NYMEX Natural Gas Future July 2009


Trading Metrics calculated at close of trading on 24-Sep-2008
Day Change Summary
Previous Current
23-Sep-2008 24-Sep-2008 Change Change % Previous Week
Open 8.400 8.570 0.170 2.0% 8.220
High 8.598 8.570 -0.028 -0.3% 8.582
Low 8.400 8.373 -0.027 -0.3% 7.960
Close 8.518 8.411 -0.107 -1.3% 8.374
Range 0.198 0.197 -0.001 -0.5% 0.622
ATR 0.250 0.247 -0.004 -1.5% 0.000
Volume 256 1,311 1,055 412.1% 3,358
Daily Pivots for day following 24-Sep-2008
Classic Woodie Camarilla DeMark
R4 9.042 8.924 8.519
R3 8.845 8.727 8.465
R2 8.648 8.648 8.447
R1 8.530 8.530 8.429 8.491
PP 8.451 8.451 8.451 8.432
S1 8.333 8.333 8.393 8.294
S2 8.254 8.254 8.375
S3 8.057 8.136 8.357
S4 7.860 7.939 8.303
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 8.598 8.210 0.388 4.6% 0.228 2.7% 52% False False 784
10 8.598 7.960 0.638 7.6% 0.225 2.7% 71% False False 566
20 9.240 7.960 1.280 15.2% 0.239 2.8% 35% False False 583
40 9.739 7.960 1.779 21.2% 0.221 2.6% 25% False False 505
60 11.981 7.960 4.021 47.8% 0.238 2.8% 11% False False 473
80 11.981 7.960 4.021 47.8% 0.204 2.4% 11% False False 474
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 0.029
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 9.407
2.618 9.086
1.618 8.889
1.000 8.767
0.618 8.692
HIGH 8.570
0.618 8.495
0.500 8.472
0.382 8.448
LOW 8.373
0.618 8.251
1.000 8.176
1.618 8.054
2.618 7.857
4.250 7.536
Fisher Pivots for day following 24-Sep-2008
Pivot 1 day 3 day
R1 8.472 8.429
PP 8.451 8.423
S1 8.431 8.417

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

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