NYMEX Natural Gas Future June 2009


Trading Metrics calculated at close of trading on 15-Oct-2008
Day Change Summary
Previous Current
14-Oct-2008 15-Oct-2008 Change Change % Previous Week
Open 7.453 7.252 -0.201 -2.7% 7.800
High 7.453 7.252 -0.201 -2.7% 7.800
Low 7.286 7.075 -0.211 -2.9% 7.222
Close 7.294 7.111 -0.183 -2.5% 7.239
Range 0.167 0.177 0.010 6.0% 0.578
ATR 0.229 0.228 -0.001 -0.3% 0.000
Volume 642 752 110 17.1% 6,186
Daily Pivots for day following 15-Oct-2008
Classic Woodie Camarilla DeMark
R4 7.677 7.571 7.208
R3 7.500 7.394 7.160
R2 7.323 7.323 7.143
R1 7.217 7.217 7.127 7.182
PP 7.146 7.146 7.146 7.128
S1 7.040 7.040 7.095 7.005
S2 6.969 6.969 7.079
S3 6.792 6.863 7.062
S4 6.615 6.686 7.014
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 7.490 7.075 0.415 5.8% 0.151 2.1% 9% False True 1,075
10 8.140 7.075 1.065 15.0% 0.175 2.5% 3% False True 1,266
20 8.545 7.075 1.470 20.7% 0.210 3.0% 2% False True 1,012
40 9.114 7.075 2.039 28.7% 0.219 3.1% 2% False True 750
60 9.924 7.075 2.849 40.1% 0.226 3.2% 1% False True 724
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.017
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 8.004
2.618 7.715
1.618 7.538
1.000 7.429
0.618 7.361
HIGH 7.252
0.618 7.184
0.500 7.164
0.382 7.143
LOW 7.075
0.618 6.966
1.000 6.898
1.618 6.789
2.618 6.612
4.250 6.323
Fisher Pivots for day following 15-Oct-2008
Pivot 1 day 3 day
R1 7.164 7.264
PP 7.146 7.213
S1 7.129 7.162

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

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