NYMEX Natural Gas Future December 2009


Trading Metrics calculated at close of trading on 27-May-2009
Day Change Summary
Previous Current
26-May-2009 27-May-2009 Change Change % Previous Week
Open 5.416 5.471 0.055 1.0% 5.833
High 5.509 5.494 -0.015 -0.3% 5.945
Low 5.365 5.393 0.028 0.5% 5.430
Close 5.473 5.476 0.003 0.1% 5.457
Range 0.144 0.101 -0.043 -29.9% 0.515
ATR 0.174 0.168 -0.005 -3.0% 0.000
Volume 2,194 2,250 56 2.6% 16,427
Daily Pivots for day following 27-May-2009
Classic Woodie Camarilla DeMark
R4 5.757 5.718 5.532
R3 5.656 5.617 5.504
R2 5.555 5.555 5.495
R1 5.516 5.516 5.485 5.536
PP 5.454 5.454 5.454 5.464
S1 5.415 5.415 5.467 5.435
S2 5.353 5.353 5.457
S3 5.252 5.314 5.448
S4 5.151 5.213 5.420
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 5.827 5.365 0.462 8.4% 0.163 3.0% 24% False False 3,279
10 6.150 5.365 0.785 14.3% 0.179 3.3% 14% False False 3,177
20 6.150 5.170 0.980 17.9% 0.176 3.2% 31% False False 3,054
40 6.150 5.170 0.980 17.9% 0.146 2.7% 31% False False 2,598
60 6.150 5.170 0.980 17.9% 0.156 2.9% 31% False False 2,485
80 6.550 5.170 1.380 25.2% 0.156 2.8% 22% False False 2,295
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.027
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.923
2.618 5.758
1.618 5.657
1.000 5.595
0.618 5.556
HIGH 5.494
0.618 5.455
0.500 5.444
0.382 5.432
LOW 5.393
0.618 5.331
1.000 5.292
1.618 5.230
2.618 5.129
4.250 4.964
Fisher Pivots for day following 27-May-2009
Pivot 1 day 3 day
R1 5.465 5.466
PP 5.454 5.457
S1 5.444 5.447

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

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