NYMEX Natural Gas Future November 2009


Trading Metrics calculated at close of trading on 22-May-2009
Day Change Summary
Previous Current
21-May-2009 22-May-2009 Change Change % Previous Week
Open 5.023 4.785 -0.238 -4.7% 5.149
High 5.023 4.789 -0.234 -4.7% 5.287
Low 4.778 4.690 -0.088 -1.8% 4.690
Close 4.796 4.722 -0.074 -1.5% 4.722
Range 0.245 0.099 -0.146 -59.6% 0.597
ATR 0.188 0.182 -0.006 -3.1% 0.000
Volume 2,090 4,344 2,254 107.8% 13,118
Daily Pivots for day following 22-May-2009
Classic Woodie Camarilla DeMark
R4 5.031 4.975 4.776
R3 4.932 4.876 4.749
R2 4.833 4.833 4.740
R1 4.777 4.777 4.731 4.756
PP 4.734 4.734 4.734 4.723
S1 4.678 4.678 4.713 4.657
S2 4.635 4.635 4.704
S3 4.536 4.579 4.695
S4 4.437 4.480 4.668
Weekly Pivots for week ending 22-May-2009
Classic Woodie Camarilla DeMark
R4 6.691 6.303 5.050
R3 6.094 5.706 4.886
R2 5.497 5.497 4.831
R1 5.109 5.109 4.777 5.005
PP 4.900 4.900 4.900 4.847
S1 4.512 4.512 4.667 4.408
S2 4.303 4.303 4.613
S3 3.706 3.915 4.558
S4 3.109 3.318 4.394
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.287 4.690 0.597 12.6% 0.185 3.9% 5% False True 2,623
10 5.523 4.690 0.833 17.6% 0.188 4.0% 4% False True 3,453
20 5.523 4.434 1.089 23.1% 0.176 3.7% 26% False False 2,946
40 5.523 4.434 1.089 23.1% 0.143 3.0% 26% False False 2,066
60 5.523 4.434 1.089 23.1% 0.151 3.2% 26% False False 1,729
80 5.975 4.434 1.541 32.6% 0.153 3.2% 19% False False 1,562
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.025
Narrowest range in 18 trading days
Fibonacci Retracements and Extensions
4.250 5.210
2.618 5.048
1.618 4.949
1.000 4.888
0.618 4.850
HIGH 4.789
0.618 4.751
0.500 4.740
0.382 4.728
LOW 4.690
0.618 4.629
1.000 4.591
1.618 4.530
2.618 4.431
4.250 4.269
Fisher Pivots for day following 22-May-2009
Pivot 1 day 3 day
R1 4.740 4.910
PP 4.734 4.847
S1 4.728 4.785

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

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