NYMEX Natural Gas Future June 2009


Trading Metrics calculated at close of trading on 16-Jul-2008
Day Change Summary
Previous Current
15-Jul-2008 16-Jul-2008 Change Change % Previous Week
Open 11.195 10.675 -0.520 -4.6% 11.770
High 11.195 10.675 -0.520 -4.6% 11.770
Low 10.677 10.431 -0.246 -2.3% 10.996
Close 10.718 10.624 -0.094 -0.9% 11.083
Range 0.518 0.244 -0.274 -52.9% 0.774
ATR
Volume 217 870 653 300.9% 2,414
Daily Pivots for day following 16-Jul-2008
Classic Woodie Camarilla DeMark
R4 11.309 11.210 10.758
R3 11.065 10.966 10.691
R2 10.821 10.821 10.669
R1 10.722 10.722 10.646 10.650
PP 10.577 10.577 10.577 10.540
S1 10.478 10.478 10.602 10.406
S2 10.333 10.333 10.579
S3 10.089 10.234 10.557
S4 9.845 9.990 10.490
Weekly Pivots for week ending 11-Jul-2008
Classic Woodie Camarilla DeMark
R4 13.605 13.118 11.509
R3 12.831 12.344 11.296
R2 12.057 12.057 11.225
R1 11.570 11.570 11.154 11.427
PP 11.283 11.283 11.283 11.211
S1 10.796 10.796 11.012 10.653
S2 10.509 10.509 10.941
S3 9.735 10.022 10.870
S4 8.961 9.248 10.657
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 11.335 10.431 0.904 8.5% 0.283 2.7% 21% False True 491
10 11.774 10.431 1.343 12.6% 0.240 2.3% 14% False True 467
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 0.009
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 11.712
2.618 11.314
1.618 11.070
1.000 10.919
0.618 10.826
HIGH 10.675
0.618 10.582
0.500 10.553
0.382 10.524
LOW 10.431
0.618 10.280
1.000 10.187
1.618 10.036
2.618 9.792
4.250 9.394
Fisher Pivots for day following 16-Jul-2008
Pivot 1 day 3 day
R1 10.600 10.828
PP 10.577 10.760
S1 10.553 10.692

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

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