NYMEX Natural Gas Future October 2009


Trading Metrics calculated at close of trading on 18-Jun-2009
Day Change Summary
Previous Current
17-Jun-2009 18-Jun-2009 Change Change % Previous Week
Open 4.640 4.789 0.149 3.2% 4.390
High 4.770 4.821 0.051 1.1% 4.642
Low 4.580 4.576 -0.004 -0.1% 4.243
Close 4.753 4.614 -0.139 -2.9% 4.493
Range 0.190 0.245 0.055 28.9% 0.399
ATR 0.246 0.246 0.000 0.0% 0.000
Volume 18,613 18,964 351 1.9% 83,107
Daily Pivots for day following 18-Jun-2009
Classic Woodie Camarilla DeMark
R4 5.405 5.255 4.749
R3 5.160 5.010 4.681
R2 4.915 4.915 4.659
R1 4.765 4.765 4.636 4.718
PP 4.670 4.670 4.670 4.647
S1 4.520 4.520 4.592 4.473
S2 4.425 4.425 4.569
S3 4.180 4.275 4.547
S4 3.935 4.030 4.479
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 4.400 0.533 11.6% 0.255 5.5% 40% False False 18,286
10 4.933 4.243 0.690 15.0% 0.240 5.2% 54% False False 16,564
20 4.933 3.892 1.041 22.6% 0.256 5.6% 69% False False 14,135
40 4.955 3.754 1.201 26.0% 0.228 4.9% 72% False False 11,787
60 4.965 3.754 1.211 26.2% 0.205 4.5% 71% False False 9,937
80 4.978 3.754 1.224 26.5% 0.201 4.4% 70% False False 9,132
100 5.499 3.754 1.745 37.8% 0.200 4.3% 49% False False 8,306
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.062
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.862
2.618 5.462
1.618 5.217
1.000 5.066
0.618 4.972
HIGH 4.821
0.618 4.727
0.500 4.699
0.382 4.670
LOW 4.576
0.618 4.425
1.000 4.331
1.618 4.180
2.618 3.935
4.250 3.535
Fisher Pivots for day following 18-Jun-2009
Pivot 1 day 3 day
R1 4.699 4.755
PP 4.670 4.708
S1 4.642 4.661

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

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