NYMEX Natural Gas Future December 2009


Trading Metrics calculated at close of trading on 14-May-2009
Day Change Summary
Previous Current
13-May-2009 14-May-2009 Change Change % Previous Week
Open 6.130 5.850 -0.280 -4.6% 5.360
High 6.150 6.000 -0.150 -2.4% 6.095
Low 5.870 5.782 -0.088 -1.5% 5.276
Close 5.953 5.974 0.021 0.4% 6.067
Range 0.280 0.218 -0.062 -22.1% 0.819
ATR 0.170 0.173 0.003 2.0% 0.000
Volume 4,216 4,403 187 4.4% 16,283
Daily Pivots for day following 14-May-2009
Classic Woodie Camarilla DeMark
R4 6.573 6.491 6.094
R3 6.355 6.273 6.034
R2 6.137 6.137 6.014
R1 6.055 6.055 5.994 6.096
PP 5.919 5.919 5.919 5.939
S1 5.837 5.837 5.954 5.878
S2 5.701 5.701 5.934
S3 5.483 5.619 5.914
S4 5.265 5.401 5.854
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 5.782 0.368 6.2% 0.213 3.6% 52% False True 3,542
10 6.150 5.235 0.915 15.3% 0.203 3.4% 81% False False 3,260
20 6.150 5.170 0.980 16.4% 0.155 2.6% 82% False False 2,912
40 6.150 5.170 0.980 16.4% 0.162 2.7% 82% False False 2,640
60 6.150 5.170 0.980 16.4% 0.155 2.6% 82% False False 2,349
80 6.550 5.170 1.380 23.1% 0.155 2.6% 58% False False 2,144
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 True
Bull Hook False
Stretch 0.043
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 6.927
2.618 6.571
1.618 6.353
1.000 6.218
0.618 6.135
HIGH 6.000
0.618 5.917
0.500 5.891
0.382 5.865
LOW 5.782
0.618 5.647
1.000 5.564
1.618 5.429
2.618 5.211
4.250 4.856
Fisher Pivots for day following 14-May-2009
Pivot 1 day 3 day
R1 5.946 5.971
PP 5.919 5.969
S1 5.891 5.966

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

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