NYMEX Natural Gas Future October 2009


Trading Metrics calculated at close of trading on 03-Jun-2009
Day Change Summary
Previous Current
02-Jun-2009 03-Jun-2009 Change Change % Previous Week
Open 4.574 4.545 -0.029 -0.6% 3.986
High 4.659 4.546 -0.113 -2.4% 4.468
Low 4.482 4.160 -0.322 -7.2% 3.892
Close 4.530 4.218 -0.312 -6.9% 4.214
Range 0.177 0.386 0.209 118.1% 0.576
ATR 0.229 0.240 0.011 4.9% 0.000
Volume 13,309 13,887 578 4.3% 46,916
Daily Pivots for day following 03-Jun-2009
Classic Woodie Camarilla DeMark
R4 5.466 5.228 4.430
R3 5.080 4.842 4.324
R2 4.694 4.694 4.289
R1 4.456 4.456 4.253 4.382
PP 4.308 4.308 4.308 4.271
S1 4.070 4.070 4.183 3.996
S2 3.922 3.922 4.147
S3 3.536 3.684 4.112
S4 3.150 3.298 4.006
Weekly Pivots for week ending 29-May-2009
Classic Woodie Camarilla DeMark
R4 5.919 5.643 4.531
R3 5.343 5.067 4.372
R2 4.767 4.767 4.320
R1 4.491 4.491 4.267 4.629
PP 4.191 4.191 4.191 4.261
S1 3.915 3.915 4.161 4.053
S2 3.615 3.615 4.108
S3 3.039 3.339 4.056
S4 2.463 2.763 3.897
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.659 3.956 0.703 16.7% 0.322 7.6% 37% False False 13,223
10 4.659 3.892 0.767 18.2% 0.258 6.1% 43% False False 11,400
20 4.955 3.892 1.063 25.2% 0.251 5.9% 31% False False 11,492
40 4.955 3.754 1.201 28.5% 0.198 4.7% 39% False False 8,862
60 4.978 3.754 1.224 29.0% 0.194 4.6% 38% False False 8,158
80 5.499 3.754 1.745 41.4% 0.192 4.6% 27% False False 7,626
100 6.200 3.754 2.446 58.0% 0.194 4.6% 19% False False 6,903
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.049
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 6.187
2.618 5.557
1.618 5.171
1.000 4.932
0.618 4.785
HIGH 4.546
0.618 4.399
0.500 4.353
0.382 4.307
LOW 4.160
0.618 3.921
1.000 3.774
1.618 3.535
2.618 3.149
4.250 2.520
Fisher Pivots for day following 03-Jun-2009
Pivot 1 day 3 day
R1 4.353 4.410
PP 4.308 4.346
S1 4.263 4.282

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

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