NYMEX Natural Gas Future November 2009


Trading Metrics calculated at close of trading on 21-May-2009
Day Change Summary
Previous Current
20-May-2009 21-May-2009 Change Change % Previous Week
Open 4.990 5.023 0.033 0.7% 5.320
High 5.130 5.023 -0.107 -2.1% 5.523
Low 4.967 4.778 -0.189 -3.8% 5.159
Close 5.105 4.796 -0.309 -6.1% 5.170
Range 0.163 0.245 0.082 50.3% 0.364
ATR 0.178 0.188 0.011 6.0% 0.000
Volume 2,346 2,090 -256 -10.9% 21,420
Daily Pivots for day following 21-May-2009
Classic Woodie Camarilla DeMark
R4 5.601 5.443 4.931
R3 5.356 5.198 4.863
R2 5.111 5.111 4.841
R1 4.953 4.953 4.818 4.910
PP 4.866 4.866 4.866 4.844
S1 4.708 4.708 4.774 4.665
S2 4.621 4.621 4.751
S3 4.376 4.463 4.729
S4 4.131 4.218 4.661
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 5.297 4.778 0.519 10.8% 0.193 4.0% 3% False True 2,504
10 5.523 4.778 0.745 15.5% 0.198 4.1% 2% False True 3,389
20 5.523 4.434 1.089 22.7% 0.178 3.7% 33% False False 2,797
40 5.523 4.434 1.089 22.7% 0.150 3.1% 33% False False 2,020
60 5.523 4.434 1.089 22.7% 0.150 3.1% 33% False False 1,675
80 5.975 4.434 1.541 32.1% 0.154 3.2% 23% False False 1,520
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 0.031
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6.064
2.618 5.664
1.618 5.419
1.000 5.268
0.618 5.174
HIGH 5.023
0.618 4.929
0.500 4.901
0.382 4.872
LOW 4.778
0.618 4.627
1.000 4.533
1.618 4.382
2.618 4.137
4.250 3.737
Fisher Pivots for day following 21-May-2009
Pivot 1 day 3 day
R1 4.901 5.023
PP 4.866 4.947
S1 4.831 4.872

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

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