NYMEX Natural Gas Future July 2009


Trading Metrics calculated at close of trading on 16-Oct-2008
Day Change Summary
Previous Current
15-Oct-2008 16-Oct-2008 Change Change % Previous Week
Open 7.320 7.200 -0.120 -1.6% 7.940
High 7.335 7.310 -0.025 -0.3% 7.940
Low 7.201 7.182 -0.019 -0.3% 7.360
Close 7.234 7.247 0.013 0.2% 7.364
Range 0.134 0.128 -0.006 -4.5% 0.580
ATR 0.227 0.220 -0.007 -3.1% 0.000
Volume 1,033 622 -411 -39.8% 5,808
Daily Pivots for day following 16-Oct-2008
Classic Woodie Camarilla DeMark
R4 7.630 7.567 7.317
R3 7.502 7.439 7.282
R2 7.374 7.374 7.270
R1 7.311 7.311 7.259 7.343
PP 7.246 7.246 7.246 7.262
S1 7.183 7.183 7.235 7.215
S2 7.118 7.118 7.224
S3 6.990 7.055 7.212
S4 6.862 6.927 7.177
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 7.568 7.182 0.386 5.3% 0.136 1.9% 17% False True 783
10 8.072 7.182 0.890 12.3% 0.163 2.3% 7% False True 951
20 8.598 7.182 1.416 19.5% 0.187 2.6% 5% False True 758
40 9.240 7.182 2.058 28.4% 0.210 2.9% 3% False True 646
60 9.739 7.182 2.557 35.3% 0.218 3.0% 3% False True 577
80 11.981 7.182 4.799 66.2% 0.223 3.1% 1% False True 549
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 True
3BNR False
4BNR False
8BNR False
Bear Hook True
Bull Hook False
Stretch 0.022
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 7.854
2.618 7.645
1.618 7.517
1.000 7.438
0.618 7.389
HIGH 7.310
0.618 7.261
0.500 7.246
0.382 7.231
LOW 7.182
0.618 7.103
1.000 7.054
1.618 6.975
2.618 6.847
4.250 6.638
Fisher Pivots for day following 16-Oct-2008
Pivot 1 day 3 day
R1 7.247 7.375
PP 7.246 7.332
S1 7.246 7.290

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

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