NYMEX Natural Gas Future November 2009


Trading Metrics calculated at close of trading on 07-May-2009
Day Change Summary
Previous Current
06-May-2009 07-May-2009 Change Change % Previous Week
Open 4.785 5.031 0.246 5.1% 4.539
High 4.993 5.277 0.284 5.7% 4.670
Low 4.785 4.958 0.173 3.6% 4.434
Close 4.991 5.194 0.203 4.1% 4.643
Range 0.208 0.319 0.111 53.4% 0.236
ATR 0.146 0.158 0.012 8.5% 0.000
Volume 2,200 4,154 1,954 88.8% 9,234
Daily Pivots for day following 07-May-2009
Classic Woodie Camarilla DeMark
R4 6.100 5.966 5.369
R3 5.781 5.647 5.282
R2 5.462 5.462 5.252
R1 5.328 5.328 5.223 5.395
PP 5.143 5.143 5.143 5.177
S1 5.009 5.009 5.165 5.076
S2 4.824 4.824 5.136
S3 4.505 4.690 5.106
S4 4.186 4.371 5.019
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 5.277 4.520 0.757 14.6% 0.206 4.0% 89% True False 3,033
10 5.277 4.434 0.843 16.2% 0.157 3.0% 90% True False 2,205
20 5.277 4.434 0.843 16.2% 0.135 2.6% 90% True False 1,606
40 5.485 4.434 1.051 20.2% 0.140 2.7% 72% False False 1,443
60 5.880 4.434 1.446 27.8% 0.142 2.7% 53% False False 1,275
80 6.501 4.434 2.067 39.8% 0.149 2.9% 37% False False 1,199
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.026
Widest range in 29 trading days
Fibonacci Retracements and Extensions
4.250 6.633
2.618 6.112
1.618 5.793
1.000 5.596
0.618 5.474
HIGH 5.277
0.618 5.155
0.500 5.118
0.382 5.080
LOW 4.958
0.618 4.761
1.000 4.639
1.618 4.442
2.618 4.123
4.250 3.602
Fisher Pivots for day following 07-May-2009
Pivot 1 day 3 day
R1 5.169 5.128
PP 5.143 5.062
S1 5.118 4.996

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

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