NYMEX Natural Gas Future December 2009


Trading Metrics calculated at close of trading on 19-May-2009
Day Change Summary
Previous Current
18-May-2009 19-May-2009 Change Change % Previous Week
Open 5.833 5.920 0.087 1.5% 6.060
High 5.945 5.920 -0.025 -0.4% 6.150
Low 5.810 5.690 -0.120 -2.1% 5.782
Close 5.890 5.739 -0.151 -2.6% 5.830
Range 0.135 0.230 0.095 70.4% 0.368
ATR 0.168 0.173 0.004 2.6% 0.000
Volume 1,751 2,725 974 55.6% 16,010
Daily Pivots for day following 19-May-2009
Classic Woodie Camarilla DeMark
R4 6.473 6.336 5.866
R3 6.243 6.106 5.802
R2 6.013 6.013 5.781
R1 5.876 5.876 5.760 5.830
PP 5.783 5.783 5.783 5.760
S1 5.646 5.646 5.718 5.600
S2 5.553 5.553 5.697
S3 5.323 5.416 5.676
S4 5.093 5.186 5.613
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 5.690 0.460 8.0% 0.194 3.4% 11% False True 3,075
10 6.150 5.496 0.654 11.4% 0.204 3.5% 37% False False 3,271
20 6.150 5.170 0.980 17.1% 0.159 2.8% 58% False False 2,943
40 6.150 5.170 0.980 17.1% 0.148 2.6% 58% False False 2,515
60 6.150 5.170 0.980 17.1% 0.157 2.7% 58% False False 2,345
80 6.550 5.170 1.380 24.0% 0.155 2.7% 41% False False 2,162
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 0.032
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 6.898
2.618 6.522
1.618 6.292
1.000 6.150
0.618 6.062
HIGH 5.920
0.618 5.832
0.500 5.805
0.382 5.778
LOW 5.690
0.618 5.548
1.000 5.460
1.618 5.318
2.618 5.088
4.250 4.713
Fisher Pivots for day following 19-May-2009
Pivot 1 day 3 day
R1 5.805 5.818
PP 5.783 5.791
S1 5.761 5.765

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

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