NYMEX Natural Gas Future November 2009


Trading Metrics calculated at close of trading on 05-May-2009
Day Change Summary
Previous Current
04-May-2009 05-May-2009 Change Change % Previous Week
Open 4.615 4.805 0.190 4.1% 4.539
High 4.828 4.817 -0.011 -0.2% 4.670
Low 4.578 4.715 0.137 3.0% 4.434
Close 4.824 4.756 -0.068 -1.4% 4.643
Range 0.250 0.102 -0.148 -59.2% 0.236
ATR 0.141 0.139 -0.002 -1.6% 0.000
Volume 2,982 2,126 -856 -28.7% 9,234
Daily Pivots for day following 05-May-2009
Classic Woodie Camarilla DeMark
R4 5.069 5.014 4.812
R3 4.967 4.912 4.784
R2 4.865 4.865 4.775
R1 4.810 4.810 4.765 4.787
PP 4.763 4.763 4.763 4.751
S1 4.708 4.708 4.747 4.685
S2 4.661 4.661 4.737
S3 4.559 4.606 4.728
S4 4.457 4.504 4.700
Weekly Pivots for week ending 01-May-2009
Classic Woodie Camarilla DeMark
R4 5.290 5.203 4.773
R3 5.054 4.967 4.708
R2 4.818 4.818 4.686
R1 4.731 4.731 4.665 4.775
PP 4.582 4.582 4.582 4.604
S1 4.495 4.495 4.621 4.539
S2 4.346 4.346 4.600
S3 4.110 4.259 4.578
S4 3.874 4.023 4.513
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.828 4.434 0.394 8.3% 0.149 3.1% 82% False False 2,470
10 4.839 4.434 0.405 8.5% 0.120 2.5% 80% False False 1,780
20 5.054 4.434 0.620 13.0% 0.117 2.5% 52% False False 1,359
40 5.485 4.434 1.051 22.1% 0.131 2.8% 31% False False 1,343
60 5.975 4.434 1.541 32.4% 0.140 3.0% 21% False False 1,204
80 6.647 4.434 2.213 46.5% 0.146 3.1% 15% False False 1,135
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.020
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 5.251
2.618 5.084
1.618 4.982
1.000 4.919
0.618 4.880
HIGH 4.817
0.618 4.778
0.500 4.766
0.382 4.754
LOW 4.715
0.618 4.652
1.000 4.613
1.618 4.550
2.618 4.448
4.250 4.282
Fisher Pivots for day following 05-May-2009
Pivot 1 day 3 day
R1 4.766 4.729
PP 4.763 4.701
S1 4.759 4.674

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

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