NYMEX Natural Gas Future October 2009


Trading Metrics calculated at close of trading on 06-May-2009
Day Change Summary
Previous Current
05-May-2009 06-May-2009 Change Change % Previous Week
Open 4.150 4.090 -0.060 -1.4% 3.819
High 4.182 4.347 0.165 3.9% 4.038
Low 4.048 4.090 0.042 1.0% 3.754
Close 4.094 4.341 0.247 6.0% 4.003
Range 0.134 0.257 0.123 91.8% 0.284
ATR 0.162 0.169 0.007 4.2% 0.000
Volume 7,143 7,771 628 8.8% 33,796
Daily Pivots for day following 06-May-2009
Classic Woodie Camarilla DeMark
R4 5.030 4.943 4.482
R3 4.773 4.686 4.412
R2 4.516 4.516 4.388
R1 4.429 4.429 4.365 4.473
PP 4.259 4.259 4.259 4.281
S1 4.172 4.172 4.317 4.216
S2 4.002 4.002 4.294
S3 3.745 3.915 4.270
S4 3.488 3.658 4.200
Weekly Pivots for week ending 01-May-2009
Classic Woodie Camarilla DeMark
R4 4.784 4.677 4.159
R3 4.500 4.393 4.081
R2 4.216 4.216 4.055
R1 4.109 4.109 4.029 4.163
PP 3.932 3.932 3.932 3.958
S1 3.825 3.825 3.977 3.879
S2 3.648 3.648 3.951
S3 3.364 3.541 3.925
S4 3.080 3.257 3.847
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.347 3.754 0.593 13.7% 0.191 4.4% 99% True False 8,018
10 4.347 3.754 0.593 13.7% 0.163 3.8% 99% True False 7,018
20 4.410 3.754 0.656 15.1% 0.151 3.5% 89% False False 6,426
40 4.978 3.754 1.224 28.2% 0.169 3.9% 48% False False 6,556
60 5.491 3.754 1.737 40.0% 0.173 4.0% 34% False False 6,374
80 6.200 3.754 2.446 56.3% 0.180 4.2% 24% False False 5,805
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 0.040
Widest range in 28 trading days
Fibonacci Retracements and Extensions
4.250 5.439
2.618 5.020
1.618 4.763
1.000 4.604
0.618 4.506
HIGH 4.347
0.618 4.249
0.500 4.219
0.382 4.188
LOW 4.090
0.618 3.931
1.000 3.833
1.618 3.674
2.618 3.417
4.250 2.998
Fisher Pivots for day following 06-May-2009
Pivot 1 day 3 day
R1 4.300 4.275
PP 4.259 4.208
S1 4.219 4.142

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

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