NYMEX Natural Gas Future November 2009


Trading Metrics calculated at close of trading on 08-May-2009
Day Change Summary
Previous Current
07-May-2009 08-May-2009 Change Change % Previous Week
Open 5.031 5.270 0.239 4.8% 4.615
High 5.277 5.401 0.124 2.3% 5.401
Low 4.958 5.201 0.243 4.9% 4.578
Close 5.194 5.377 0.183 3.5% 5.377
Range 0.319 0.200 -0.119 -37.3% 0.823
ATR 0.158 0.162 0.003 2.2% 0.000
Volume 4,154 3,704 -450 -10.8% 15,166
Daily Pivots for day following 08-May-2009
Classic Woodie Camarilla DeMark
R4 5.926 5.852 5.487
R3 5.726 5.652 5.432
R2 5.526 5.526 5.414
R1 5.452 5.452 5.395 5.489
PP 5.326 5.326 5.326 5.345
S1 5.252 5.252 5.359 5.289
S2 5.126 5.126 5.340
S3 4.926 5.052 5.322
S4 4.726 4.852 5.267
Weekly Pivots for week ending 08-May-2009
Classic Woodie Camarilla DeMark
R4 7.588 7.305 5.830
R3 6.765 6.482 5.603
R2 5.942 5.942 5.528
R1 5.659 5.659 5.452 5.801
PP 5.119 5.119 5.119 5.189
S1 4.836 4.836 5.302 4.978
S2 4.296 4.296 5.226
S3 3.473 4.013 5.151
S4 2.650 3.190 4.924
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.401 4.578 0.823 15.3% 0.216 4.0% 97% True False 3,033
10 5.401 4.434 0.967 18.0% 0.164 3.1% 98% True False 2,440
20 5.401 4.434 0.967 18.0% 0.137 2.5% 98% True False 1,747
40 5.485 4.434 1.051 19.5% 0.139 2.6% 90% False False 1,511
60 5.790 4.434 1.356 25.2% 0.142 2.6% 70% False False 1,307
80 6.340 4.434 1.906 35.4% 0.149 2.8% 49% False False 1,241
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 0.030
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 6.251
2.618 5.925
1.618 5.725
1.000 5.601
0.618 5.525
HIGH 5.401
0.618 5.325
0.500 5.301
0.382 5.277
LOW 5.201
0.618 5.077
1.000 5.001
1.618 4.877
2.618 4.677
4.250 4.351
Fisher Pivots for day following 08-May-2009
Pivot 1 day 3 day
R1 5.352 5.282
PP 5.326 5.188
S1 5.301 5.093

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

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