NYMEX Natural Gas Future November 2009


Trading Metrics calculated at close of trading on 18-May-2009
Day Change Summary
Previous Current
15-May-2009 18-May-2009 Change Change % Previous Week
Open 5.278 5.149 -0.129 -2.4% 5.320
High 5.297 5.287 -0.010 -0.2% 5.523
Low 5.160 5.140 -0.020 -0.4% 5.159
Close 5.170 5.220 0.050 1.0% 5.170
Range 0.137 0.147 0.010 7.3% 0.364
ATR 0.173 0.171 -0.002 -1.1% 0.000
Volume 3,748 2,042 -1,706 -45.5% 21,420
Daily Pivots for day following 18-May-2009
Classic Woodie Camarilla DeMark
R4 5.657 5.585 5.301
R3 5.510 5.438 5.260
R2 5.363 5.363 5.247
R1 5.291 5.291 5.233 5.327
PP 5.216 5.216 5.216 5.234
S1 5.144 5.144 5.207 5.180
S2 5.069 5.069 5.193
S3 4.922 4.997 5.180
S4 4.775 4.850 5.139
Weekly Pivots for week ending 15-May-2009
Classic Woodie Camarilla DeMark
R4 6.376 6.137 5.370
R3 6.012 5.773 5.270
R2 5.648 5.648 5.237
R1 5.409 5.409 5.203 5.347
PP 5.284 5.284 5.284 5.253
S1 5.045 5.045 5.137 4.983
S2 4.920 4.920 5.103
S3 4.556 4.681 5.070
S4 4.192 4.317 4.970
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.523 5.140 0.383 7.3% 0.196 3.8% 21% False True 4,157
10 5.523 4.715 0.808 15.5% 0.193 3.7% 63% False False 3,564
20 5.523 4.434 1.089 20.9% 0.155 3.0% 72% False False 2,608
40 5.523 4.434 1.089 20.9% 0.142 2.7% 72% False False 1,917
60 5.523 4.434 1.089 20.9% 0.146 2.8% 72% False False 1,613
80 5.975 4.434 1.541 29.5% 0.150 2.9% 51% False False 1,475
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.037
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.912
2.618 5.672
1.618 5.525
1.000 5.434
0.618 5.378
HIGH 5.287
0.618 5.231
0.500 5.214
0.382 5.196
LOW 5.140
0.618 5.049
1.000 4.993
1.618 4.902
2.618 4.755
4.250 4.515
Fisher Pivots for day following 18-May-2009
Pivot 1 day 3 day
R1 5.218 5.257
PP 5.216 5.244
S1 5.214 5.232

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

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