NYMEX Natural Gas Future December 2009


Trading Metrics calculated at close of trading on 06-May-2009
Day Change Summary
Previous Current
05-May-2009 06-May-2009 Change Change % Previous Week
Open 5.498 5.496 -0.002 0.0% 5.300
High 5.520 5.695 0.175 3.2% 5.364
Low 5.429 5.496 0.067 1.2% 5.170
Close 5.466 5.691 0.225 4.1% 5.333
Range 0.091 0.199 0.108 118.7% 0.194
ATR 0.136 0.143 0.007 4.9% 0.000
Volume 1,559 2,870 1,311 84.1% 11,785
Daily Pivots for day following 06-May-2009
Classic Woodie Camarilla DeMark
R4 6.224 6.157 5.800
R3 6.025 5.958 5.746
R2 5.826 5.826 5.727
R1 5.759 5.759 5.709 5.793
PP 5.627 5.627 5.627 5.644
S1 5.560 5.560 5.673 5.594
S2 5.428 5.428 5.655
S3 5.229 5.361 5.636
S4 5.030 5.162 5.582
Weekly Pivots for week ending 01-May-2009
Classic Woodie Camarilla DeMark
R4 5.871 5.796 5.440
R3 5.677 5.602 5.386
R2 5.483 5.483 5.369
R1 5.408 5.408 5.351 5.446
PP 5.289 5.289 5.289 5.308
S1 5.214 5.214 5.315 5.252
S2 5.095 5.095 5.297
S3 4.901 5.020 5.280
S4 4.707 4.826 5.226
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.695 5.170 0.525 9.2% 0.151 2.6% 99% True False 2,566
10 5.695 5.170 0.525 9.2% 0.128 2.2% 99% True False 2,651
20 5.732 5.170 0.562 9.9% 0.123 2.2% 93% False False 2,277
40 6.051 5.170 0.881 15.5% 0.146 2.6% 59% False False 2,290
60 6.550 5.170 1.380 24.2% 0.150 2.6% 38% False False 2,104
80 7.143 5.170 1.973 34.7% 0.152 2.7% 26% False False 1,906
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 0.027
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6.541
2.618 6.216
1.618 6.017
1.000 5.894
0.618 5.818
HIGH 5.695
0.618 5.619
0.500 5.596
0.382 5.572
LOW 5.496
0.618 5.373
1.000 5.297
1.618 5.174
2.618 4.975
4.250 4.650
Fisher Pivots for day following 06-May-2009
Pivot 1 day 3 day
R1 5.659 5.623
PP 5.627 5.554
S1 5.596 5.486

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

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