NYMEX Natural Gas Future September 2009


Trading Metrics calculated at close of trading on 08-May-2009
Day Change Summary
Previous Current
07-May-2009 08-May-2009 Change Change % Previous Week
Open 4.222 4.440 0.218 5.2% 3.891
High 4.466 4.625 0.159 3.6% 4.625
Low 4.167 4.410 0.243 5.8% 3.797
Close 4.380 4.590 0.210 4.8% 4.590
Range 0.299 0.215 -0.084 -28.1% 0.828
ATR 0.179 0.183 0.005 2.7% 0.000
Volume 6,163 9,020 2,857 46.4% 31,170
Daily Pivots for day following 08-May-2009
Classic Woodie Camarilla DeMark
R4 5.187 5.103 4.708
R3 4.972 4.888 4.649
R2 4.757 4.757 4.629
R1 4.673 4.673 4.610 4.715
PP 4.542 4.542 4.542 4.563
S1 4.458 4.458 4.570 4.500
S2 4.327 4.327 4.551
S3 4.112 4.243 4.531
S4 3.897 4.028 4.472
Weekly Pivots for week ending 08-May-2009
Classic Woodie Camarilla DeMark
R4 6.821 6.534 5.045
R3 5.993 5.706 4.818
R2 5.165 5.165 4.742
R1 4.878 4.878 4.666 5.022
PP 4.337 4.337 4.337 4.409
S1 4.050 4.050 4.514 4.194
S2 3.509 3.509 4.438
S3 2.681 3.222 4.362
S4 1.853 2.394 4.135
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.625 3.797 0.828 18.0% 0.234 5.1% 96% True False 6,234
10 4.625 3.596 1.029 22.4% 0.193 4.2% 97% True False 4,500
20 4.625 3.596 1.029 22.4% 0.153 3.3% 97% True False 3,640
40 4.860 3.596 1.264 27.5% 0.167 3.6% 79% False False 2,774
60 5.142 3.596 1.546 33.7% 0.166 3.6% 64% False False 2,411
80 5.650 3.596 2.054 44.7% 0.173 3.8% 48% False False 2,082
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.045
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 5.539
2.618 5.188
1.618 4.973
1.000 4.840
0.618 4.758
HIGH 4.625
0.618 4.543
0.500 4.518
0.382 4.492
LOW 4.410
0.618 4.277
1.000 4.195
1.618 4.062
2.618 3.847
4.250 3.496
Fisher Pivots for day following 08-May-2009
Pivot 1 day 3 day
R1 4.566 4.489
PP 4.542 4.389
S1 4.518 4.288

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

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