NYMEX Natural Gas Future August 2009


Trading Metrics calculated at close of trading on 18-Jun-2009
Day Change Summary
Previous Current
17-Jun-2009 18-Jun-2009 Change Change % Previous Week
Open 4.290 4.435 0.145 3.4% 4.060
High 4.447 4.504 0.057 1.3% 4.247
Low 4.216 4.249 0.033 0.8% 3.854
Close 4.424 4.278 -0.146 -3.3% 4.071
Range 0.231 0.255 0.024 10.4% 0.393
ATR 0.263 0.262 -0.001 -0.2% 0.000
Volume 64,079 67,118 3,039 4.7% 233,089
Daily Pivots for day following 18-Jun-2009
Classic Woodie Camarilla DeMark
R4 5.109 4.948 4.418
R3 4.854 4.693 4.348
R2 4.599 4.599 4.325
R1 4.438 4.438 4.301 4.391
PP 4.344 4.344 4.344 4.320
S1 4.183 4.183 4.255 4.136
S2 4.089 4.089 4.231
S3 3.834 3.928 4.208
S4 3.579 3.673 4.138
Weekly Pivots for week ending 12-Jun-2009
Classic Woodie Camarilla DeMark
R4 5.236 5.047 4.287
R3 4.843 4.654 4.179
R2 4.450 4.450 4.143
R1 4.261 4.261 4.107 4.356
PP 4.057 4.057 4.057 4.105
S1 3.868 3.868 4.035 3.963
S2 3.664 3.664 3.999
S3 3.271 3.475 3.963
S4 2.878 3.082 3.855
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.574 3.967 0.607 14.2% 0.276 6.5% 51% False False 70,214
10 4.574 3.854 0.720 16.8% 0.261 6.1% 59% False False 52,617
20 4.574 3.627 0.947 22.1% 0.277 6.5% 69% False False 34,646
40 4.789 3.520 1.269 29.7% 0.244 5.7% 60% False False 21,603
60 4.820 3.520 1.300 30.4% 0.217 5.1% 58% False False 15,545
80 4.820 3.520 1.300 30.4% 0.210 4.9% 58% False False 12,330
100 5.350 3.520 1.830 42.8% 0.207 4.8% 41% False False 10,165
120 6.619 3.520 3.099 72.4% 0.206 4.8% 24% False False 8,614
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 5.588
2.618 5.172
1.618 4.917
1.000 4.759
0.618 4.662
HIGH 4.504
0.618 4.407
0.500 4.377
0.382 4.346
LOW 4.249
0.618 4.091
1.000 3.994
1.618 3.836
2.618 3.581
4.250 3.165
Fisher Pivots for day following 18-Jun-2009
Pivot 1 day 3 day
R1 4.377 4.395
PP 4.344 4.356
S1 4.311 4.317

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

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