NYMEX Natural Gas Future June 2009


Trading Metrics calculated at close of trading on 20-Oct-2008
Day Change Summary
Previous Current
17-Oct-2008 20-Oct-2008 Change Change % Previous Week
Open 7.231 7.368 0.137 1.9% 7.330
High 7.360 7.402 0.042 0.6% 7.453
Low 7.170 7.140 -0.030 -0.4% 7.068
Close 7.216 7.162 -0.054 -0.7% 7.216
Range 0.190 0.262 0.072 37.9% 0.385
ATR 0.223 0.226 0.003 1.3% 0.000
Volume 2,384 802 -1,582 -66.4% 7,115
Daily Pivots for day following 20-Oct-2008
Classic Woodie Camarilla DeMark
R4 8.021 7.853 7.306
R3 7.759 7.591 7.234
R2 7.497 7.497 7.210
R1 7.329 7.329 7.186 7.282
PP 7.235 7.235 7.235 7.211
S1 7.067 7.067 7.138 7.020
S2 6.973 6.973 7.114
S3 6.711 6.805 7.090
S4 6.449 6.543 7.018
Weekly Pivots for week ending 17-Oct-2008
Classic Woodie Camarilla DeMark
R4 8.401 8.193 7.428
R3 8.016 7.808 7.322
R2 7.631 7.631 7.287
R1 7.423 7.423 7.251 7.335
PP 7.246 7.246 7.246 7.201
S1 7.038 7.038 7.181 6.950
S2 6.861 6.861 7.145
S3 6.476 6.653 7.110
S4 6.091 6.268 7.004
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 7.453 7.068 0.385 5.4% 0.190 2.6% 24% False False 1,109
10 7.590 7.068 0.522 7.3% 0.170 2.4% 18% False False 1,334
20 8.510 7.068 1.442 20.1% 0.200 2.8% 7% False False 1,067
40 9.114 7.068 2.046 28.6% 0.221 3.1% 5% False False 823
60 9.637 7.068 2.569 35.9% 0.215 3.0% 4% False False 754
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.025
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 8.516
2.618 8.088
1.618 7.826
1.000 7.664
0.618 7.564
HIGH 7.402
0.618 7.302
0.500 7.271
0.382 7.240
LOW 7.140
0.618 6.978
1.000 6.878
1.618 6.716
2.618 6.454
4.250 6.027
Fisher Pivots for day following 20-Oct-2008
Pivot 1 day 3 day
R1 7.271 7.235
PP 7.235 7.211
S1 7.198 7.186

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

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