NYMEX Natural Gas Future November 2009


Trading Metrics calculated at close of trading on 11-May-2009
Day Change Summary
Previous Current
08-May-2009 11-May-2009 Change Change % Previous Week
Open 5.270 5.320 0.050 0.9% 4.615
High 5.401 5.393 -0.008 -0.1% 5.401
Low 5.201 5.277 0.076 1.5% 4.578
Close 5.377 5.345 -0.032 -0.6% 5.377
Range 0.200 0.116 -0.084 -42.0% 0.823
ATR 0.162 0.159 -0.003 -2.0% 0.000
Volume 3,704 2,674 -1,030 -27.8% 15,166
Daily Pivots for day following 11-May-2009
Classic Woodie Camarilla DeMark
R4 5.686 5.632 5.409
R3 5.570 5.516 5.377
R2 5.454 5.454 5.366
R1 5.400 5.400 5.356 5.427
PP 5.338 5.338 5.338 5.352
S1 5.284 5.284 5.334 5.311
S2 5.222 5.222 5.324
S3 5.106 5.168 5.313
S4 4.990 5.052 5.281
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 4.715 0.686 12.8% 0.189 3.5% 92% False False 2,971
10 5.401 4.434 0.967 18.1% 0.168 3.1% 94% False False 2,612
20 5.401 4.434 0.967 18.1% 0.136 2.5% 94% False False 1,848
40 5.485 4.434 1.051 19.7% 0.140 2.6% 87% False False 1,552
60 5.690 4.434 1.256 23.5% 0.141 2.6% 73% False False 1,342
80 6.162 4.434 1.728 32.3% 0.148 2.8% 53% False False 1,261
Crabel Price Patterns
NR True
NR4 True
NR5 False
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 0.032
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 5.886
2.618 5.697
1.618 5.581
1.000 5.509
0.618 5.465
HIGH 5.393
0.618 5.349
0.500 5.335
0.382 5.321
LOW 5.277
0.618 5.205
1.000 5.161
1.618 5.089
2.618 4.973
4.250 4.784
Fisher Pivots for day following 11-May-2009
Pivot 1 day 3 day
R1 5.342 5.290
PP 5.338 5.235
S1 5.335 5.180

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

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