NYMEX Natural Gas Future September 2009


Trading Metrics calculated at close of trading on 14-May-2009
Day Change Summary
Previous Current
13-May-2009 14-May-2009 Change Change % Previous Week
Open 4.827 4.570 -0.257 -5.3% 3.891
High 4.830 4.669 -0.161 -3.3% 4.625
Low 4.525 4.445 -0.080 -1.8% 3.797
Close 4.639 4.613 -0.026 -0.6% 4.590
Range 0.305 0.224 -0.081 -26.6% 0.828
ATR 0.191 0.193 0.002 1.2% 0.000
Volume 8,437 14,753 6,316 74.9% 31,170
Daily Pivots for day following 14-May-2009
Classic Woodie Camarilla DeMark
R4 5.248 5.154 4.736
R3 5.024 4.930 4.675
R2 4.800 4.800 4.654
R1 4.706 4.706 4.634 4.753
PP 4.576 4.576 4.576 4.599
S1 4.482 4.482 4.592 4.529
S2 4.352 4.352 4.572
S3 4.128 4.258 4.551
S4 3.904 4.034 4.490
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 4.410 0.420 9.1% 0.217 4.7% 48% False False 9,915
10 4.830 3.717 1.113 24.1% 0.223 4.8% 81% False False 7,584
20 4.830 3.596 1.234 26.8% 0.172 3.7% 82% False False 5,154
40 4.860 3.596 1.264 27.4% 0.176 3.8% 80% False False 3,612
60 4.860 3.596 1.264 27.4% 0.170 3.7% 80% False False 3,003
80 5.392 3.596 1.796 38.9% 0.175 3.8% 57% False False 2,538
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 0.039
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.621
2.618 5.255
1.618 5.031
1.000 4.893
0.618 4.807
HIGH 4.669
0.618 4.583
0.500 4.557
0.382 4.531
LOW 4.445
0.618 4.307
1.000 4.221
1.618 4.083
2.618 3.859
4.250 3.493
Fisher Pivots for day following 14-May-2009
Pivot 1 day 3 day
R1 4.594 4.638
PP 4.576 4.629
S1 4.557 4.621

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

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