NYMEX Natural Gas Future September 2009


Trading Metrics calculated at close of trading on 19-May-2009
Day Change Summary
Previous Current
18-May-2009 19-May-2009 Change Change % Previous Week
Open 4.400 4.520 0.120 2.7% 4.545
High 4.551 4.530 -0.021 -0.5% 4.830
Low 4.400 4.200 -0.200 -4.5% 4.408
Close 4.465 4.249 -0.216 -4.8% 4.421
Range 0.151 0.330 0.179 118.5% 0.422
ATR 0.191 0.201 0.010 5.2% 0.000
Volume 5,544 4,117 -1,427 -25.7% 48,872
Daily Pivots for day following 19-May-2009
Classic Woodie Camarilla DeMark
R4 5.316 5.113 4.431
R3 4.986 4.783 4.340
R2 4.656 4.656 4.310
R1 4.453 4.453 4.279 4.390
PP 4.326 4.326 4.326 4.295
S1 4.123 4.123 4.219 4.060
S2 3.996 3.996 4.189
S3 3.666 3.793 4.158
S4 3.336 3.463 4.068
Weekly Pivots for week ending 15-May-2009
Classic Woodie Camarilla DeMark
R4 5.819 5.542 4.653
R3 5.397 5.120 4.537
R2 4.975 4.975 4.498
R1 4.698 4.698 4.460 4.626
PP 4.553 4.553 4.553 4.517
S1 4.276 4.276 4.382 4.204
S2 4.131 4.131 4.344
S3 3.709 3.854 4.305
S4 3.287 3.432 4.189
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.830 4.200 0.630 14.8% 0.233 5.5% 8% False True 8,233
10 4.830 3.951 0.879 20.7% 0.228 5.4% 34% False False 8,037
20 4.830 3.596 1.234 29.0% 0.186 4.4% 53% False False 5,670
40 4.858 3.596 1.262 29.7% 0.167 3.9% 52% False False 3,907
60 4.860 3.596 1.264 29.7% 0.175 4.1% 52% False False 3,238
80 5.392 3.596 1.796 42.3% 0.176 4.1% 36% False False 2,729
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.029
Widest range in 37 trading days
Fibonacci Retracements and Extensions
4.250 5.933
2.618 5.394
1.618 5.064
1.000 4.860
0.618 4.734
HIGH 4.530
0.618 4.404
0.500 4.365
0.382 4.326
LOW 4.200
0.618 3.996
1.000 3.870
1.618 3.666
2.618 3.336
4.250 2.798
Fisher Pivots for day following 19-May-2009
Pivot 1 day 3 day
R1 4.365 4.381
PP 4.326 4.337
S1 4.288 4.293

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

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