NYMEX Natural Gas Future August 2009


Trading Metrics calculated at close of trading on 11-Jun-2009
Day Change Summary
Previous Current
10-Jun-2009 11-Jun-2009 Change Change % Previous Week
Open 3.985 3.876 -0.109 -2.7% 3.980
High 4.071 4.247 0.176 4.3% 4.408
Low 3.856 3.855 -0.001 0.0% 3.710
Close 3.898 4.147 0.249 6.4% 4.042
Range 0.215 0.392 0.177 82.3% 0.698
ATR 0.246 0.257 0.010 4.2% 0.000
Volume 39,173 48,012 8,839 22.6% 113,068
Daily Pivots for day following 11-Jun-2009
Classic Woodie Camarilla DeMark
R4 5.259 5.095 4.363
R3 4.867 4.703 4.255
R2 4.475 4.475 4.219
R1 4.311 4.311 4.183 4.393
PP 4.083 4.083 4.083 4.124
S1 3.919 3.919 4.111 4.001
S2 3.691 3.691 4.075
S3 3.299 3.527 4.039
S4 2.907 3.135 3.931
Weekly Pivots for week ending 05-Jun-2009
Classic Woodie Camarilla DeMark
R4 6.147 5.793 4.426
R3 5.449 5.095 4.234
R2 4.751 4.751 4.170
R1 4.397 4.397 4.106 4.574
PP 4.053 4.053 4.053 4.142
S1 3.699 3.699 3.978 3.876
S2 3.355 3.355 3.914
S3 2.657 3.001 3.850
S4 1.959 2.303 3.658
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.247 3.854 0.393 9.5% 0.245 5.9% 75% True False 35,021
10 4.408 3.710 0.698 16.8% 0.287 6.9% 63% False False 28,551
20 4.582 3.627 0.955 23.0% 0.265 6.4% 54% False False 19,843
40 4.789 3.520 1.269 30.6% 0.227 5.5% 49% False False 13,293
60 4.820 3.520 1.300 31.3% 0.214 5.2% 48% False False 9,912
80 4.820 3.520 1.300 31.3% 0.202 4.9% 48% False False 8,030
100 5.350 3.520 1.830 44.1% 0.202 4.9% 34% False False 6,690
120 6.619 3.520 3.099 74.7% 0.204 4.9% 20% False False 5,722
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.066
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 5.913
2.618 5.273
1.618 4.881
1.000 4.639
0.618 4.489
HIGH 4.247
0.618 4.097
0.500 4.051
0.382 4.005
LOW 3.855
0.618 3.613
1.000 3.463
1.618 3.221
2.618 2.829
4.250 2.189
Fisher Pivots for day following 11-Jun-2009
Pivot 1 day 3 day
R1 4.115 4.115
PP 4.083 4.083
S1 4.051 4.051

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

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