NYMEX Natural Gas Future November 2009


Trading Metrics calculated at close of trading on 12-Jun-2009
Day Change Summary
Previous Current
11-Jun-2009 12-Jun-2009 Change Change % Previous Week
Open 5.055 5.250 0.195 3.9% 5.082
High 5.285 5.254 -0.031 -0.6% 5.285
Low 4.974 5.086 0.112 2.3% 4.968
Close 5.240 5.169 -0.071 -1.4% 5.169
Range 0.311 0.168 -0.143 -46.0% 0.317
ATR 0.210 0.207 -0.003 -1.4% 0.000
Volume 3,867 6,705 2,838 73.4% 20,855
Daily Pivots for day following 12-Jun-2009
Classic Woodie Camarilla DeMark
R4 5.674 5.589 5.261
R3 5.506 5.421 5.215
R2 5.338 5.338 5.200
R1 5.253 5.253 5.184 5.212
PP 5.170 5.170 5.170 5.149
S1 5.085 5.085 5.154 5.044
S2 5.002 5.002 5.138
S3 4.834 4.917 5.123
S4 4.666 4.749 5.077
Weekly Pivots for week ending 12-Jun-2009
Classic Woodie Camarilla DeMark
R4 6.092 5.947 5.343
R3 5.775 5.630 5.256
R2 5.458 5.458 5.227
R1 5.313 5.313 5.198 5.386
PP 5.141 5.141 5.141 5.177
S1 4.996 4.996 5.140 5.069
S2 4.824 4.824 5.111
S3 4.507 4.679 5.082
S4 4.190 4.362 4.995
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.285 4.968 0.317 6.1% 0.174 3.4% 63% False False 4,171
10 5.285 4.733 0.552 10.7% 0.219 4.2% 79% False False 3,828
20 5.297 4.605 0.692 13.4% 0.206 4.0% 82% False False 3,541
40 5.523 4.434 1.089 21.1% 0.181 3.5% 67% False False 3,011
60 5.523 4.434 1.089 21.1% 0.168 3.3% 67% False False 2,421
80 5.523 4.434 1.089 21.1% 0.160 3.1% 67% False False 2,055
100 5.976 4.434 1.542 29.8% 0.162 3.1% 48% False False 1,843
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.027
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.968
2.618 5.694
1.618 5.526
1.000 5.422
0.618 5.358
HIGH 5.254
0.618 5.190
0.500 5.170
0.382 5.150
LOW 5.086
0.618 4.982
1.000 4.918
1.618 4.814
2.618 4.646
4.250 4.372
Fisher Pivots for day following 12-Jun-2009
Pivot 1 day 3 day
R1 5.170 5.155
PP 5.170 5.141
S1 5.169 5.127

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

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