NYMEX Natural Gas Future June 2009


Trading Metrics calculated at close of trading on 10-Nov-2008
Day Change Summary
Previous Current
07-Nov-2008 10-Nov-2008 Change Change % Previous Week
Open 7.175 7.495 0.320 4.5% 6.988
High 7.231 7.532 0.301 4.2% 7.599
Low 7.137 7.296 0.159 2.2% 6.934
Close 7.150 7.450 0.300 4.2% 7.150
Range 0.094 0.236 0.142 151.1% 0.665
ATR 0.248 0.257 0.010 3.9% 0.000
Volume 1,164 415 -749 -64.3% 6,113
Daily Pivots for day following 10-Nov-2008
Classic Woodie Camarilla DeMark
R4 8.134 8.028 7.580
R3 7.898 7.792 7.515
R2 7.662 7.662 7.493
R1 7.556 7.556 7.472 7.491
PP 7.426 7.426 7.426 7.394
S1 7.320 7.320 7.428 7.255
S2 7.190 7.190 7.407
S3 6.954 7.084 7.385
S4 6.718 6.848 7.320
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 7.137 0.462 6.2% 0.224 3.0% 68% False False 1,009
10 7.599 6.750 0.849 11.4% 0.257 3.5% 82% False False 1,312
20 7.599 6.695 0.904 12.1% 0.220 2.9% 84% False False 1,138
40 8.545 6.695 1.850 24.8% 0.217 2.9% 41% False False 1,068
60 9.114 6.695 2.419 32.5% 0.219 2.9% 31% False False 877
80 10.090 6.695 3.395 45.6% 0.225 3.0% 22% False False 819
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 0.027
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 8.535
2.618 8.150
1.618 7.914
1.000 7.768
0.618 7.678
HIGH 7.532
0.618 7.442
0.500 7.414
0.382 7.386
LOW 7.296
0.618 7.150
1.000 7.060
1.618 6.914
2.618 6.678
4.250 6.293
Fisher Pivots for day following 10-Nov-2008
Pivot 1 day 3 day
R1 7.438 7.415
PP 7.426 7.379
S1 7.414 7.344

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

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