NYMEX Natural Gas Future December 2009


Trading Metrics calculated at close of trading on 07-May-2009
Day Change Summary
Previous Current
06-May-2009 07-May-2009 Change Change % Previous Week
Open 5.496 5.700 0.204 3.7% 5.300
High 5.695 5.970 0.275 4.8% 5.364
Low 5.496 5.670 0.174 3.2% 5.170
Close 5.691 5.899 0.208 3.7% 5.333
Range 0.199 0.300 0.101 50.8% 0.194
ATR 0.143 0.154 0.011 7.8% 0.000
Volume 2,870 5,376 2,506 87.3% 11,785
Daily Pivots for day following 07-May-2009
Classic Woodie Camarilla DeMark
R4 6.746 6.623 6.064
R3 6.446 6.323 5.982
R2 6.146 6.146 5.954
R1 6.023 6.023 5.927 6.085
PP 5.846 5.846 5.846 5.877
S1 5.723 5.723 5.872 5.785
S2 5.546 5.546 5.844
S3 5.246 5.423 5.817
S4 4.946 5.123 5.734
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 5.970 5.235 0.735 12.5% 0.194 3.3% 90% True False 2,979
10 5.970 5.170 0.800 13.6% 0.147 2.5% 91% True False 2,782
20 5.970 5.170 0.800 13.6% 0.134 2.3% 91% True False 2,437
40 6.051 5.170 0.881 14.9% 0.152 2.6% 83% False False 2,390
60 6.440 5.170 1.270 21.5% 0.150 2.5% 57% False False 2,162
80 7.063 5.170 1.893 32.1% 0.154 2.6% 39% False False 1,967
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.030
Widest range in 29 trading days
Fibonacci Retracements and Extensions
4.250 7.245
2.618 6.755
1.618 6.455
1.000 6.270
0.618 6.155
HIGH 5.970
0.618 5.855
0.500 5.820
0.382 5.785
LOW 5.670
0.618 5.485
1.000 5.370
1.618 5.185
2.618 4.885
4.250 4.395
Fisher Pivots for day following 07-May-2009
Pivot 1 day 3 day
R1 5.873 5.833
PP 5.846 5.766
S1 5.820 5.700

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

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