NYMEX Natural Gas Future June 2009


Trading Metrics calculated at close of trading on 04-Aug-2008
Day Change Summary
Previous Current
01-Aug-2008 04-Aug-2008 Change Change % Previous Week
Open 9.542 9.524 -0.018 -0.2% 9.353
High 9.637 9.524 -0.113 -1.2% 9.637
Low 9.528 9.225 -0.303 -3.2% 9.144
Close 9.624 9.237 -0.387 -4.0% 9.624
Range 0.109 0.299 0.190 174.3% 0.493
ATR 0.266 0.275 0.010 3.6% 0.000
Volume 356 224 -132 -37.1% 1,973
Daily Pivots for day following 04-Aug-2008
Classic Woodie Camarilla DeMark
R4 10.226 10.030 9.401
R3 9.927 9.731 9.319
R2 9.628 9.628 9.292
R1 9.432 9.432 9.264 9.381
PP 9.329 9.329 9.329 9.303
S1 9.133 9.133 9.210 9.082
S2 9.030 9.030 9.182
S3 8.731 8.834 9.155
S4 8.432 8.535 9.073
Weekly Pivots for week ending 01-Aug-2008
Classic Woodie Camarilla DeMark
R4 10.947 10.779 9.895
R3 10.454 10.286 9.760
R2 9.961 9.961 9.714
R1 9.793 9.793 9.669 9.877
PP 9.468 9.468 9.468 9.511
S1 9.300 9.300 9.579 9.384
S2 8.975 8.975 9.534
S3 8.482 8.807 9.488
S4 7.989 8.314 9.353
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 9.637 9.144 0.493 5.3% 0.179 1.9% 19% False False 317
10 10.000 9.088 0.912 9.9% 0.258 2.8% 16% False False 494
20 11.335 9.088 2.247 24.3% 0.263 2.9% 7% False False 510
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.040
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 10.795
2.618 10.307
1.618 10.008
1.000 9.823
0.618 9.709
HIGH 9.524
0.618 9.410
0.500 9.375
0.382 9.339
LOW 9.225
0.618 9.040
1.000 8.926
1.618 8.741
2.618 8.442
4.250 7.954
Fisher Pivots for day following 04-Aug-2008
Pivot 1 day 3 day
R1 9.375 9.431
PP 9.329 9.366
S1 9.283 9.302

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

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