NYMEX Natural Gas Future June 2009


Trading Metrics calculated at close of trading on 25-Sep-2008
Day Change Summary
Previous Current
24-Sep-2008 25-Sep-2008 Change Change % Previous Week
Open 8.321 8.299 -0.022 -0.3% 8.130
High 8.407 8.476 0.069 0.8% 8.545
Low 8.265 8.161 -0.104 -1.3% 7.870
Close 8.299 8.308 0.009 0.1% 8.270
Range 0.142 0.315 0.173 121.8% 0.675
ATR 0.249 0.254 0.005 1.9% 0.000
Volume 1,014 427 -587 -57.9% 4,348
Daily Pivots for day following 25-Sep-2008
Classic Woodie Camarilla DeMark
R4 9.260 9.099 8.481
R3 8.945 8.784 8.395
R2 8.630 8.630 8.366
R1 8.469 8.469 8.337 8.550
PP 8.315 8.315 8.315 8.355
S1 8.154 8.154 8.279 8.235
S2 8.000 8.000 8.250
S3 7.685 7.839 8.221
S4 7.370 7.524 8.135
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 8.510 8.161 0.349 4.2% 0.212 2.6% 42% False True 496
10 8.545 7.870 0.675 8.1% 0.238 2.9% 65% False False 667
20 9.114 7.870 1.244 15.0% 0.255 3.1% 35% False False 629
40 9.637 7.870 1.767 21.3% 0.227 2.7% 25% False False 606
60 11.774 7.870 3.904 47.0% 0.239 2.9% 11% False False 573
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.047
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 9.815
2.618 9.301
1.618 8.986
1.000 8.791
0.618 8.671
HIGH 8.476
0.618 8.356
0.500 8.319
0.382 8.281
LOW 8.161
0.618 7.966
1.000 7.846
1.618 7.651
2.618 7.336
4.250 6.822
Fisher Pivots for day following 25-Sep-2008
Pivot 1 day 3 day
R1 8.319 8.336
PP 8.315 8.326
S1 8.312 8.317

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

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