NYMEX Natural Gas Future November 2009


Trading Metrics calculated at close of trading on 26-May-2009
Day Change Summary
Previous Current
22-May-2009 26-May-2009 Change Change % Previous Week
Open 4.785 4.680 -0.105 -2.2% 5.149
High 4.789 4.738 -0.051 -1.1% 5.287
Low 4.690 4.605 -0.085 -1.8% 4.690
Close 4.722 4.728 0.006 0.1% 4.722
Range 0.099 0.133 0.034 34.3% 0.597
ATR 0.182 0.179 -0.004 -1.9% 0.000
Volume 4,344 2,056 -2,288 -52.7% 13,118
Daily Pivots for day following 26-May-2009
Classic Woodie Camarilla DeMark
R4 5.089 5.042 4.801
R3 4.956 4.909 4.765
R2 4.823 4.823 4.752
R1 4.776 4.776 4.740 4.800
PP 4.690 4.690 4.690 4.702
S1 4.643 4.643 4.716 4.667
S2 4.557 4.557 4.704
S3 4.424 4.510 4.691
S4 4.291 4.377 4.655
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 5.267 4.605 0.662 14.0% 0.183 3.9% 19% False True 2,626
10 5.523 4.605 0.918 19.4% 0.189 4.0% 13% False True 3,392
20 5.523 4.434 1.089 23.0% 0.179 3.8% 27% False False 3,002
40 5.523 4.434 1.089 23.0% 0.142 3.0% 27% False False 2,066
60 5.523 4.434 1.089 23.0% 0.148 3.1% 27% False False 1,756
80 5.975 4.434 1.541 32.6% 0.152 3.2% 19% False False 1,578
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 0.026
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.303
2.618 5.086
1.618 4.953
1.000 4.871
0.618 4.820
HIGH 4.738
0.618 4.687
0.500 4.672
0.382 4.656
LOW 4.605
0.618 4.523
1.000 4.472
1.618 4.390
2.618 4.257
4.250 4.040
Fisher Pivots for day following 26-May-2009
Pivot 1 day 3 day
R1 4.709 4.814
PP 4.690 4.785
S1 4.672 4.757

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

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