NYMEX Natural Gas Future June 2009


Trading Metrics calculated at close of trading on 10-Sep-2008
Day Change Summary
Previous Current
09-Sep-2008 10-Sep-2008 Change Change % Previous Week
Open 8.440 8.230 -0.210 -2.5% 8.431
High 8.440 8.293 -0.147 -1.7% 8.434
Low 8.119 8.083 -0.036 -0.4% 8.060
Close 8.335 8.128 -0.207 -2.5% 8.399
Range 0.321 0.210 -0.111 -34.6% 0.374
ATR 0.265 0.264 -0.001 -0.4% 0.000
Volume 274 467 193 70.4% 2,676
Daily Pivots for day following 10-Sep-2008
Classic Woodie Camarilla DeMark
R4 8.798 8.673 8.244
R3 8.588 8.463 8.186
R2 8.378 8.378 8.167
R1 8.253 8.253 8.147 8.211
PP 8.168 8.168 8.168 8.147
S1 8.043 8.043 8.109 8.001
S2 7.958 7.958 8.090
S3 7.748 7.833 8.070
S4 7.538 7.623 8.013
Weekly Pivots for week ending 05-Sep-2008
Classic Woodie Camarilla DeMark
R4 9.420 9.283 8.605
R3 9.046 8.909 8.502
R2 8.672 8.672 8.468
R1 8.535 8.535 8.433 8.417
PP 8.298 8.298 8.298 8.238
S1 8.161 8.161 8.365 8.043
S2 7.924 7.924 8.330
S3 7.550 7.787 8.296
S4 7.176 7.413 8.193
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 8.530 8.083 0.447 5.5% 0.255 3.1% 10% False True 427
10 9.114 8.060 1.054 13.0% 0.272 3.3% 6% False False 519
20 9.170 8.060 1.110 13.7% 0.236 2.9% 6% False False 608
40 10.675 8.060 2.615 32.2% 0.240 3.0% 3% False False 574
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.051
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 9.186
2.618 8.843
1.618 8.633
1.000 8.503
0.618 8.423
HIGH 8.293
0.618 8.213
0.500 8.188
0.382 8.163
LOW 8.083
0.618 7.953
1.000 7.873
1.618 7.743
2.618 7.533
4.250 7.191
Fisher Pivots for day following 10-Sep-2008
Pivot 1 day 3 day
R1 8.188 8.307
PP 8.168 8.247
S1 8.148 8.188

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

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