NYMEX Natural Gas Future October 2009


Trading Metrics calculated at close of trading on 13-May-2009
Day Change Summary
Previous Current
12-May-2009 13-May-2009 Change Change % Previous Week
Open 4.714 4.942 0.228 4.8% 4.028
High 4.931 4.955 0.024 0.5% 4.755
Low 4.676 4.644 -0.032 -0.7% 3.937
Close 4.845 4.758 -0.087 -1.8% 4.717
Range 0.255 0.311 0.056 22.0% 0.818
ATR 0.187 0.196 0.009 4.7% 0.000
Volume 12,113 15,064 2,951 24.4% 45,259
Daily Pivots for day following 13-May-2009
Classic Woodie Camarilla DeMark
R4 5.719 5.549 4.929
R3 5.408 5.238 4.844
R2 5.097 5.097 4.815
R1 4.927 4.927 4.787 4.857
PP 4.786 4.786 4.786 4.750
S1 4.616 4.616 4.729 4.546
S2 4.475 4.475 4.701
S3 4.164 4.305 4.672
S4 3.853 3.994 4.587
Weekly Pivots for week ending 08-May-2009
Classic Woodie Camarilla DeMark
R4 6.924 6.638 5.167
R3 6.106 5.820 4.942
R2 5.288 5.288 4.867
R1 5.002 5.002 4.792 5.145
PP 4.470 4.470 4.470 4.541
S1 4.184 4.184 4.642 4.327
S2 3.652 3.652 4.567
S3 2.834 3.366 4.492
S4 2.016 2.548 4.267
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.955 4.272 0.683 14.4% 0.253 5.3% 71% True False 12,094
10 4.955 3.754 1.201 25.2% 0.222 4.7% 84% True False 10,056
20 4.955 3.754 1.201 25.2% 0.177 3.7% 84% True False 8,085
40 4.978 3.754 1.224 25.7% 0.182 3.8% 82% False False 7,266
60 4.978 3.754 1.224 25.7% 0.177 3.7% 82% False False 6,944
80 5.499 3.754 1.745 36.7% 0.184 3.9% 58% False False 6,338
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.044
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 6.277
2.618 5.769
1.618 5.458
1.000 5.266
0.618 5.147
HIGH 4.955
0.618 4.836
0.500 4.800
0.382 4.763
LOW 4.644
0.618 4.452
1.000 4.333
1.618 4.141
2.618 3.830
4.250 3.322
Fisher Pivots for day following 13-May-2009
Pivot 1 day 3 day
R1 4.800 4.784
PP 4.786 4.775
S1 4.772 4.767

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

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