NYMEX Natural Gas Future July 2009


Trading Metrics calculated at close of trading on 15-Jun-2009
Day Change Summary
Previous Current
12-Jun-2009 15-Jun-2009 Change Change % Previous Week
Open 3.911 3.859 -0.052 -1.3% 3.814
High 3.973 4.198 0.225 5.7% 4.067
Low 3.741 3.825 0.084 2.2% 3.656
Close 3.857 4.182 0.325 8.4% 3.857
Range 0.232 0.373 0.141 60.8% 0.411
ATR 0.261 0.269 0.008 3.1% 0.000
Volume 193,507 129,468 -64,039 -33.1% 611,559
Daily Pivots for day following 15-Jun-2009
Classic Woodie Camarilla DeMark
R4 5.187 5.058 4.387
R3 4.814 4.685 4.285
R2 4.441 4.441 4.250
R1 4.312 4.312 4.216 4.377
PP 4.068 4.068 4.068 4.101
S1 3.939 3.939 4.148 4.004
S2 3.695 3.695 4.114
S3 3.322 3.566 4.079
S4 2.949 3.193 3.977
Weekly Pivots for week ending 12-Jun-2009
Classic Woodie Camarilla DeMark
R4 5.093 4.886 4.083
R3 4.682 4.475 3.970
R2 4.271 4.271 3.932
R1 4.064 4.064 3.895 4.168
PP 3.860 3.860 3.860 3.912
S1 3.653 3.653 3.819 3.757
S2 3.449 3.449 3.782
S3 3.038 3.242 3.744
S4 2.627 2.831 3.631
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.198 3.656 0.542 13.0% 0.274 6.5% 97% True False 126,990
10 4.284 3.550 0.734 17.6% 0.275 6.6% 86% False False 118,419
20 4.358 3.500 0.858 20.5% 0.280 6.7% 79% False False 91,428
40 4.690 3.395 1.295 31.0% 0.243 5.8% 61% False False 55,141
60 4.721 3.395 1.326 31.7% 0.222 5.3% 59% False False 39,908
80 4.721 3.395 1.326 31.7% 0.213 5.1% 59% False False 31,523
100 5.280 3.395 1.885 45.1% 0.213 5.1% 42% False False 25,828
120 6.521 3.395 3.126 74.7% 0.214 5.1% 25% False False 21,772
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 0.063
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.783
2.618 5.175
1.618 4.802
1.000 4.571
0.618 4.429
HIGH 4.198
0.618 4.056
0.500 4.012
0.382 3.967
LOW 3.825
0.618 3.594
1.000 3.452
1.618 3.221
2.618 2.848
4.250 2.240
Fisher Pivots for day following 15-Jun-2009
Pivot 1 day 3 day
R1 4.125 4.098
PP 4.068 4.014
S1 4.012 3.931

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

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