NYMEX Natural Gas Future July 2009


Trading Metrics calculated at close of trading on 06-Oct-2008
Day Change Summary
Previous Current
03-Oct-2008 06-Oct-2008 Change Change % Previous Week
Open 8.067 7.940 -0.127 -1.6% 8.013
High 8.072 7.940 -0.132 -1.6% 8.373
Low 7.945 7.618 -0.327 -4.1% 7.895
Close 7.989 7.616 -0.373 -4.7% 7.989
Range 0.127 0.322 0.195 153.5% 0.478
ATR 0.247 0.255 0.009 3.6% 0.000
Volume 562 817 255 45.4% 3,168
Daily Pivots for day following 06-Oct-2008
Classic Woodie Camarilla DeMark
R4 8.691 8.475 7.793
R3 8.369 8.153 7.705
R2 8.047 8.047 7.675
R1 7.831 7.831 7.646 7.778
PP 7.725 7.725 7.725 7.698
S1 7.509 7.509 7.586 7.456
S2 7.403 7.403 7.557
S3 7.081 7.187 7.527
S4 6.759 6.865 7.439
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 7.618 0.755 9.9% 0.222 2.9% 0% False True 691
10 8.598 7.618 0.980 12.9% 0.219 2.9% 0% False True 629
20 8.598 7.618 0.980 12.9% 0.223 2.9% 0% False True 600
40 9.250 7.618 1.632 21.4% 0.219 2.9% 0% False True 562
60 11.293 7.618 3.675 48.3% 0.237 3.1% 0% False True 512
80 11.981 7.618 4.363 57.3% 0.219 2.9% 0% False True 507
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.021
Widest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 9.309
2.618 8.783
1.618 8.461
1.000 8.262
0.618 8.139
HIGH 7.940
0.618 7.817
0.500 7.779
0.382 7.741
LOW 7.618
0.618 7.419
1.000 7.296
1.618 7.097
2.618 6.775
4.250 6.250
Fisher Pivots for day following 06-Oct-2008
Pivot 1 day 3 day
R1 7.779 7.959
PP 7.725 7.845
S1 7.670 7.730

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

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