NYMEX Natural Gas Future August 2009


Trading Metrics calculated at close of trading on 21-May-2009
Day Change Summary
Previous Current
20-May-2009 21-May-2009 Change Change % Previous Week
Open 4.182 4.245 0.063 1.5% 4.480
High 4.254 4.245 -0.009 -0.2% 4.789
Low 4.069 3.838 -0.231 -5.7% 4.319
Close 4.222 3.856 -0.366 -8.7% 4.332
Range 0.185 0.407 0.222 120.0% 0.470
ATR 0.212 0.226 0.014 6.5% 0.000
Volume 11,750 7,096 -4,654 -39.6% 63,214
Daily Pivots for day following 21-May-2009
Classic Woodie Camarilla DeMark
R4 5.201 4.935 4.080
R3 4.794 4.528 3.968
R2 4.387 4.387 3.931
R1 4.121 4.121 3.893 4.051
PP 3.980 3.980 3.980 3.944
S1 3.714 3.714 3.819 3.644
S2 3.573 3.573 3.781
S3 3.166 3.307 3.744
S4 2.759 2.900 3.632
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 4.517 3.838 0.679 17.6% 0.263 6.8% 3% False True 8,489
10 4.789 3.838 0.951 24.7% 0.254 6.6% 2% False True 11,021
20 4.789 3.520 1.269 32.9% 0.224 5.8% 26% False False 8,680
40 4.805 3.520 1.285 33.3% 0.194 5.0% 26% False False 6,117
60 4.820 3.520 1.300 33.7% 0.191 5.0% 26% False False 4,982
80 5.350 3.520 1.830 47.5% 0.193 5.0% 18% False False 4,124
100 6.619 3.520 3.099 80.4% 0.196 5.1% 11% False False 3,475
120 6.987 3.520 3.467 89.9% 0.192 5.0% 10% False False 3,027
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.039
Widest range in 39 trading days
Fibonacci Retracements and Extensions
4.250 5.975
2.618 5.311
1.618 4.904
1.000 4.652
0.618 4.497
HIGH 4.245
0.618 4.090
0.500 4.042
0.382 3.993
LOW 3.838
0.618 3.586
1.000 3.431
1.618 3.179
2.618 2.772
4.250 2.108
Fisher Pivots for day following 21-May-2009
Pivot 1 day 3 day
R1 4.042 4.137
PP 3.980 4.043
S1 3.918 3.950

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

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