NYMEX Natural Gas Future June 2009


Trading Metrics calculated at close of trading on 24-Oct-2008
Day Change Summary
Previous Current
23-Oct-2008 24-Oct-2008 Change Change % Previous Week
Open 7.135 7.000 -0.135 -1.9% 7.368
High 7.170 7.000 -0.170 -2.4% 7.402
Low 6.951 6.830 -0.121 -1.7% 6.830
Close 6.952 6.855 -0.097 -1.4% 6.855
Range 0.219 0.170 -0.049 -22.4% 0.572
ATR 0.220 0.216 -0.004 -1.6% 0.000
Volume 491 784 293 59.7% 3,380
Daily Pivots for day following 24-Oct-2008
Classic Woodie Camarilla DeMark
R4 7.405 7.300 6.949
R3 7.235 7.130 6.902
R2 7.065 7.065 6.886
R1 6.960 6.960 6.871 6.928
PP 6.895 6.895 6.895 6.879
S1 6.790 6.790 6.839 6.758
S2 6.725 6.725 6.824
S3 6.555 6.620 6.808
S4 6.385 6.450 6.762
Weekly Pivots for week ending 24-Oct-2008
Classic Woodie Camarilla DeMark
R4 8.745 8.372 7.170
R3 8.173 7.800 7.012
R2 7.601 7.601 6.960
R1 7.228 7.228 6.907 7.129
PP 7.029 7.029 7.029 6.979
S1 6.656 6.656 6.803 6.557
S2 6.457 6.457 6.750
S3 5.885 6.084 6.698
S4 5.313 5.512 6.540
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 7.402 6.830 0.572 8.3% 0.199 2.9% 4% False True 676
10 7.453 6.830 0.623 9.1% 0.179 2.6% 4% False True 1,049
20 8.249 6.830 1.419 20.7% 0.191 2.8% 2% False True 1,094
40 8.846 6.830 2.016 29.4% 0.213 3.1% 1% False True 863
60 9.637 6.830 2.807 40.9% 0.217 3.2% 1% False True 770
80 11.774 6.830 4.944 72.1% 0.228 3.3% 1% False True 704
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 False
Bear Hook False
Bull Hook False
Stretch 0.019
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 7.723
2.618 7.445
1.618 7.275
1.000 7.170
0.618 7.105
HIGH 7.000
0.618 6.935
0.500 6.915
0.382 6.895
LOW 6.830
0.618 6.725
1.000 6.660
1.618 6.555
2.618 6.385
4.250 6.108
Fisher Pivots for day following 24-Oct-2008
Pivot 1 day 3 day
R1 6.915 7.090
PP 6.895 7.012
S1 6.875 6.933

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

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