NYMEX Natural Gas Future July 2009


Trading Metrics calculated at close of trading on 22-Sep-2008
Day Change Summary
Previous Current
19-Sep-2008 22-Sep-2008 Change Change % Previous Week
Open 8.382 8.264 -0.118 -1.4% 8.220
High 8.406 8.488 0.082 1.0% 8.582
Low 8.262 8.260 -0.002 0.0% 7.960
Close 8.374 8.449 0.075 0.9% 8.374
Range 0.144 0.228 0.084 58.3% 0.622
ATR 0.256 0.254 -0.002 -0.8% 0.000
Volume 484 250 -234 -48.3% 3,358
Daily Pivots for day following 22-Sep-2008
Classic Woodie Camarilla DeMark
R4 9.083 8.994 8.574
R3 8.855 8.766 8.512
R2 8.627 8.627 8.491
R1 8.538 8.538 8.470 8.583
PP 8.399 8.399 8.399 8.421
S1 8.310 8.310 8.428 8.355
S2 8.171 8.171 8.407
S3 7.943 8.082 8.386
S4 7.715 7.854 8.324
Weekly Pivots for week ending 19-Sep-2008
Classic Woodie Camarilla DeMark
R4 10.171 9.895 8.716
R3 9.549 9.273 8.545
R2 8.927 8.927 8.488
R1 8.651 8.651 8.431 8.789
PP 8.305 8.305 8.305 8.375
S1 8.029 8.029 8.317 8.167
S2 7.683 7.683 8.260
S3 7.061 7.407 8.203
S4 6.439 6.785 8.032
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 8.582 7.960 0.622 7.4% 0.241 2.9% 79% False False 646
10 8.582 7.960 0.622 7.4% 0.228 2.7% 79% False False 572
20 9.240 7.960 1.280 15.1% 0.232 2.7% 38% False False 549
40 9.739 7.960 1.779 21.1% 0.217 2.6% 27% False False 477
60 11.981 7.960 4.021 47.6% 0.234 2.8% 12% False False 462
80 11.981 7.960 4.021 47.6% 0.200 2.4% 12% False False 456
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.035
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 9.457
2.618 9.085
1.618 8.857
1.000 8.716
0.618 8.629
HIGH 8.488
0.618 8.401
0.500 8.374
0.382 8.347
LOW 8.260
0.618 8.119
1.000 8.032
1.618 7.891
2.618 7.663
4.250 7.291
Fisher Pivots for day following 22-Sep-2008
Pivot 1 day 3 day
R1 8.424 8.431
PP 8.399 8.414
S1 8.374 8.396

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

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