NYMEX Natural Gas Future June 2009


Trading Metrics calculated at close of trading on 15-Sep-2008
Day Change Summary
Previous Current
12-Sep-2008 15-Sep-2008 Change Change % Previous Week
Open 8.082 8.130 0.048 0.6% 8.321
High 8.228 8.233 0.005 0.1% 8.530
Low 8.037 7.946 -0.091 -1.1% 8.008
Close 8.101 8.044 -0.057 -0.7% 8.101
Range 0.191 0.287 0.096 50.3% 0.522
ATR 0.254 0.256 0.002 0.9% 0.000
Volume 423 455 32 7.6% 2,390
Daily Pivots for day following 15-Sep-2008
Classic Woodie Camarilla DeMark
R4 8.935 8.777 8.202
R3 8.648 8.490 8.123
R2 8.361 8.361 8.097
R1 8.203 8.203 8.070 8.139
PP 8.074 8.074 8.074 8.042
S1 7.916 7.916 8.018 7.852
S2 7.787 7.787 7.991
S3 7.500 7.629 7.965
S4 7.213 7.342 7.886
Weekly Pivots for week ending 12-Sep-2008
Classic Woodie Camarilla DeMark
R4 9.779 9.462 8.388
R3 9.257 8.940 8.245
R2 8.735 8.735 8.197
R1 8.418 8.418 8.149 8.316
PP 8.213 8.213 8.213 8.162
S1 7.896 7.896 8.053 7.794
S2 7.691 7.691 8.005
S3 7.169 7.374 7.957
S4 6.647 6.852 7.814
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 8.440 7.946 0.494 6.1% 0.239 3.0% 20% False True 514
10 8.530 7.946 0.584 7.3% 0.235 2.9% 17% False True 552
20 9.114 7.946 1.168 14.5% 0.222 2.8% 8% False True 496
40 10.090 7.946 2.144 26.7% 0.233 2.9% 5% False True 569
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.051
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 9.453
2.618 8.984
1.618 8.697
1.000 8.520
0.618 8.410
HIGH 8.233
0.618 8.123
0.500 8.090
0.382 8.056
LOW 7.946
0.618 7.769
1.000 7.659
1.618 7.482
2.618 7.195
4.250 6.726
Fisher Pivots for day following 15-Sep-2008
Pivot 1 day 3 day
R1 8.090 8.090
PP 8.074 8.074
S1 8.059 8.059

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

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