NYMEX Natural Gas Future August 2009


Trading Metrics calculated at close of trading on 19-May-2009
Day Change Summary
Previous Current
18-May-2009 19-May-2009 Change Change % Previous Week
Open 4.300 4.420 0.120 2.8% 4.480
High 4.464 4.435 -0.029 -0.6% 4.789
Low 4.261 4.111 -0.150 -3.5% 4.319
Close 4.377 4.156 -0.221 -5.0% 4.332
Range 0.203 0.324 0.121 59.6% 0.470
ATR 0.206 0.214 0.008 4.1% 0.000
Volume 6,438 7,169 731 11.4% 63,214
Daily Pivots for day following 19-May-2009
Classic Woodie Camarilla DeMark
R4 5.206 5.005 4.334
R3 4.882 4.681 4.245
R2 4.558 4.558 4.215
R1 4.357 4.357 4.186 4.296
PP 4.234 4.234 4.234 4.203
S1 4.033 4.033 4.126 3.972
S2 3.910 3.910 4.097
S3 3.586 3.709 4.067
S4 3.262 3.385 3.978
Weekly Pivots for week ending 15-May-2009
Classic Woodie Camarilla DeMark
R4 5.890 5.581 4.591
R3 5.420 5.111 4.461
R2 4.950 4.950 4.418
R1 4.641 4.641 4.375 4.561
PP 4.480 4.480 4.480 4.440
S1 4.171 4.171 4.289 4.091
S2 4.010 4.010 4.246
S3 3.540 3.701 4.203
S4 3.070 3.231 4.074
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.789 4.111 0.678 16.3% 0.258 6.2% 7% False True 11,282
10 4.789 3.865 0.924 22.2% 0.252 6.1% 31% False False 11,058
20 4.789 3.520 1.269 30.5% 0.203 4.9% 50% False False 8,180
40 4.820 3.520 1.300 31.3% 0.187 4.5% 49% False False 5,771
60 4.820 3.520 1.300 31.3% 0.187 4.5% 49% False False 4,713
80 5.350 3.520 1.830 44.0% 0.189 4.5% 35% False False 3,907
100 6.619 3.520 3.099 74.6% 0.193 4.6% 21% False False 3,296
120 7.153 3.520 3.633 87.4% 0.191 4.6% 18% False False 2,881
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.038
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 5.812
2.618 5.283
1.618 4.959
1.000 4.759
0.618 4.635
HIGH 4.435
0.618 4.311
0.500 4.273
0.382 4.235
LOW 4.111
0.618 3.911
1.000 3.787
1.618 3.587
2.618 3.263
4.250 2.734
Fisher Pivots for day following 19-May-2009
Pivot 1 day 3 day
R1 4.273 4.314
PP 4.234 4.261
S1 4.195 4.209

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

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