NYMEX Natural Gas Future June 2009


Trading Metrics calculated at close of trading on 23-Oct-2008
Day Change Summary
Previous Current
22-Oct-2008 23-Oct-2008 Change Change % Previous Week
Open 7.350 7.135 -0.215 -2.9% 7.330
High 7.350 7.170 -0.180 -2.4% 7.453
Low 7.191 6.951 -0.240 -3.3% 7.068
Close 7.192 6.952 -0.240 -3.3% 7.216
Range 0.159 0.219 0.060 37.7% 0.385
ATR 0.218 0.220 0.002 0.7% 0.000
Volume 459 491 32 7.0% 7,115
Daily Pivots for day following 23-Oct-2008
Classic Woodie Camarilla DeMark
R4 7.681 7.536 7.072
R3 7.462 7.317 7.012
R2 7.243 7.243 6.992
R1 7.098 7.098 6.972 7.061
PP 7.024 7.024 7.024 7.006
S1 6.879 6.879 6.932 6.842
S2 6.805 6.805 6.912
S3 6.586 6.660 6.892
S4 6.367 6.441 6.832
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 6.951 0.451 6.5% 0.203 2.9% 0% False True 996
10 7.453 6.951 0.502 7.2% 0.179 2.6% 0% False True 1,033
20 8.300 6.951 1.349 19.4% 0.195 2.8% 0% False True 1,075
40 9.114 6.951 2.163 31.1% 0.225 3.2% 0% False True 852
60 9.637 6.951 2.686 38.6% 0.216 3.1% 0% False True 762
80 11.774 6.951 4.823 69.4% 0.228 3.3% 0% False True 698
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.021
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 8.101
2.618 7.743
1.618 7.524
1.000 7.389
0.618 7.305
HIGH 7.170
0.618 7.086
0.500 7.061
0.382 7.035
LOW 6.951
0.618 6.816
1.000 6.732
1.618 6.597
2.618 6.378
4.250 6.020
Fisher Pivots for day following 23-Oct-2008
Pivot 1 day 3 day
R1 7.061 7.151
PP 7.024 7.084
S1 6.988 7.018

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

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