NYMEX Natural Gas Future July 2009


Trading Metrics calculated at close of trading on 13-Oct-2008
Day Change Summary
Previous Current
10-Oct-2008 13-Oct-2008 Change Change % Previous Week
Open 7.495 7.470 -0.025 -0.3% 7.940
High 7.522 7.520 -0.002 0.0% 7.940
Low 7.360 7.422 0.062 0.8% 7.360
Close 7.364 7.480 0.116 1.6% 7.364
Range 0.162 0.098 -0.064 -39.5% 0.580
ATR 0.239 0.233 -0.006 -2.5% 0.000
Volume 769 921 152 19.8% 5,808
Daily Pivots for day following 13-Oct-2008
Classic Woodie Camarilla DeMark
R4 7.768 7.722 7.534
R3 7.670 7.624 7.507
R2 7.572 7.572 7.498
R1 7.526 7.526 7.489 7.549
PP 7.474 7.474 7.474 7.486
S1 7.428 7.428 7.471 7.451
S2 7.376 7.376 7.462
S3 7.278 7.330 7.453
S4 7.180 7.232 7.426
Weekly Pivots for week ending 10-Oct-2008
Classic Woodie Camarilla DeMark
R4 9.295 8.909 7.683
R3 8.715 8.329 7.524
R2 8.135 8.135 7.470
R1 7.749 7.749 7.417 7.652
PP 7.555 7.555 7.555 7.506
S1 7.169 7.169 7.311 7.072
S2 6.975 6.975 7.258
S3 6.395 6.589 7.205
S4 5.815 6.009 7.045
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 7.722 7.360 0.362 4.8% 0.153 2.0% 33% False False 1,182
10 8.373 7.360 1.013 13.5% 0.187 2.5% 12% False False 937
20 8.598 7.360 1.238 16.6% 0.208 2.8% 10% False False 771
40 9.240 7.360 1.880 25.1% 0.210 2.8% 6% False False 638
60 10.195 7.360 2.835 37.9% 0.223 3.0% 4% False False 563
80 11.981 7.360 4.621 61.8% 0.221 3.0% 3% False False 551
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.023
Narrowest range in 59 trading days
Fibonacci Retracements and Extensions
4.250 7.937
2.618 7.777
1.618 7.679
1.000 7.618
0.618 7.581
HIGH 7.520
0.618 7.483
0.500 7.471
0.382 7.459
LOW 7.422
0.618 7.361
1.000 7.324
1.618 7.263
2.618 7.165
4.250 7.006
Fisher Pivots for day following 13-Oct-2008
Pivot 1 day 3 day
R1 7.477 7.490
PP 7.474 7.487
S1 7.471 7.483

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

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