NYMEX Natural Gas Future December 2009


Trading Metrics calculated at close of trading on 11-May-2009
Day Change Summary
Previous Current
08-May-2009 11-May-2009 Change Change % Previous Week
Open 5.959 6.060 0.101 1.7% 5.360
High 6.095 6.083 -0.012 -0.2% 6.095
Low 5.890 5.964 0.074 1.3% 5.276
Close 6.067 6.018 -0.049 -0.8% 6.067
Range 0.205 0.119 -0.086 -42.0% 0.819
ATR 0.158 0.155 -0.003 -1.8% 0.000
Volume 3,983 2,352 -1,631 -40.9% 16,283
Daily Pivots for day following 11-May-2009
Classic Woodie Camarilla DeMark
R4 6.379 6.317 6.083
R3 6.260 6.198 6.051
R2 6.141 6.141 6.040
R1 6.079 6.079 6.029 6.051
PP 6.022 6.022 6.022 6.007
S1 5.960 5.960 6.007 5.932
S2 5.903 5.903 5.996
S3 5.784 5.841 5.985
S4 5.665 5.722 5.953
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 5.429 0.666 11.1% 0.183 3.0% 88% False False 3,228
10 6.095 5.170 0.925 15.4% 0.157 2.6% 92% False False 2,806
20 6.095 5.170 0.925 15.4% 0.132 2.2% 92% False False 2,620
40 6.095 5.170 0.925 15.4% 0.152 2.5% 92% False False 2,441
60 6.260 5.170 1.090 18.1% 0.150 2.5% 78% False False 2,207
80 6.750 5.170 1.580 26.3% 0.153 2.5% 54% False False 2,029
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.035
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 6.589
2.618 6.395
1.618 6.276
1.000 6.202
0.618 6.157
HIGH 6.083
0.618 6.038
0.500 6.024
0.382 6.009
LOW 5.964
0.618 5.890
1.000 5.845
1.618 5.771
2.618 5.652
4.250 5.458
Fisher Pivots for day following 11-May-2009
Pivot 1 day 3 day
R1 6.024 5.973
PP 6.022 5.928
S1 6.020 5.883

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

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