NYMEX Natural Gas Future September 2009


Trading Metrics calculated at close of trading on 15-May-2009
Day Change Summary
Previous Current
14-May-2009 15-May-2009 Change Change % Previous Week
Open 4.570 4.550 -0.020 -0.4% 4.545
High 4.669 4.561 -0.108 -2.3% 4.830
Low 4.445 4.408 -0.037 -0.8% 4.408
Close 4.613 4.421 -0.192 -4.2% 4.421
Range 0.224 0.153 -0.071 -31.7% 0.422
ATR 0.193 0.194 0.001 0.4% 0.000
Volume 14,753 8,314 -6,439 -43.6% 48,872
Daily Pivots for day following 15-May-2009
Classic Woodie Camarilla DeMark
R4 4.922 4.825 4.505
R3 4.769 4.672 4.463
R2 4.616 4.616 4.449
R1 4.519 4.519 4.435 4.491
PP 4.463 4.463 4.463 4.450
S1 4.366 4.366 4.407 4.338
S2 4.310 4.310 4.393
S3 4.157 4.213 4.379
S4 4.004 4.060 4.337
Weekly Pivots for week ending 15-May-2009
Classic Woodie Camarilla DeMark
R4 5.819 5.542 4.653
R3 5.397 5.120 4.537
R2 4.975 4.975 4.498
R1 4.698 4.698 4.460 4.626
PP 4.553 4.553 4.553 4.517
S1 4.276 4.276 4.382 4.204
S2 4.131 4.131 4.344
S3 3.709 3.854 4.305
S4 3.287 3.432 4.189
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.830 4.408 0.422 9.5% 0.205 4.6% 3% False True 9,774
10 4.830 3.797 1.033 23.4% 0.219 5.0% 60% False False 8,004
20 4.830 3.596 1.234 27.9% 0.170 3.8% 67% False False 5,421
40 4.858 3.596 1.262 28.5% 0.162 3.7% 65% False False 3,782
60 4.860 3.596 1.264 28.6% 0.170 3.8% 65% False False 3,117
80 5.392 3.596 1.796 40.6% 0.175 4.0% 46% False False 2,634
Crabel Price Patterns
NR True
NR4 True
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 0.040
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 5.211
2.618 4.962
1.618 4.809
1.000 4.714
0.618 4.656
HIGH 4.561
0.618 4.503
0.500 4.485
0.382 4.466
LOW 4.408
0.618 4.313
1.000 4.255
1.618 4.160
2.618 4.007
4.250 3.758
Fisher Pivots for day following 15-May-2009
Pivot 1 day 3 day
R1 4.485 4.619
PP 4.463 4.553
S1 4.442 4.487

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

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