NYMEX Natural Gas Future October 2009


Trading Metrics calculated at close of trading on 17-Jun-2009
Day Change Summary
Previous Current
16-Jun-2009 17-Jun-2009 Change Change % Previous Week
Open 4.760 4.640 -0.120 -2.5% 4.390
High 4.933 4.770 -0.163 -3.3% 4.642
Low 4.611 4.580 -0.031 -0.7% 4.243
Close 4.670 4.753 0.083 1.8% 4.493
Range 0.322 0.190 -0.132 -41.0% 0.399
ATR 0.250 0.246 -0.004 -1.7% 0.000
Volume 16,777 18,613 1,836 10.9% 83,107
Daily Pivots for day following 17-Jun-2009
Classic Woodie Camarilla DeMark
R4 5.271 5.202 4.858
R3 5.081 5.012 4.805
R2 4.891 4.891 4.788
R1 4.822 4.822 4.770 4.857
PP 4.701 4.701 4.701 4.718
S1 4.632 4.632 4.736 4.667
S2 4.511 4.511 4.718
S3 4.321 4.442 4.701
S4 4.131 4.252 4.649
Weekly Pivots for week ending 12-Jun-2009
Classic Woodie Camarilla DeMark
R4 5.656 5.474 4.712
R3 5.257 5.075 4.603
R2 4.858 4.858 4.566
R1 4.676 4.676 4.530 4.767
PP 4.459 4.459 4.459 4.505
S1 4.277 4.277 4.456 4.368
S2 4.060 4.060 4.420
S3 3.661 3.878 4.383
S4 3.262 3.479 4.274
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.933 4.281 0.652 13.7% 0.278 5.8% 72% False False 17,356
10 4.933 4.032 0.901 19.0% 0.248 5.2% 80% False False 16,025
20 4.933 3.892 1.041 21.9% 0.253 5.3% 83% False False 13,713
40 4.955 3.754 1.201 25.3% 0.223 4.7% 83% False False 11,478
60 4.978 3.754 1.224 25.8% 0.204 4.3% 82% False False 9,707
80 4.978 3.754 1.224 25.8% 0.201 4.2% 82% False False 8,941
100 5.499 3.754 1.745 36.7% 0.199 4.2% 57% False False 8,155
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.070
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 5.578
2.618 5.267
1.618 5.077
1.000 4.960
0.618 4.887
HIGH 4.770
0.618 4.697
0.500 4.675
0.382 4.653
LOW 4.580
0.618 4.463
1.000 4.390
1.618 4.273
2.618 4.083
4.250 3.773
Fisher Pivots for day following 17-Jun-2009
Pivot 1 day 3 day
R1 4.727 4.734
PP 4.701 4.714
S1 4.675 4.695

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

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