NYMEX Natural Gas Future July 2009


Trading Metrics calculated at close of trading on 03-Oct-2008
Day Change Summary
Previous Current
02-Oct-2008 03-Oct-2008 Change Change % Previous Week
Open 8.300 8.067 -0.233 -2.8% 8.013
High 8.300 8.072 -0.228 -2.7% 8.373
Low 8.057 7.945 -0.112 -1.4% 7.895
Close 8.085 7.989 -0.096 -1.2% 7.989
Range 0.243 0.127 -0.116 -47.7% 0.478
ATR 0.255 0.247 -0.008 -3.2% 0.000
Volume 989 562 -427 -43.2% 3,168
Daily Pivots for day following 03-Oct-2008
Classic Woodie Camarilla DeMark
R4 8.383 8.313 8.059
R3 8.256 8.186 8.024
R2 8.129 8.129 8.012
R1 8.059 8.059 8.001 8.031
PP 8.002 8.002 8.002 7.988
S1 7.932 7.932 7.977 7.904
S2 7.875 7.875 7.966
S3 7.748 7.805 7.954
S4 7.621 7.678 7.919
Weekly Pivots for week ending 03-Oct-2008
Classic Woodie Camarilla DeMark
R4 9.520 9.232 8.252
R3 9.042 8.754 8.120
R2 8.564 8.564 8.077
R1 8.276 8.276 8.033 8.181
PP 8.086 8.086 8.086 8.038
S1 7.798 7.798 7.945 7.703
S2 7.608 7.608 7.901
S3 7.130 7.320 7.858
S4 6.652 6.842 7.726
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 8.373 7.895 0.478 6.0% 0.188 2.3% 20% False False 633
10 8.598 7.895 0.703 8.8% 0.210 2.6% 13% False False 572
20 8.626 7.895 0.731 9.2% 0.221 2.8% 13% False False 589
40 9.250 7.895 1.355 17.0% 0.217 2.7% 7% False False 550
60 11.460 7.895 3.565 44.6% 0.237 3.0% 3% False False 501
80 11.981 7.895 4.086 51.1% 0.215 2.7% 2% False False 499
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.022
Narrowest range in 27 trading days
Fibonacci Retracements and Extensions
4.250 8.612
2.618 8.404
1.618 8.277
1.000 8.199
0.618 8.150
HIGH 8.072
0.618 8.023
0.500 8.009
0.382 7.994
LOW 7.945
0.618 7.867
1.000 7.818
1.618 7.740
2.618 7.613
4.250 7.405
Fisher Pivots for day following 03-Oct-2008
Pivot 1 day 3 day
R1 8.009 8.159
PP 8.002 8.102
S1 7.996 8.046

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

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