NYMEX Natural Gas Future December 2009


Trading Metrics calculated at close of trading on 26-May-2009
Day Change Summary
Previous Current
22-May-2009 26-May-2009 Change Change % Previous Week
Open 5.525 5.416 -0.109 -2.0% 5.833
High 5.529 5.509 -0.020 -0.4% 5.945
Low 5.430 5.365 -0.065 -1.2% 5.430
Close 5.457 5.473 0.016 0.3% 5.457
Range 0.099 0.144 0.045 45.5% 0.515
ATR 0.176 0.174 -0.002 -1.3% 0.000
Volume 6,306 2,194 -4,112 -65.2% 16,427
Daily Pivots for day following 26-May-2009
Classic Woodie Camarilla DeMark
R4 5.881 5.821 5.552
R3 5.737 5.677 5.513
R2 5.593 5.593 5.499
R1 5.533 5.533 5.486 5.563
PP 5.449 5.449 5.449 5.464
S1 5.389 5.389 5.460 5.419
S2 5.305 5.305 5.447
S3 5.161 5.245 5.433
S4 5.017 5.101 5.394
Weekly Pivots for week ending 22-May-2009
Classic Woodie Camarilla DeMark
R4 7.156 6.821 5.740
R3 6.641 6.306 5.599
R2 6.126 6.126 5.551
R1 5.791 5.791 5.504 5.701
PP 5.611 5.611 5.611 5.566
S1 5.276 5.276 5.410 5.186
S2 5.096 5.096 5.363
S3 4.581 4.761 5.315
S4 4.066 4.246 5.174
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.920 5.365 0.555 10.1% 0.189 3.5% 19% False True 3,374
10 6.150 5.365 0.785 14.3% 0.193 3.5% 14% False True 3,227
20 6.150 5.170 0.980 17.9% 0.175 3.2% 31% False False 3,017
40 6.150 5.170 0.980 17.9% 0.146 2.7% 31% False False 2,613
60 6.150 5.170 0.980 17.9% 0.158 2.9% 31% False False 2,474
80 6.550 5.170 1.380 25.2% 0.156 2.9% 22% False False 2,278
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.033
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6.121
2.618 5.886
1.618 5.742
1.000 5.653
0.618 5.598
HIGH 5.509
0.618 5.454
0.500 5.437
0.382 5.420
LOW 5.365
0.618 5.276
1.000 5.221
1.618 5.132
2.618 4.988
4.250 4.753
Fisher Pivots for day following 26-May-2009
Pivot 1 day 3 day
R1 5.461 5.596
PP 5.449 5.555
S1 5.437 5.514

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

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