NYMEX Natural Gas Future December 2009


Trading Metrics calculated at close of trading on 08-May-2009
Day Change Summary
Previous Current
07-May-2009 08-May-2009 Change Change % Previous Week
Open 5.700 5.959 0.259 4.5% 5.360
High 5.970 6.095 0.125 2.1% 6.095
Low 5.670 5.890 0.220 3.9% 5.276
Close 5.899 6.067 0.168 2.8% 6.067
Range 0.300 0.205 -0.095 -31.7% 0.819
ATR 0.154 0.158 0.004 2.4% 0.000
Volume 5,376 3,983 -1,393 -25.9% 16,283
Daily Pivots for day following 08-May-2009
Classic Woodie Camarilla DeMark
R4 6.632 6.555 6.180
R3 6.427 6.350 6.123
R2 6.222 6.222 6.105
R1 6.145 6.145 6.086 6.184
PP 6.017 6.017 6.017 6.037
S1 5.940 5.940 6.048 5.979
S2 5.812 5.812 6.029
S3 5.607 5.735 6.011
S4 5.402 5.530 5.954
Weekly Pivots for week ending 08-May-2009
Classic Woodie Camarilla DeMark
R4 8.270 7.987 6.517
R3 7.451 7.168 6.292
R2 6.632 6.632 6.217
R1 6.349 6.349 6.142 6.491
PP 5.813 5.813 5.813 5.883
S1 5.530 5.530 5.992 5.672
S2 4.994 4.994 5.917
S3 4.175 4.711 5.842
S4 3.356 3.892 5.617
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6.095 5.276 0.819 13.5% 0.209 3.4% 97% True False 3,256
10 6.095 5.170 0.925 15.2% 0.153 2.5% 97% True False 2,806
20 6.095 5.170 0.925 15.2% 0.133 2.2% 97% True False 2,591
40 6.095 5.170 0.925 15.2% 0.152 2.5% 97% True False 2,433
60 6.345 5.170 1.175 19.4% 0.151 2.5% 76% False False 2,186
80 6.883 5.170 1.713 28.2% 0.154 2.5% 52% False False 2,010
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.032
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6.966
2.618 6.632
1.618 6.427
1.000 6.300
0.618 6.222
HIGH 6.095
0.618 6.017
0.500 5.993
0.382 5.968
LOW 5.890
0.618 5.763
1.000 5.685
1.618 5.558
2.618 5.353
4.250 5.019
Fisher Pivots for day following 08-May-2009
Pivot 1 day 3 day
R1 6.042 5.977
PP 6.017 5.886
S1 5.993 5.796

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

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