NYMEX Natural Gas Future June 2009


Trading Metrics calculated at close of trading on 30-Sep-2008
Day Change Summary
Previous Current
29-Sep-2008 30-Sep-2008 Change Change % Previous Week
Open 8.049 7.890 -0.159 -2.0% 8.215
High 8.049 7.998 -0.051 -0.6% 8.510
Low 7.770 7.830 0.060 0.8% 8.054
Close 7.806 7.945 0.139 1.8% 8.126
Range 0.279 0.168 -0.111 -39.8% 0.456
ATR 0.261 0.256 -0.005 -1.9% 0.000
Volume 529 1,110 581 109.8% 2,295
Daily Pivots for day following 30-Sep-2008
Classic Woodie Camarilla DeMark
R4 8.428 8.355 8.037
R3 8.260 8.187 7.991
R2 8.092 8.092 7.976
R1 8.019 8.019 7.960 8.056
PP 7.924 7.924 7.924 7.943
S1 7.851 7.851 7.930 7.888
S2 7.756 7.756 7.914
S3 7.588 7.683 7.899
S4 7.420 7.515 7.853
Weekly Pivots for week ending 26-Sep-2008
Classic Woodie Camarilla DeMark
R4 9.598 9.318 8.377
R3 9.142 8.862 8.251
R2 8.686 8.686 8.210
R1 8.406 8.406 8.168 8.318
PP 8.230 8.230 8.230 8.186
S1 7.950 7.950 8.084 7.862
S2 7.774 7.774 8.042
S3 7.318 7.494 8.001
S4 6.862 7.038 7.875
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 8.476 7.770 0.706 8.9% 0.230 2.9% 25% False False 695
10 8.545 7.770 0.775 9.8% 0.242 3.0% 23% False False 718
20 8.545 7.770 0.775 9.8% 0.236 3.0% 23% False False 633
40 9.387 7.770 1.617 20.4% 0.231 2.9% 11% False False 634
60 11.335 7.770 3.565 44.9% 0.242 3.0% 5% False False 592
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.038
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 8.712
2.618 8.438
1.618 8.270
1.000 8.166
0.618 8.102
HIGH 7.998
0.618 7.934
0.500 7.914
0.382 7.894
LOW 7.830
0.618 7.726
1.000 7.662
1.618 7.558
2.618 7.390
4.250 7.116
Fisher Pivots for day following 30-Sep-2008
Pivot 1 day 3 day
R1 7.935 8.035
PP 7.924 8.005
S1 7.914 7.975

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

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