NYMEX Natural Gas Future July 2009


Trading Metrics calculated at close of trading on 05-Nov-2008
Day Change Summary
Previous Current
04-Nov-2008 05-Nov-2008 Change Change % Previous Week
Open 7.445 7.570 0.125 1.7% 6.904
High 7.708 7.700 -0.008 -0.1% 7.340
Low 7.432 7.541 0.109 1.5% 6.825
Close 7.632 7.659 0.027 0.4% 7.281
Range 0.276 0.159 -0.117 -42.4% 0.515
ATR 0.244 0.238 -0.006 -2.5% 0.000
Volume 1,012 1,345 333 32.9% 5,552
Daily Pivots for day following 05-Nov-2008
Classic Woodie Camarilla DeMark
R4 8.110 8.044 7.746
R3 7.951 7.885 7.703
R2 7.792 7.792 7.688
R1 7.726 7.726 7.674 7.759
PP 7.633 7.633 7.633 7.650
S1 7.567 7.567 7.644 7.600
S2 7.474 7.474 7.630
S3 7.315 7.408 7.615
S4 7.156 7.249 7.572
Weekly Pivots for week ending 31-Oct-2008
Classic Woodie Camarilla DeMark
R4 8.694 8.502 7.564
R3 8.179 7.987 7.423
R2 7.664 7.664 7.375
R1 7.472 7.472 7.328 7.568
PP 7.149 7.149 7.149 7.197
S1 6.957 6.957 7.234 7.053
S2 6.634 6.634 7.187
S3 6.119 6.442 7.139
S4 5.604 5.927 6.998
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 7.708 6.969 0.739 9.6% 0.265 3.5% 93% False False 1,039
10 7.708 6.825 0.883 11.5% 0.222 2.9% 94% False False 949
20 7.708 6.825 0.883 11.5% 0.192 2.5% 94% False False 952
40 8.598 6.825 1.773 23.1% 0.206 2.7% 47% False False 814
60 9.250 6.825 2.425 31.7% 0.212 2.8% 34% False False 734
80 10.800 6.825 3.975 51.9% 0.222 2.9% 21% False False 654
100 11.981 6.825 5.156 67.3% 0.216 2.8% 16% False False 624
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.034
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 8.376
2.618 8.116
1.618 7.957
1.000 7.859
0.618 7.798
HIGH 7.700
0.618 7.639
0.500 7.621
0.382 7.602
LOW 7.541
0.618 7.443
1.000 7.382
1.618 7.284
2.618 7.125
4.250 6.865
Fisher Pivots for day following 05-Nov-2008
Pivot 1 day 3 day
R1 7.646 7.573
PP 7.633 7.488
S1 7.621 7.402

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

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