NYMEX Natural Gas Future June 2009


Trading Metrics calculated at close of trading on 24-Sep-2008
Day Change Summary
Previous Current
23-Sep-2008 24-Sep-2008 Change Change % Previous Week
Open 8.300 8.321 0.021 0.3% 8.130
High 8.510 8.407 -0.103 -1.2% 8.545
Low 8.286 8.265 -0.021 -0.3% 7.870
Close 8.412 8.299 -0.113 -1.3% 8.270
Range 0.224 0.142 -0.082 -36.6% 0.675
ATR 0.257 0.249 -0.008 -3.1% 0.000
Volume 188 1,014 826 439.4% 4,348
Daily Pivots for day following 24-Sep-2008
Classic Woodie Camarilla DeMark
R4 8.750 8.666 8.377
R3 8.608 8.524 8.338
R2 8.466 8.466 8.325
R1 8.382 8.382 8.312 8.353
PP 8.324 8.324 8.324 8.309
S1 8.240 8.240 8.286 8.211
S2 8.182 8.182 8.273
S3 8.040 8.098 8.260
S4 7.898 7.956 8.221
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 8.122 0.423 5.1% 0.234 2.8% 42% False False 851
10 8.545 7.870 0.675 8.1% 0.225 2.7% 64% False False 719
20 9.114 7.870 1.244 15.0% 0.248 3.0% 34% False False 619
40 9.637 7.870 1.767 21.3% 0.225 2.7% 24% False False 602
60 11.817 7.870 3.947 47.6% 0.237 2.9% 11% False False 569
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.033
Narrowest range in 20 trading days
Fibonacci Retracements and Extensions
4.250 9.011
2.618 8.779
1.618 8.637
1.000 8.549
0.618 8.495
HIGH 8.407
0.618 8.353
0.500 8.336
0.382 8.319
LOW 8.265
0.618 8.177
1.000 8.123
1.618 8.035
2.618 7.893
4.250 7.662
Fisher Pivots for day following 24-Sep-2008
Pivot 1 day 3 day
R1 8.336 8.353
PP 8.324 8.335
S1 8.311 8.317

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

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