NYMEX Natural Gas Future June 2009


Trading Metrics calculated at close of trading on 04-Nov-2008
Day Change Summary
Previous Current
03-Nov-2008 04-Nov-2008 Change Change % Previous Week
Open 6.988 7.250 0.262 3.7% 6.748
High 7.210 7.599 0.389 5.4% 7.231
Low 6.934 7.250 0.316 4.6% 6.695
Close 7.203 7.512 0.309 4.3% 7.158
Range 0.276 0.349 0.073 26.4% 0.536
ATR 0.246 0.256 0.011 4.4% 0.000
Volume 1,481 1,051 -430 -29.0% 8,118
Daily Pivots for day following 04-Nov-2008
Classic Woodie Camarilla DeMark
R4 8.501 8.355 7.704
R3 8.152 8.006 7.608
R2 7.803 7.803 7.576
R1 7.657 7.657 7.544 7.730
PP 7.454 7.454 7.454 7.490
S1 7.308 7.308 7.480 7.381
S2 7.105 7.105 7.448
S3 6.756 6.959 7.416
S4 6.407 6.610 7.320
Weekly Pivots for week ending 31-Oct-2008
Classic Woodie Camarilla DeMark
R4 8.636 8.433 7.453
R3 8.100 7.897 7.305
R2 7.564 7.564 7.256
R1 7.361 7.361 7.207 7.463
PP 7.028 7.028 7.028 7.079
S1 6.825 6.825 7.109 6.927
S2 6.492 6.492 7.060
S3 5.956 6.289 7.011
S4 5.420 5.753 6.863
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 7.599 6.832 0.767 10.2% 0.321 4.3% 89% True False 1,439
10 7.599 6.695 0.904 12.0% 0.249 3.3% 90% True False 1,238
20 7.599 6.695 0.904 12.0% 0.210 2.8% 90% True False 1,230
40 8.545 6.695 1.850 24.6% 0.219 2.9% 44% False False 1,025
60 9.170 6.695 2.475 32.9% 0.224 3.0% 33% False False 882
80 11.195 6.695 4.500 59.9% 0.234 3.1% 18% False False 796
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 0.022
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 9.082
2.618 8.513
1.618 8.164
1.000 7.948
0.618 7.815
HIGH 7.599
0.618 7.466
0.500 7.425
0.382 7.383
LOW 7.250
0.618 7.034
1.000 6.901
1.618 6.685
2.618 6.336
4.250 5.767
Fisher Pivots for day following 04-Nov-2008
Pivot 1 day 3 day
R1 7.483 7.413
PP 7.454 7.314
S1 7.425 7.216

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

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