NYMEX Natural Gas Future October 2009


Trading Metrics calculated at close of trading on 07-May-2009
Day Change Summary
Previous Current
06-May-2009 07-May-2009 Change Change % Previous Week
Open 4.090 4.345 0.255 6.2% 3.819
High 4.347 4.599 0.252 5.8% 4.038
Low 4.090 4.272 0.182 4.4% 3.754
Close 4.341 4.514 0.173 4.0% 4.003
Range 0.257 0.327 0.070 27.2% 0.284
ATR 0.169 0.180 0.011 6.7% 0.000
Volume 7,771 8,828 1,057 13.6% 33,796
Daily Pivots for day following 07-May-2009
Classic Woodie Camarilla DeMark
R4 5.443 5.305 4.694
R3 5.116 4.978 4.604
R2 4.789 4.789 4.574
R1 4.651 4.651 4.544 4.720
PP 4.462 4.462 4.462 4.496
S1 4.324 4.324 4.484 4.393
S2 4.135 4.135 4.454
S3 3.808 3.997 4.424
S4 3.481 3.670 4.334
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 4.599 3.860 0.739 16.4% 0.230 5.1% 88% True False 8,052
10 4.599 3.754 0.845 18.7% 0.182 4.0% 90% True False 7,284
20 4.599 3.754 0.845 18.7% 0.161 3.6% 90% True False 6,505
40 4.978 3.754 1.224 27.1% 0.174 3.9% 62% False False 6,646
60 5.351 3.754 1.597 35.4% 0.174 3.9% 48% False False 6,439
80 6.087 3.754 2.333 51.7% 0.182 4.0% 33% False False 5,878
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 0.045
Widest range in 29 trading days
Fibonacci Retracements and Extensions
4.250 5.989
2.618 5.455
1.618 5.128
1.000 4.926
0.618 4.801
HIGH 4.599
0.618 4.474
0.500 4.436
0.382 4.397
LOW 4.272
0.618 4.070
1.000 3.945
1.618 3.743
2.618 3.416
4.250 2.882
Fisher Pivots for day following 07-May-2009
Pivot 1 day 3 day
R1 4.488 4.451
PP 4.462 4.387
S1 4.436 4.324

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

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