NYMEX Natural Gas Future September 2009


Trading Metrics calculated at close of trading on 27-May-2009
Day Change Summary
Previous Current
26-May-2009 27-May-2009 Change Change % Previous Week
Open 3.853 3.890 0.037 1.0% 4.400
High 3.922 3.890 -0.032 -0.8% 4.551
Low 3.728 3.776 0.048 1.3% 3.835
Close 3.868 3.858 -0.010 -0.3% 3.866
Range 0.194 0.114 -0.080 -41.2% 0.716
ATR 0.211 0.204 -0.007 -3.3% 0.000
Volume 6,308 5,787 -521 -8.3% 28,161
Daily Pivots for day following 27-May-2009
Classic Woodie Camarilla DeMark
R4 4.183 4.135 3.921
R3 4.069 4.021 3.889
R2 3.955 3.955 3.879
R1 3.907 3.907 3.868 3.874
PP 3.841 3.841 3.841 3.825
S1 3.793 3.793 3.848 3.760
S2 3.727 3.727 3.837
S3 3.613 3.679 3.827
S4 3.499 3.565 3.795
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 4.400 3.728 0.672 17.4% 0.217 5.6% 19% False False 6,119
10 4.830 3.728 1.102 28.6% 0.225 5.8% 12% False False 7,176
20 4.830 3.596 1.234 32.0% 0.214 5.5% 21% False False 6,547
40 4.830 3.596 1.234 32.0% 0.169 4.4% 21% False False 4,469
60 4.860 3.596 1.264 32.8% 0.176 4.6% 21% False False 3,614
80 5.392 3.596 1.796 46.6% 0.179 4.6% 15% False False 3,044
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.028
Narrowest range in 21 trading days
Fibonacci Retracements and Extensions
4.250 4.375
2.618 4.188
1.618 4.074
1.000 4.004
0.618 3.960
HIGH 3.890
0.618 3.846
0.500 3.833
0.382 3.820
LOW 3.776
0.618 3.706
1.000 3.662
1.618 3.592
2.618 3.478
4.250 3.292
Fisher Pivots for day following 27-May-2009
Pivot 1 day 3 day
R1 3.850 3.855
PP 3.841 3.852
S1 3.833 3.849

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

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