NYMEX Natural Gas Future November 2009


Trading Metrics calculated at close of trading on 14-May-2009
Day Change Summary
Previous Current
13-May-2009 14-May-2009 Change Change % Previous Week
Open 5.522 5.210 -0.312 -5.7% 4.615
High 5.523 5.373 -0.150 -2.7% 5.401
Low 5.272 5.159 -0.113 -2.1% 4.578
Close 5.343 5.334 -0.009 -0.2% 5.377
Range 0.251 0.214 -0.037 -14.7% 0.823
ATR 0.170 0.173 0.003 1.8% 0.000
Volume 5,822 4,942 -880 -15.1% 15,166
Daily Pivots for day following 14-May-2009
Classic Woodie Camarilla DeMark
R4 5.931 5.846 5.452
R3 5.717 5.632 5.393
R2 5.503 5.503 5.373
R1 5.418 5.418 5.354 5.461
PP 5.289 5.289 5.289 5.310
S1 5.204 5.204 5.314 5.247
S2 5.075 5.075 5.295
S3 4.861 4.990 5.275
S4 4.647 4.776 5.216
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 5.523 5.159 0.364 6.8% 0.203 3.8% 48% False True 4,275
10 5.523 4.520 1.003 18.8% 0.204 3.8% 81% False False 3,654
20 5.523 4.434 1.089 20.4% 0.156 2.9% 83% False False 2,481
40 5.523 4.434 1.089 20.4% 0.150 2.8% 83% False False 1,861
60 5.523 4.434 1.089 20.4% 0.145 2.7% 83% False False 1,560
80 5.976 4.434 1.542 28.9% 0.151 2.8% 58% False False 1,418
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 0.040
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 6.283
2.618 5.933
1.618 5.719
1.000 5.587
0.618 5.505
HIGH 5.373
0.618 5.291
0.500 5.266
0.382 5.241
LOW 5.159
0.618 5.027
1.000 4.945
1.618 4.813
2.618 4.599
4.250 4.250
Fisher Pivots for day following 14-May-2009
Pivot 1 day 3 day
R1 5.311 5.341
PP 5.289 5.339
S1 5.266 5.336

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

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