NYMEX Natural Gas Future December 2009


Trading Metrics calculated at close of trading on 13-May-2009
Day Change Summary
Previous Current
12-May-2009 13-May-2009 Change Change % Previous Week
Open 6.070 6.130 0.060 1.0% 5.360
High 6.150 6.150 0.000 0.0% 6.095
Low 5.908 5.870 -0.038 -0.6% 5.276
Close 6.060 5.953 -0.107 -1.8% 6.067
Range 0.242 0.280 0.038 15.7% 0.819
ATR 0.161 0.170 0.008 5.3% 0.000
Volume 2,759 4,216 1,457 52.8% 16,283
Daily Pivots for day following 13-May-2009
Classic Woodie Camarilla DeMark
R4 6.831 6.672 6.107
R3 6.551 6.392 6.030
R2 6.271 6.271 6.004
R1 6.112 6.112 5.979 6.052
PP 5.991 5.991 5.991 5.961
S1 5.832 5.832 5.927 5.772
S2 5.711 5.711 5.902
S3 5.431 5.552 5.876
S4 5.151 5.272 5.799
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 6.150 5.670 0.480 8.1% 0.229 3.9% 59% True False 3,737
10 6.150 5.170 0.980 16.5% 0.190 3.2% 80% True False 3,151
20 6.150 5.170 0.980 16.5% 0.148 2.5% 80% True False 2,806
40 6.150 5.170 0.980 16.5% 0.160 2.7% 80% True False 2,567
60 6.150 5.170 0.980 16.5% 0.153 2.6% 80% True False 2,294
80 6.560 5.170 1.390 23.3% 0.155 2.6% 56% False False 2,098
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.038
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 7.340
2.618 6.883
1.618 6.603
1.000 6.430
0.618 6.323
HIGH 6.150
0.618 6.043
0.500 6.010
0.382 5.977
LOW 5.870
0.618 5.697
1.000 5.590
1.618 5.417
2.618 5.137
4.250 4.680
Fisher Pivots for day following 13-May-2009
Pivot 1 day 3 day
R1 6.010 6.010
PP 5.991 5.991
S1 5.972 5.972

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

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