NYMEX Natural Gas Future October 2009


Trading Metrics calculated at close of trading on 26-Jun-2009
Day Change Summary
Previous Current
25-Jun-2009 26-Jun-2009 Change Change % Previous Week
Open 4.271 4.366 0.095 2.2% 4.489
High 4.410 4.470 0.060 1.4% 4.550
Low 4.258 4.274 0.016 0.4% 4.206
Close 4.331 4.451 0.120 2.8% 4.451
Range 0.152 0.196 0.044 28.9% 0.344
ATR 0.223 0.221 -0.002 -0.9% 0.000
Volume 12,878 10,151 -2,727 -21.2% 54,085
Daily Pivots for day following 26-Jun-2009
Classic Woodie Camarilla DeMark
R4 4.986 4.915 4.559
R3 4.790 4.719 4.505
R2 4.594 4.594 4.487
R1 4.523 4.523 4.469 4.559
PP 4.398 4.398 4.398 4.416
S1 4.327 4.327 4.433 4.363
S2 4.202 4.202 4.415
S3 4.006 4.131 4.397
S4 3.810 3.935 4.343
Weekly Pivots for week ending 26-Jun-2009
Classic Woodie Camarilla DeMark
R4 5.434 5.287 4.640
R3 5.090 4.943 4.546
R2 4.746 4.746 4.514
R1 4.599 4.599 4.483 4.501
PP 4.402 4.402 4.402 4.353
S1 4.255 4.255 4.419 4.157
S2 4.058 4.058 4.388
S3 3.714 3.911 4.356
S4 3.370 3.567 4.262
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.550 4.206 0.344 7.7% 0.180 4.0% 71% False False 10,817
10 4.933 4.206 0.727 16.3% 0.216 4.8% 34% False False 13,738
20 4.933 4.032 0.901 20.2% 0.237 5.3% 47% False False 14,379
40 4.955 3.860 1.095 24.6% 0.234 5.3% 54% False False 12,562
60 4.955 3.754 1.201 27.0% 0.203 4.6% 58% False False 10,385
80 4.978 3.754 1.224 27.5% 0.200 4.5% 57% False False 9,560
100 5.499 3.754 1.745 39.2% 0.198 4.4% 40% False False 8,738
120 6.784 3.754 3.030 68.1% 0.200 4.5% 23% False False 7,926
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 0.055
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 5.303
2.618 4.983
1.618 4.787
1.000 4.666
0.618 4.591
HIGH 4.470
0.618 4.395
0.500 4.372
0.382 4.349
LOW 4.274
0.618 4.153
1.000 4.078
1.618 3.957
2.618 3.761
4.250 3.441
Fisher Pivots for day following 26-Jun-2009
Pivot 1 day 3 day
R1 4.425 4.413
PP 4.398 4.376
S1 4.372 4.338

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

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