NYMEX Natural Gas Future June 2009


Trading Metrics calculated at close of trading on 10-Oct-2008
Day Change Summary
Previous Current
09-Oct-2008 10-Oct-2008 Change Change % Previous Week
Open 7.490 7.250 -0.240 -3.2% 7.800
High 7.490 7.397 -0.093 -1.2% 7.800
Low 7.358 7.222 -0.136 -1.8% 7.222
Close 7.486 7.239 -0.247 -3.3% 7.239
Range 0.132 0.175 0.043 32.6% 0.578
ATR 0.237 0.239 0.002 0.8% 0.000
Volume 991 622 -369 -37.2% 6,186
Daily Pivots for day following 10-Oct-2008
Classic Woodie Camarilla DeMark
R4 7.811 7.700 7.335
R3 7.636 7.525 7.287
R2 7.461 7.461 7.271
R1 7.350 7.350 7.255 7.318
PP 7.286 7.286 7.286 7.270
S1 7.175 7.175 7.223 7.143
S2 7.111 7.111 7.207
S3 6.936 7.000 7.191
S4 6.761 6.825 7.143
Weekly Pivots for week ending 10-Oct-2008
Classic Woodie Camarilla DeMark
R4 9.154 8.775 7.557
R3 8.576 8.197 7.398
R2 7.998 7.998 7.345
R1 7.619 7.619 7.292 7.520
PP 7.420 7.420 7.420 7.371
S1 7.041 7.041 7.186 6.942
S2 6.842 6.842 7.133
S3 6.264 6.463 7.080
S4 5.686 5.885 6.921
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 7.800 7.222 0.578 8.0% 0.191 2.6% 3% False True 1,237
10 8.249 7.222 1.027 14.2% 0.203 2.8% 2% False True 1,140
20 8.545 7.222 1.323 18.3% 0.223 3.1% 1% False True 902
40 9.114 7.222 1.892 26.1% 0.219 3.0% 1% False True 752
60 10.270 7.222 3.048 42.1% 0.228 3.2% 1% False True 684
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.022
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 8.141
2.618 7.855
1.618 7.680
1.000 7.572
0.618 7.505
HIGH 7.397
0.618 7.330
0.500 7.310
0.382 7.289
LOW 7.222
0.618 7.114
1.000 7.047
1.618 6.939
2.618 6.764
4.250 6.478
Fisher Pivots for day following 10-Oct-2008
Pivot 1 day 3 day
R1 7.310 7.356
PP 7.286 7.317
S1 7.263 7.278

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

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