NYMEX Natural Gas Future September 2009


Trading Metrics calculated at close of trading on 12-May-2009
Day Change Summary
Previous Current
11-May-2009 12-May-2009 Change Change % Previous Week
Open 4.545 4.590 0.045 1.0% 3.891
High 4.611 4.783 0.172 3.7% 4.625
Low 4.493 4.559 0.066 1.5% 3.797
Close 4.581 4.728 0.147 3.2% 4.590
Range 0.118 0.224 0.106 89.8% 0.828
ATR 0.179 0.182 0.003 1.8% 0.000
Volume 8,464 8,904 440 5.2% 31,170
Daily Pivots for day following 12-May-2009
Classic Woodie Camarilla DeMark
R4 5.362 5.269 4.851
R3 5.138 5.045 4.790
R2 4.914 4.914 4.769
R1 4.821 4.821 4.749 4.868
PP 4.690 4.690 4.690 4.713
S1 4.597 4.597 4.707 4.644
S2 4.466 4.466 4.687
S3 4.242 4.373 4.666
S4 4.018 4.149 4.605
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 4.783 3.951 0.832 17.6% 0.223 4.7% 93% True False 7,842
10 4.783 3.596 1.187 25.1% 0.203 4.3% 95% True False 5,918
20 4.783 3.596 1.187 25.1% 0.157 3.3% 95% True False 4,249
40 4.860 3.596 1.264 26.7% 0.169 3.6% 90% False False 3,103
60 4.860 3.596 1.264 26.7% 0.166 3.5% 90% False False 2,648
80 5.490 3.596 1.894 40.1% 0.172 3.6% 60% False False 2,268
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 0.044
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 5.735
2.618 5.369
1.618 5.145
1.000 5.007
0.618 4.921
HIGH 4.783
0.618 4.697
0.500 4.671
0.382 4.645
LOW 4.559
0.618 4.421
1.000 4.335
1.618 4.197
2.618 3.973
4.250 3.607
Fisher Pivots for day following 12-May-2009
Pivot 1 day 3 day
R1 4.709 4.684
PP 4.690 4.640
S1 4.671 4.597

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

View Archives - Comment on this page... - Back to Index of Symbols