618 7.664
2.618 7.421
4.250 7.024
Fisher Pivots for day following 02-Oct-2008
Pivot 1 day 3 day
R1 8.179 8.167
PP 8.147 8.139
S1 8.116 8.112

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

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