NYMEX Natural Gas Future December 2009


Trading Metrics calculated at close of trading on 20-May-2009
Day Change Summary
Previous Current
19-May-2009 20-May-2009 Change Change % Previous Week
Open 5.920 5.739 -0.181 -3.1% 6.060
High 5.920 5.817 -0.103 -1.7% 6.150
Low 5.690 5.665 -0.025 -0.4% 5.782
Close 5.739 5.795 0.056 1.0% 5.830
Range 0.230 0.152 -0.078 -33.9% 0.368
ATR 0.173 0.171 -0.001 -0.9% 0.000
Volume 2,725 3,352 627 23.0% 16,010
Daily Pivots for day following 20-May-2009
Classic Woodie Camarilla DeMark
R4 6.215 6.157 5.879
R3 6.063 6.005 5.837
R2 5.911 5.911 5.823
R1 5.853 5.853 5.809 5.882
PP 5.759 5.759 5.759 5.774
S1 5.701 5.701 5.781 5.730
S2 5.607 5.607 5.767
S3 5.455 5.549 5.753
S4 5.303 5.397 5.711
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 6.000 5.665 0.335 5.8% 0.168 2.9% 39% False True 2,902
10 6.150 5.665 0.485 8.4% 0.199 3.4% 27% False True 3,319
20 6.150 5.170 0.980 16.9% 0.163 2.8% 64% False False 2,985
40 6.150 5.170 0.980 16.9% 0.148 2.6% 64% False False 2,578
60 6.150 5.170 0.980 16.9% 0.157 2.7% 64% False False 2,362
80 6.550 5.170 1.380 23.8% 0.155 2.7% 45% False False 2,188
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 False
Bull Hook False
Stretch 0.040
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6.463
2.618 6.215
1.618 6.063
1.000 5.969
0.618 5.911
HIGH 5.817
0.618 5.759
0.500 5.741
0.382 5.723
LOW 5.665
0.618 5.571
1.000 5.513
1.618 5.419
2.618 5.267
4.250 5.019
Fisher Pivots for day following 20-May-2009
Pivot 1 day 3 day
R1 5.777 5.805
PP 5.759 5.802
S1 5.741 5.798

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

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