NYMEX Natural Gas Future June 2009


Trading Metrics calculated at close of trading on 23-Sep-2008
Day Change Summary
Previous Current
22-Sep-2008 23-Sep-2008 Change Change % Previous Week
Open 8.215 8.300 0.085 1.0% 8.130
High 8.383 8.510 0.127 1.5% 8.545
Low 8.196 8.286 0.090 1.1% 7.870
Close 8.340 8.412 0.072 0.9% 8.270
Range 0.187 0.224 0.037 19.8% 0.675
ATR 0.260 0.257 -0.003 -1.0% 0.000
Volume 271 188 -83 -30.6% 4,348
Daily Pivots for day following 23-Sep-2008
Classic Woodie Camarilla DeMark
R4 9.075 8.967 8.535
R3 8.851 8.743 8.474
R2 8.627 8.627 8.453
R1 8.519 8.519 8.433 8.573
PP 8.403 8.403 8.403 8.430
S1 8.295 8.295 8.391 8.349
S2 8.179 8.179 8.371
S3 7.955 8.071 8.350
S4 7.731 7.847 8.289
Weekly Pivots for week ending 19-Sep-2008
Classic Woodie Camarilla DeMark
R4 10.253 9.937 8.641
R3 9.578 9.262 8.456
R2 8.903 8.903 8.394
R1 8.587 8.587 8.332 8.745
PP 8.228 8.228 8.228 8.308
S1 7.912 7.912 8.208 8.070
S2 7.553 7.553 8.146
S3 6.878 7.237 8.084
S4 6.203 6.562 7.899
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 8.545 8.100 0.445 5.3% 0.253 3.0% 70% False False 741
10 8.545 7.870 0.675 8.0% 0.232 2.8% 80% False False 665
20 9.114 7.870 1.244 14.8% 0.246 2.9% 44% False False 579
40 9.637 7.870 1.767 21.0% 0.225 2.7% 31% False False 586
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.034
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 9.462
2.618 9.096
1.618 8.872
1.000 8.734
0.618 8.648
HIGH 8.510
0.618 8.424
0.500 8.398
0.382 8.372
LOW 8.286
0.618 8.148
1.000 8.062
1.618 7.924
2.618 7.700
4.250 7.334
Fisher Pivots for day following 23-Sep-2008
Pivot 1 day 3 day
R1 8.407 8.387
PP 8.403 8.363
S1 8.398 8.338

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

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