NYMEX Natural Gas Future July 2009


Trading Metrics calculated at close of trading on 07-Oct-2008
Day Change Summary
Previous Current
06-Oct-2008 07-Oct-2008 Change Change % Previous Week
Open 7.940 7.685 -0.255 -3.2% 8.013
High 7.940 7.722 -0.218 -2.7% 8.373
Low 7.618 7.562 -0.056 -0.7% 7.895
Close 7.616 7.602 -0.014 -0.2% 7.989
Range 0.322 0.160 -0.162 -50.3% 0.478
ATR 0.255 0.249 -0.007 -2.7% 0.000
Volume 817 1,400 583 71.4% 3,168
Daily Pivots for day following 07-Oct-2008
Classic Woodie Camarilla DeMark
R4 8.109 8.015 7.690
R3 7.949 7.855 7.646
R2 7.789 7.789 7.631
R1 7.695 7.695 7.617 7.662
PP 7.629 7.629 7.629 7.612
S1 7.535 7.535 7.587 7.502
S2 7.469 7.469 7.573
S3 7.309 7.375 7.558
S4 7.149 7.215 7.514
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 7.562 0.811 10.7% 0.222 2.9% 5% False True 859
10 8.587 7.562 1.025 13.5% 0.215 2.8% 4% False True 743
20 8.598 7.562 1.036 13.6% 0.220 2.9% 4% False True 644
40 9.250 7.562 1.688 22.2% 0.220 2.9% 2% False True 587
60 11.280 7.562 3.718 48.9% 0.238 3.1% 1% False True 529
80 11.981 7.562 4.419 58.1% 0.221 2.9% 1% False True 523
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 0.025
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 8.402
2.618 8.141
1.618 7.981
1.000 7.882
0.618 7.821
HIGH 7.722
0.618 7.661
0.500 7.642
0.382 7.623
LOW 7.562
0.618 7.463
1.000 7.402
1.618 7.303
2.618 7.143
4.250 6.882
Fisher Pivots for day following 07-Oct-2008
Pivot 1 day 3 day
R1 7.642 7.817
PP 7.629 7.745
S1 7.615 7.674

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

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