NYMEX Natural Gas Future September 2009


Trading Metrics calculated at close of trading on 11-May-2009
Day Change Summary
Previous Current
08-May-2009 11-May-2009 Change Change % Previous Week
Open 4.440 4.545 0.105 2.4% 3.891
High 4.625 4.611 -0.014 -0.3% 4.625
Low 4.410 4.493 0.083 1.9% 3.797
Close 4.590 4.581 -0.009 -0.2% 4.590
Range 0.215 0.118 -0.097 -45.1% 0.828
ATR 0.183 0.179 -0.005 -2.5% 0.000
Volume 9,020 8,464 -556 -6.2% 31,170
Daily Pivots for day following 11-May-2009
Classic Woodie Camarilla DeMark
R4 4.916 4.866 4.646
R3 4.798 4.748 4.613
R2 4.680 4.680 4.603
R1 4.630 4.630 4.592 4.655
PP 4.562 4.562 4.562 4.574
S1 4.512 4.512 4.570 4.537
S2 4.444 4.444 4.559
S3 4.326 4.394 4.549
S4 4.208 4.276 4.516
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 3.907 0.718 15.7% 0.205 4.5% 94% False False 7,123
10 4.625 3.596 1.029 22.5% 0.194 4.2% 96% False False 5,177
20 4.625 3.596 1.029 22.5% 0.152 3.3% 96% False False 3,938
40 4.860 3.596 1.264 27.6% 0.168 3.7% 78% False False 2,915
60 5.029 3.596 1.433 31.3% 0.165 3.6% 69% False False 2,530
80 5.530 3.596 1.934 42.2% 0.172 3.8% 51% False False 2,173
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.047
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 5.113
2.618 4.920
1.618 4.802
1.000 4.729
0.618 4.684
HIGH 4.611
0.618 4.566
0.500 4.552
0.382 4.538
LOW 4.493
0.618 4.420
1.000 4.375
1.618 4.302
2.618 4.184
4.250 3.992
Fisher Pivots for day following 11-May-2009
Pivot 1 day 3 day
R1 4.571 4.519
PP 4.562 4.458
S1 4.552 4.396

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

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