NYMEX Natural Gas Future October 2009


Trading Metrics calculated at close of trading on 15-May-2009
Day Change Summary
Previous Current
14-May-2009 15-May-2009 Change Change % Previous Week
Open 4.645 4.721 0.076 1.6% 4.700
High 4.795 4.721 -0.074 -1.5% 4.955
Low 4.572 4.546 -0.026 -0.6% 4.546
Close 4.739 4.558 -0.181 -3.8% 4.558
Range 0.223 0.175 -0.048 -21.5% 0.409
ATR 0.198 0.197 0.000 -0.2% 0.000
Volume 15,798 14,565 -1,233 -7.8% 68,311
Daily Pivots for day following 15-May-2009
Classic Woodie Camarilla DeMark
R4 5.133 5.021 4.654
R3 4.958 4.846 4.606
R2 4.783 4.783 4.590
R1 4.671 4.671 4.574 4.640
PP 4.608 4.608 4.608 4.593
S1 4.496 4.496 4.542 4.465
S2 4.433 4.433 4.526
S3 4.258 4.321 4.510
S4 4.083 4.146 4.462
Weekly Pivots for week ending 15-May-2009
Classic Woodie Camarilla DeMark
R4 5.913 5.645 4.783
R3 5.504 5.236 4.670
R2 5.095 5.095 4.633
R1 4.827 4.827 4.595 4.757
PP 4.686 4.686 4.686 4.651
S1 4.418 4.418 4.521 4.348
S2 4.277 4.277 4.483
S3 3.868 4.009 4.446
S4 3.459 3.600 4.333
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.955 4.546 0.409 9.0% 0.222 4.9% 3% False True 13,662
10 4.955 3.937 1.018 22.3% 0.231 5.1% 61% False False 11,357
20 4.955 3.754 1.201 26.3% 0.180 3.9% 67% False False 8,920
40 4.978 3.754 1.224 26.9% 0.174 3.8% 66% False False 7,755
60 4.978 3.754 1.224 26.9% 0.178 3.9% 66% False False 7,274
80 5.499 3.754 1.745 38.3% 0.185 4.1% 46% False False 6,655
Crabel Price Patterns
NR True
NR4 True
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 4 trading days
Fibonacci Retracements and Extensions
4.250 5.465
2.618 5.179
1.618 5.004
1.000 4.896
0.618 4.829
HIGH 4.721
0.618 4.654
0.500 4.634
0.382 4.613
LOW 4.546
0.618 4.438
1.000 4.371
1.618 4.263
2.618 4.088
4.250 3.802
Fisher Pivots for day following 15-May-2009
Pivot 1 day 3 day
R1 4.634 4.751
PP 4.608 4.686
S1 4.583 4.622

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

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