NYMEX Natural Gas Future September 2009


Trading Metrics calculated at close of trading on 22-May-2009
Day Change Summary
Previous Current
21-May-2009 22-May-2009 Change Change % Previous Week
Open 4.400 3.966 -0.434 -9.9% 4.400
High 4.400 3.969 -0.431 -9.8% 4.551
Low 3.938 3.835 -0.103 -2.6% 3.835
Close 3.954 3.866 -0.088 -2.2% 3.866
Range 0.462 0.134 -0.328 -71.0% 0.716
ATR 0.218 0.212 -0.006 -2.8% 0.000
Volume 3,573 6,519 2,946 82.5% 28,161
Daily Pivots for day following 22-May-2009
Classic Woodie Camarilla DeMark
R4 4.292 4.213 3.940
R3 4.158 4.079 3.903
R2 4.024 4.024 3.891
R1 3.945 3.945 3.878 3.918
PP 3.890 3.890 3.890 3.876
S1 3.811 3.811 3.854 3.784
S2 3.756 3.756 3.841
S3 3.622 3.677 3.829
S4 3.488 3.543 3.792
Weekly Pivots for week ending 22-May-2009
Classic Woodie Camarilla DeMark
R4 6.232 5.765 4.260
R3 5.516 5.049 4.063
R2 4.800 4.800 3.997
R1 4.333 4.333 3.932 4.209
PP 4.084 4.084 4.084 4.022
S1 3.617 3.617 3.800 3.493
S2 3.368 3.368 3.735
S3 2.652 2.901 3.669
S4 1.936 2.185 3.472
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.551 3.835 0.716 18.5% 0.251 6.5% 4% False True 5,632
10 4.830 3.835 0.995 25.7% 0.228 5.9% 3% False True 7,703
20 4.830 3.596 1.234 31.9% 0.210 5.4% 22% False False 6,102
40 4.830 3.596 1.234 31.9% 0.169 4.4% 22% False False 4,266
60 4.860 3.596 1.264 32.7% 0.180 4.7% 21% False False 3,481
80 5.392 3.596 1.796 46.5% 0.180 4.7% 15% False False 2,923
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.029
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 4.539
2.618 4.320
1.618 4.186
1.000 4.103
0.618 4.052
HIGH 3.969
0.618 3.918
0.500 3.902
0.382 3.886
LOW 3.835
0.618 3.752
1.000 3.701
1.618 3.618
2.618 3.484
4.250 3.266
Fisher Pivots for day following 22-May-2009
Pivot 1 day 3 day
R1 3.902 4.118
PP 3.890 4.034
S1 3.878 3.950

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

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