NYMEX Natural Gas Future July 2009


Trading Metrics calculated at close of trading on 24-Oct-2008
Day Change Summary
Previous Current
23-Oct-2008 24-Oct-2008 Change Change % Previous Week
Open 7.250 7.106 -0.144 -2.0% 7.433
High 7.289 7.106 -0.183 -2.5% 7.503
Low 7.072 6.950 -0.122 -1.7% 6.950
Close 7.072 6.985 -0.087 -1.2% 6.985
Range 0.217 0.156 -0.061 -28.1% 0.553
ATR 0.217 0.213 -0.004 -2.0% 0.000
Volume 244 623 379 155.3% 3,874
Daily Pivots for day following 24-Oct-2008
Classic Woodie Camarilla DeMark
R4 7.482 7.389 7.071
R3 7.326 7.233 7.028
R2 7.170 7.170 7.014
R1 7.077 7.077 6.999 7.046
PP 7.014 7.014 7.014 6.998
S1 6.921 6.921 6.971 6.890
S2 6.858 6.858 6.956
S3 6.702 6.765 6.942
S4 6.546 6.609 6.899
Weekly Pivots for week ending 24-Oct-2008
Classic Woodie Camarilla DeMark
R4 8.805 8.448 7.289
R3 8.252 7.895 7.137
R2 7.699 7.699 7.086
R1 7.342 7.342 7.036 7.244
PP 7.146 7.146 7.146 7.097
S1 6.789 6.789 6.934 6.691
S2 6.593 6.593 6.884
S3 6.040 6.236 6.833
S4 5.487 5.683 6.681
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 7.503 6.950 0.553 7.9% 0.197 2.8% 6% False True 774
10 7.568 6.950 0.618 8.8% 0.169 2.4% 6% False True 855
20 8.373 6.950 1.423 20.4% 0.181 2.6% 2% False True 876
40 8.975 6.950 2.025 29.0% 0.205 2.9% 2% False True 726
60 9.739 6.950 2.789 39.9% 0.209 3.0% 1% False True 632
80 11.959 6.950 5.009 71.7% 0.226 3.2% 1% False True 577
100 11.981 6.950 5.031 72.0% 0.202 2.9% 1% False True 553
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 0.030
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 7.769
2.618 7.514
1.618 7.358
1.000 7.262
0.618 7.202
HIGH 7.106
0.618 7.046
0.500 7.028
0.382 7.010
LOW 6.950
0.618 6.854
1.000 6.794
1.618 6.698
2.618 6.542
4.250 6.287
Fisher Pivots for day following 24-Oct-2008
Pivot 1 day 3 day
R1 7.028 7.196
PP 7.014 7.126
S1 6.999 7.055

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

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