NYMEX Natural Gas Future June 2009


Trading Metrics calculated at close of trading on 07-Nov-2008
Day Change Summary
Previous Current
06-Nov-2008 07-Nov-2008 Change Change % Previous Week
Open 7.537 7.175 -0.362 -4.8% 6.988
High 7.550 7.231 -0.319 -4.2% 7.599
Low 7.250 7.137 -0.113 -1.6% 6.934
Close 7.329 7.150 -0.179 -2.4% 7.150
Range 0.300 0.094 -0.206 -68.7% 0.665
ATR 0.252 0.248 -0.004 -1.7% 0.000
Volume 833 1,164 331 39.7% 6,113
Daily Pivots for day following 07-Nov-2008
Classic Woodie Camarilla DeMark
R4 7.455 7.396 7.202
R3 7.361 7.302 7.176
R2 7.267 7.267 7.167
R1 7.208 7.208 7.159 7.191
PP 7.173 7.173 7.173 7.164
S1 7.114 7.114 7.141 7.097
S2 7.079 7.079 7.133
S3 6.985 7.020 7.124
S4 6.891 6.926 7.098
Weekly Pivots for week ending 07-Nov-2008
Classic Woodie Camarilla DeMark
R4 9.223 8.851 7.516
R3 8.558 8.186 7.333
R2 7.893 7.893 7.272
R1 7.521 7.521 7.211 7.707
PP 7.228 7.228 7.228 7.321
S1 6.856 6.856 7.089 7.042
S2 6.563 6.563 7.028
S3 5.898 6.191 6.967
S4 5.233 5.526 6.784
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 7.599 6.934 0.665 9.3% 0.232 3.3% 32% False False 1,222
10 7.599 6.695 0.904 12.6% 0.248 3.5% 50% False False 1,423
20 7.599 6.695 0.904 12.6% 0.213 3.0% 50% False False 1,236
40 8.545 6.695 1.850 25.9% 0.218 3.1% 25% False False 1,069
60 9.114 6.695 2.419 33.8% 0.217 3.0% 19% False False 913
80 10.270 6.695 3.575 50.0% 0.224 3.1% 13% False False 822
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.029
Narrowest range in 52 trading days
Fibonacci Retracements and Extensions
4.250 7.631
2.618 7.477
1.618 7.383
1.000 7.325
0.618 7.289
HIGH 7.231
0.618 7.195
0.500 7.184
0.382 7.173
LOW 7.137
0.618 7.079
1.000 7.043
1.618 6.985
2.618 6.891
4.250 6.738
Fisher Pivots for day following 07-Nov-2008
Pivot 1 day 3 day
R1 7.184 7.355
PP 7.173 7.287
S1 7.161 7.218

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

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