NYMEX Natural Gas Future September 2009


Trading Metrics calculated at close of trading on 06-May-2009
Day Change Summary
Previous Current
05-May-2009 06-May-2009 Change Change % Previous Week
Open 4.020 3.951 -0.069 -1.7% 3.665
High 4.040 4.211 0.171 4.2% 3.907
Low 3.907 3.951 0.044 1.1% 3.596
Close 3.952 4.204 0.252 6.4% 3.870
Range 0.133 0.260 0.127 95.5% 0.311
ATR 0.162 0.169 0.007 4.3% 0.000
Volume 5,309 6,661 1,352 25.5% 13,837
Daily Pivots for day following 06-May-2009
Classic Woodie Camarilla DeMark
R4 4.902 4.813 4.347
R3 4.642 4.553 4.276
R2 4.382 4.382 4.252
R1 4.293 4.293 4.228 4.338
PP 4.122 4.122 4.122 4.144
S1 4.033 4.033 4.180 4.078
S2 3.862 3.862 4.156
S3 3.602 3.773 4.133
S4 3.342 3.513 4.061
Weekly Pivots for week ending 01-May-2009
Classic Woodie Camarilla DeMark
R4 4.724 4.608 4.041
R3 4.413 4.297 3.956
R2 4.102 4.102 3.927
R1 3.986 3.986 3.899 4.044
PP 3.791 3.791 3.791 3.820
S1 3.675 3.675 3.841 3.733
S2 3.480 3.480 3.813
S3 3.169 3.364 3.784
S4 2.858 3.053 3.699
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.211 3.596 0.615 14.6% 0.200 4.8% 99% True False 4,973
10 4.211 3.596 0.615 14.6% 0.166 3.9% 99% True False 3,633
20 4.272 3.596 0.676 16.1% 0.144 3.4% 90% False False 3,230
40 4.860 3.596 1.264 30.1% 0.163 3.9% 48% False False 2,544
60 5.361 3.596 1.765 42.0% 0.165 3.9% 34% False False 2,205
80 6.091 3.596 2.495 59.3% 0.172 4.1% 24% False False 1,918
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 0.041
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.316
2.618 4.892
1.618 4.632
1.000 4.471
0.618 4.372
HIGH 4.211
0.618 4.112
0.500 4.081
0.382 4.050
LOW 3.951
0.618 3.790
1.000 3.691
1.618 3.530
2.618 3.270
4.250 2.846
Fisher Pivots for day following 06-May-2009
Pivot 1 day 3 day
R1 4.163 4.137
PP 4.122 4.071
S1 4.081 4.004

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

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