NYMEX Natural Gas Future December 2009


Trading Metrics calculated at close of trading on 01-Jun-2009
Day Change Summary
Previous Current
29-May-2009 01-Jun-2009 Change Change % Previous Week
Open 5.830 5.690 -0.140 -2.4% 5.416
High 5.860 5.940 0.080 1.4% 5.860
Low 5.530 5.660 0.130 2.4% 5.365
Close 5.596 5.939 0.343 6.1% 5.596
Range 0.330 0.280 -0.050 -15.2% 0.495
ATR 0.190 0.201 0.011 5.8% 0.000
Volume 3,769 3,299 -470 -12.5% 12,028
Daily Pivots for day following 01-Jun-2009
Classic Woodie Camarilla DeMark
R4 6.686 6.593 6.093
R3 6.406 6.313 6.016
R2 6.126 6.126 5.990
R1 6.033 6.033 5.965 6.080
PP 5.846 5.846 5.846 5.870
S1 5.753 5.753 5.913 5.800
S2 5.566 5.566 5.888
S3 5.286 5.473 5.862
S4 5.006 5.193 5.785
Weekly Pivots for week ending 29-May-2009
Classic Woodie Camarilla DeMark
R4 7.092 6.839 5.868
R3 6.597 6.344 5.732
R2 6.102 6.102 5.687
R1 5.849 5.849 5.641 5.976
PP 5.607 5.607 5.607 5.670
S1 5.354 5.354 5.551 5.481
S2 5.112 5.112 5.505
S3 4.617 4.859 5.460
S4 4.122 4.364 5.324
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.940 5.365 0.575 9.7% 0.235 4.0% 100% True False 3,065
10 5.945 5.365 0.580 9.8% 0.211 3.6% 99% False False 3,175
20 6.150 5.276 0.874 14.7% 0.206 3.5% 76% False False 3,202
40 6.150 5.170 0.980 16.5% 0.158 2.7% 78% False False 2,701
60 6.150 5.170 0.980 16.5% 0.163 2.7% 78% False False 2,553
80 6.550 5.170 1.380 23.2% 0.162 2.7% 56% False False 2,355
100 7.500 5.170 2.330 39.2% 0.164 2.8% 33% False False 2,122
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 0.030
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 7.130
2.618 6.673
1.618 6.393
1.000 6.220
0.618 6.113
HIGH 5.940
0.618 5.833
0.500 5.800
0.382 5.767
LOW 5.660
0.618 5.487
1.000 5.380
1.618 5.207
2.618 4.927
4.250 4.470
Fisher Pivots for day following 01-Jun-2009
Pivot 1 day 3 day
R1 5.893 5.854
PP 5.846 5.770
S1 5.800 5.685

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

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