NYMEX Natural Gas Future November 2009


Trading Metrics calculated at close of trading on 12-May-2009
Day Change Summary
Previous Current
11-May-2009 12-May-2009 Change Change % Previous Week
Open 5.320 5.407 0.087 1.6% 4.615
High 5.393 5.500 0.107 2.0% 5.401
Low 5.277 5.268 -0.009 -0.2% 4.578
Close 5.345 5.442 0.097 1.8% 5.377
Range 0.116 0.232 0.116 100.0% 0.823
ATR 0.159 0.164 0.005 3.3% 0.000
Volume 2,674 4,234 1,560 58.3% 15,166
Daily Pivots for day following 12-May-2009
Classic Woodie Camarilla DeMark
R4 6.099 6.003 5.570
R3 5.867 5.771 5.506
R2 5.635 5.635 5.485
R1 5.539 5.539 5.463 5.587
PP 5.403 5.403 5.403 5.428
S1 5.307 5.307 5.421 5.355
S2 5.171 5.171 5.399
S3 4.939 5.075 5.378
S4 4.707 4.843 5.314
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 5.500 4.785 0.715 13.1% 0.215 4.0% 92% True False 3,393
10 5.500 4.434 1.066 19.6% 0.182 3.3% 95% True False 2,931
20 5.500 4.434 1.066 19.6% 0.141 2.6% 95% True False 2,038
40 5.500 4.434 1.066 19.6% 0.142 2.6% 95% True False 1,638
60 5.550 4.434 1.116 20.5% 0.143 2.6% 90% False False 1,399
80 6.066 4.434 1.632 30.0% 0.148 2.7% 62% False False 1,305
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.040
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 6.486
2.618 6.107
1.618 5.875
1.000 5.732
0.618 5.643
HIGH 5.500
0.618 5.411
0.500 5.384
0.382 5.357
LOW 5.268
0.618 5.125
1.000 5.036
1.618 4.893
2.618 4.661
4.250 4.282
Fisher Pivots for day following 12-May-2009
Pivot 1 day 3 day
R1 5.423 5.412
PP 5.403 5.381
S1 5.384 5.351

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

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