NYMEX Natural Gas Future June 2009


Trading Metrics calculated at close of trading on 21-Oct-2008
Day Change Summary
Previous Current
20-Oct-2008 21-Oct-2008 Change Change % Previous Week
Open 7.368 7.155 -0.213 -2.9% 7.330
High 7.402 7.326 -0.076 -1.0% 7.453
Low 7.140 7.139 -0.001 0.0% 7.068
Close 7.162 7.284 0.122 1.7% 7.216
Range 0.262 0.187 -0.075 -28.6% 0.385
ATR 0.226 0.223 -0.003 -1.2% 0.000
Volume 802 844 42 5.2% 7,115
Daily Pivots for day following 21-Oct-2008
Classic Woodie Camarilla DeMark
R4 7.811 7.734 7.387
R3 7.624 7.547 7.335
R2 7.437 7.437 7.318
R1 7.360 7.360 7.301 7.399
PP 7.250 7.250 7.250 7.269
S1 7.173 7.173 7.267 7.212
S2 7.063 7.063 7.250
S3 6.876 6.986 7.233
S4 6.689 6.799 7.181
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 7.402 7.068 0.334 4.6% 0.194 2.7% 65% False False 1,149
10 7.490 7.068 0.422 5.8% 0.171 2.4% 51% False False 1,222
20 8.476 7.068 1.408 19.3% 0.199 2.7% 15% False False 1,100
40 9.114 7.068 2.046 28.1% 0.222 3.0% 11% False False 839
60 9.637 7.068 2.569 35.3% 0.216 3.0% 8% False False 757
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.024
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 8.121
2.618 7.816
1.618 7.629
1.000 7.513
0.618 7.442
HIGH 7.326
0.618 7.255
0.500 7.233
0.382 7.210
LOW 7.139
0.618 7.023
1.000 6.952
1.618 6.836
2.618 6.649
4.250 6.344
Fisher Pivots for day following 21-Oct-2008
Pivot 1 day 3 day
R1 7.267 7.280
PP 7.250 7.275
S1 7.233 7.271

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

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