NYMEX Natural Gas Future October 2009


Trading Metrics calculated at close of trading on 22-May-2009
Day Change Summary
Previous Current
21-May-2009 22-May-2009 Change Change % Previous Week
Open 4.466 4.115 -0.351 -7.9% 4.500
High 4.466 4.115 -0.351 -7.9% 4.677
Low 4.092 3.995 -0.097 -2.4% 3.995
Close 4.109 4.026 -0.083 -2.0% 4.026
Range 0.374 0.120 -0.254 -67.9% 0.682
ATR 0.216 0.209 -0.007 -3.2% 0.000
Volume 6,308 11,667 5,359 85.0% 45,727
Daily Pivots for day following 22-May-2009
Classic Woodie Camarilla DeMark
R4 4.405 4.336 4.092
R3 4.285 4.216 4.059
R2 4.165 4.165 4.048
R1 4.096 4.096 4.037 4.071
PP 4.045 4.045 4.045 4.033
S1 3.976 3.976 4.015 3.951
S2 3.925 3.925 4.004
S3 3.805 3.856 3.993
S4 3.685 3.736 3.960
Weekly Pivots for week ending 22-May-2009
Classic Woodie Camarilla DeMark
R4 6.279 5.834 4.401
R3 5.597 5.152 4.214
R2 4.915 4.915 4.151
R1 4.470 4.470 4.089 4.352
PP 4.233 4.233 4.233 4.173
S1 3.788 3.788 3.963 3.670
S2 3.551 3.551 3.901
S3 2.869 3.106 3.838
S4 2.187 2.424 3.651
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.677 3.995 0.682 16.9% 0.237 5.9% 5% False True 9,145
10 4.955 3.995 0.960 23.8% 0.229 5.7% 3% False True 11,403
20 4.955 3.754 1.201 29.8% 0.210 5.2% 23% False False 9,654
40 4.955 3.754 1.201 29.8% 0.178 4.4% 23% False False 7,965
60 4.978 3.754 1.224 30.4% 0.187 4.6% 22% False False 7,598
80 5.499 3.754 1.745 43.3% 0.188 4.7% 16% False False 6,969
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.029
Narrowest range in 19 trading days
Fibonacci Retracements and Extensions
4.250 4.625
2.618 4.429
1.618 4.309
1.000 4.235
0.618 4.189
HIGH 4.115
0.618 4.069
0.500 4.055
0.382 4.041
LOW 3.995
0.618 3.921
1.000 3.875
1.618 3.801
2.618 3.681
4.250 3.485
Fisher Pivots for day following 22-May-2009
Pivot 1 day 3 day
R1 4.055 4.242
PP 4.045 4.170
S1 4.036 4.098

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

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