NYMEX Natural Gas Future July 2009


Trading Metrics calculated at close of trading on 14-Oct-2008
Day Change Summary
Previous Current
13-Oct-2008 14-Oct-2008 Change Change % Previous Week
Open 7.470 7.560 0.090 1.2% 7.940
High 7.520 7.568 0.048 0.6% 7.940
Low 7.422 7.409 -0.013 -0.2% 7.360
Close 7.480 7.419 -0.061 -0.8% 7.364
Range 0.098 0.159 0.061 62.2% 0.580
ATR 0.233 0.228 -0.005 -2.3% 0.000
Volume 921 573 -348 -37.8% 5,808
Daily Pivots for day following 14-Oct-2008
Classic Woodie Camarilla DeMark
R4 7.942 7.840 7.506
R3 7.783 7.681 7.463
R2 7.624 7.624 7.448
R1 7.522 7.522 7.434 7.494
PP 7.465 7.465 7.465 7.451
S1 7.363 7.363 7.404 7.335
S2 7.306 7.306 7.390
S3 7.147 7.204 7.375
S4 6.988 7.045 7.332
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 7.620 7.360 0.260 3.5% 0.152 2.1% 23% False False 1,017
10 8.373 7.360 1.013 13.7% 0.187 2.5% 6% False False 938
20 8.598 7.360 1.238 16.7% 0.208 2.8% 5% False False 778
40 9.240 7.360 1.880 25.3% 0.211 2.8% 3% False False 648
60 10.025 7.360 2.665 35.9% 0.224 3.0% 2% False False 565
80 11.981 7.360 4.621 62.3% 0.223 3.0% 1% False False 552
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR True
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.019
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 8.244
2.618 7.984
1.618 7.825
1.000 7.727
0.618 7.666
HIGH 7.568
0.618 7.507
0.500 7.489
0.382 7.470
LOW 7.409
0.618 7.311
1.000 7.250
1.618 7.152
2.618 6.993
4.250 6.733
Fisher Pivots for day following 14-Oct-2008
Pivot 1 day 3 day
R1 7.489 7.464
PP 7.465 7.449
S1 7.442 7.434

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

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