NYMEX Natural Gas Future July 2009


Trading Metrics calculated at close of trading on 09-Oct-2008
Day Change Summary
Previous Current
08-Oct-2008 09-Oct-2008 Change Change % Previous Week
Open 7.550 7.610 0.060 0.8% 8.013
High 7.603 7.620 0.017 0.2% 8.373
Low 7.410 7.470 0.060 0.8% 7.895
Close 7.565 7.618 0.053 0.7% 7.989
Range 0.193 0.150 -0.043 -22.3% 0.478
ATR 0.245 0.238 -0.007 -2.8% 0.000
Volume 1,727 1,095 -632 -36.6% 3,168
Daily Pivots for day following 09-Oct-2008
Classic Woodie Camarilla DeMark
R4 8.019 7.969 7.701
R3 7.869 7.819 7.659
R2 7.719 7.719 7.646
R1 7.669 7.669 7.632 7.694
PP 7.569 7.569 7.569 7.582
S1 7.519 7.519 7.604 7.544
S2 7.419 7.419 7.591
S3 7.269 7.369 7.577
S4 7.119 7.219 7.536
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 8.072 7.410 0.662 8.7% 0.190 2.5% 31% False False 1,120
10 8.407 7.410 0.997 13.1% 0.199 2.6% 21% False False 842
20 8.598 7.410 1.188 15.6% 0.219 2.9% 18% False False 718
40 9.240 7.410 1.830 24.0% 0.215 2.8% 11% False False 634
60 10.744 7.410 3.334 43.8% 0.231 3.0% 6% False False 560
80 11.981 7.410 4.571 60.0% 0.223 2.9% 5% False False 555
Crabel Price Patterns
NR True
NR4 True
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 0.018
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 8.258
2.618 8.013
1.618 7.863
1.000 7.770
0.618 7.713
HIGH 7.620
0.618 7.563
0.500 7.545
0.382 7.527
LOW 7.470
0.618 7.377
1.000 7.320
1.618 7.227
2.618 7.077
4.250 6.833
Fisher Pivots for day following 09-Oct-2008
Pivot 1 day 3 day
R1 7.594 7.601
PP 7.569 7.583
S1 7.545 7.566

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

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