NYMEX Natural Gas Future October 2009


Trading Metrics calculated at close of trading on 18-May-2009
Day Change Summary
Previous Current
15-May-2009 18-May-2009 Change Change % Previous Week
Open 4.721 4.500 -0.221 -4.7% 4.700
High 4.721 4.677 -0.044 -0.9% 4.955
Low 4.546 4.480 -0.066 -1.5% 4.546
Close 4.558 4.600 0.042 0.9% 4.558
Range 0.175 0.197 0.022 12.6% 0.409
ATR 0.197 0.197 0.000 0.0% 0.000
Volume 14,565 9,043 -5,522 -37.9% 68,311
Daily Pivots for day following 18-May-2009
Classic Woodie Camarilla DeMark
R4 5.177 5.085 4.708
R3 4.980 4.888 4.654
R2 4.783 4.783 4.636
R1 4.691 4.691 4.618 4.737
PP 4.586 4.586 4.586 4.609
S1 4.494 4.494 4.582 4.540
S2 4.389 4.389 4.564
S3 4.192 4.297 4.546
S4 3.995 4.100 4.492
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 4.480 0.475 10.3% 0.232 5.0% 25% False True 13,316
10 4.955 4.048 0.907 19.7% 0.225 4.9% 61% False False 11,479
20 4.955 3.754 1.201 26.1% 0.182 3.9% 70% False False 9,069
40 4.978 3.754 1.224 26.6% 0.174 3.8% 69% False False 7,642
60 4.978 3.754 1.224 26.6% 0.180 3.9% 69% False False 7,290
80 5.499 3.754 1.745 37.9% 0.184 4.0% 48% False False 6,708
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.037
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.514
2.618 5.193
1.618 4.996
1.000 4.874
0.618 4.799
HIGH 4.677
0.618 4.602
0.500 4.579
0.382 4.555
LOW 4.480
0.618 4.358
1.000 4.283
1.618 4.161
2.618 3.964
4.250 3.643
Fisher Pivots for day following 18-May-2009
Pivot 1 day 3 day
R1 4.593 4.638
PP 4.586 4.625
S1 4.579 4.613

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

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