NYMEX Natural Gas Future October 2009


Trading Metrics calculated at close of trading on 14-May-2009
Day Change Summary
Previous Current
13-May-2009 14-May-2009 Change Change % Previous Week
Open 4.942 4.645 -0.297 -6.0% 4.028
High 4.955 4.795 -0.160 -3.2% 4.755
Low 4.644 4.572 -0.072 -1.6% 3.937
Close 4.758 4.739 -0.019 -0.4% 4.717
Range 0.311 0.223 -0.088 -28.3% 0.818
ATR 0.196 0.198 0.002 1.0% 0.000
Volume 15,064 15,798 734 4.9% 45,259
Daily Pivots for day following 14-May-2009
Classic Woodie Camarilla DeMark
R4 5.371 5.278 4.862
R3 5.148 5.055 4.800
R2 4.925 4.925 4.780
R1 4.832 4.832 4.759 4.879
PP 4.702 4.702 4.702 4.725
S1 4.609 4.609 4.719 4.656
S2 4.479 4.479 4.698
S3 4.256 4.386 4.678
S4 4.033 4.163 4.616
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 4.526 0.429 9.1% 0.232 4.9% 50% False False 13,488
10 4.955 3.860 1.095 23.1% 0.231 4.9% 80% False False 10,770
20 4.955 3.754 1.201 25.3% 0.182 3.8% 82% False False 8,571
40 4.978 3.754 1.224 25.8% 0.184 3.9% 80% False False 7,547
60 4.978 3.754 1.224 25.8% 0.178 3.8% 80% False False 7,146
80 5.499 3.754 1.745 36.8% 0.184 3.9% 56% False False 6,501
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.044
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 5.743
2.618 5.379
1.618 5.156
1.000 5.018
0.618 4.933
HIGH 4.795
0.618 4.710
0.500 4.684
0.382 4.657
LOW 4.572
0.618 4.434
1.000 4.349
1.618 4.211
2.618 3.988
4.250 3.624
Fisher Pivots for day following 14-May-2009
Pivot 1 day 3 day
R1 4.721 4.764
PP 4.702 4.755
S1 4.684 4.747

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

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