NYMEX Natural Gas Future December 2009


Trading Metrics calculated at close of trading on 15-May-2009
Day Change Summary
Previous Current
14-May-2009 15-May-2009 Change Change % Previous Week
Open 5.850 5.930 0.080 1.4% 6.060
High 6.000 5.941 -0.059 -1.0% 6.150
Low 5.782 5.834 0.052 0.9% 5.782
Close 5.974 5.830 -0.144 -2.4% 5.830
Range 0.218 0.107 -0.111 -50.9% 0.368
ATR 0.173 0.171 -0.002 -1.4% 0.000
Volume 4,403 2,280 -2,123 -48.2% 16,010
Daily Pivots for day following 15-May-2009
Classic Woodie Camarilla DeMark
R4 6.189 6.117 5.889
R3 6.082 6.010 5.859
R2 5.975 5.975 5.850
R1 5.903 5.903 5.840 5.886
PP 5.868 5.868 5.868 5.860
S1 5.796 5.796 5.820 5.779
S2 5.761 5.761 5.810
S3 5.654 5.689 5.801
S4 5.547 5.582 5.771
Weekly Pivots for week ending 15-May-2009
Classic Woodie Camarilla DeMark
R4 7.025 6.795 6.032
R3 6.657 6.427 5.931
R2 6.289 6.289 5.897
R1 6.059 6.059 5.864 5.990
PP 5.921 5.921 5.921 5.886
S1 5.691 5.691 5.796 5.622
S2 5.553 5.553 5.763
S3 5.185 5.323 5.729
S4 4.817 4.955 5.628
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 6.3% 0.193 3.3% 13% False False 3,202
10 6.150 5.276 0.874 15.0% 0.201 3.4% 63% False False 3,229
20 6.150 5.170 0.980 16.8% 0.150 2.6% 67% False False 2,922
40 6.150 5.170 0.980 16.8% 0.147 2.5% 67% False False 2,668
60 6.150 5.170 0.980 16.8% 0.154 2.6% 67% False False 2,357
80 6.550 5.170 1.380 23.7% 0.155 2.7% 48% False False 2,165
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.041
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 6.396
2.618 6.221
1.618 6.114
1.000 6.048
0.618 6.007
HIGH 5.941
0.618 5.900
0.500 5.888
0.382 5.875
LOW 5.834
0.618 5.768
1.000 5.727
1.618 5.661
2.618 5.554
4.250 5.379
Fisher Pivots for day following 15-May-2009
Pivot 1 day 3 day
R1 5.888 5.966
PP 5.868 5.921
S1 5.849 5.875

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

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