NYMEX Natural Gas Future July 2009


Trading Metrics calculated at close of trading on 10-Oct-2008
Day Change Summary
Previous Current
09-Oct-2008 10-Oct-2008 Change Change % Previous Week
Open 7.610 7.495 -0.115 -1.5% 7.940
High 7.620 7.522 -0.098 -1.3% 7.940
Low 7.470 7.360 -0.110 -1.5% 7.360
Close 7.618 7.364 -0.254 -3.3% 7.364
Range 0.150 0.162 0.012 8.0% 0.580
ATR 0.238 0.239 0.001 0.6% 0.000
Volume 1,095 769 -326 -29.8% 5,808
Daily Pivots for day following 10-Oct-2008
Classic Woodie Camarilla DeMark
R4 7.901 7.795 7.453
R3 7.739 7.633 7.409
R2 7.577 7.577 7.394
R1 7.471 7.471 7.379 7.443
PP 7.415 7.415 7.415 7.402
S1 7.309 7.309 7.349 7.281
S2 7.253 7.253 7.334
S3 7.091 7.147 7.319
S4 6.929 6.985 7.275
Weekly Pivots for week ending 10-Oct-2008
Classic Woodie Camarilla DeMark
R4 9.295 8.909 7.683
R3 8.715 8.329 7.524
R2 8.135 8.135 7.470
R1 7.749 7.749 7.417 7.652
PP 7.555 7.555 7.555 7.506
S1 7.169 7.169 7.311 7.072
S2 6.975 6.975 7.258
S3 6.395 6.589 7.205
S4 5.815 6.009 7.045
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 7.940 7.360 0.580 7.9% 0.197 2.7% 1% False True 1,161
10 8.373 7.360 1.013 13.8% 0.193 2.6% 0% False True 897
20 8.598 7.360 1.238 16.8% 0.218 3.0% 0% False True 744
40 9.240 7.360 1.880 25.5% 0.211 2.9% 0% False True 634
60 10.380 7.360 3.020 41.0% 0.225 3.1% 0% False True 559
80 11.981 7.360 4.621 62.8% 0.222 3.0% 0% False True 562
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.021
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 8.211
2.618 7.946
1.618 7.784
1.000 7.684
0.618 7.622
HIGH 7.522
0.618 7.460
0.500 7.441
0.382 7.422
LOW 7.360
0.618 7.260
1.000 7.198
1.618 7.098
2.618 6.936
4.250 6.672
Fisher Pivots for day following 10-Oct-2008
Pivot 1 day 3 day
R1 7.441 7.490
PP 7.415 7.448
S1 7.390 7.406

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

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