NYMEX Natural Gas Future September 2009


Trading Metrics calculated at close of trading on 13-May-2009
Day Change Summary
Previous Current
12-May-2009 13-May-2009 Change Change % Previous Week
Open 4.590 4.827 0.237 5.2% 3.891
High 4.783 4.830 0.047 1.0% 4.625
Low 4.559 4.525 -0.034 -0.7% 3.797
Close 4.728 4.639 -0.089 -1.9% 4.590
Range 0.224 0.305 0.081 36.2% 0.828
ATR 0.182 0.191 0.009 4.8% 0.000
Volume 8,904 8,437 -467 -5.2% 31,170
Daily Pivots for day following 13-May-2009
Classic Woodie Camarilla DeMark
R4 5.580 5.414 4.807
R3 5.275 5.109 4.723
R2 4.970 4.970 4.695
R1 4.804 4.804 4.667 4.735
PP 4.665 4.665 4.665 4.630
S1 4.499 4.499 4.611 4.430
S2 4.360 4.360 4.583
S3 4.055 4.194 4.555
S4 3.750 3.889 4.471
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 4.830 4.167 0.663 14.3% 0.232 5.0% 71% True False 8,197
10 4.830 3.596 1.234 26.6% 0.216 4.7% 85% True False 6,585
20 4.830 3.596 1.234 26.6% 0.167 3.6% 85% True False 4,509
40 4.860 3.596 1.264 27.2% 0.174 3.8% 83% False False 3,271
60 4.860 3.596 1.264 27.2% 0.168 3.6% 83% False False 2,779
80 5.392 3.596 1.796 38.7% 0.174 3.8% 58% False False 2,361
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.037
Widest range in 33 trading days
Fibonacci Retracements and Extensions
4.250 6.126
2.618 5.628
1.618 5.323
1.000 5.135
0.618 5.018
HIGH 4.830
0.618 4.713
0.500 4.678
0.382 4.642
LOW 4.525
0.618 4.337
1.000 4.220
1.618 4.032
2.618 3.727
4.250 3.229
Fisher Pivots for day following 13-May-2009
Pivot 1 day 3 day
R1 4.678 4.662
PP 4.665 4.654
S1 4.652 4.647

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

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