NYMEX Natural Gas Future December 2009


Trading Metrics calculated at close of trading on 02-Jun-2009
Day Change Summary
Previous Current
01-Jun-2009 02-Jun-2009 Change Change % Previous Week
Open 5.690 5.870 0.180 3.2% 5.416
High 5.940 5.960 0.020 0.3% 5.860
Low 5.660 5.814 0.154 2.7% 5.365
Close 5.939 5.851 -0.088 -1.5% 5.596
Range 0.280 0.146 -0.134 -47.9% 0.495
ATR 0.201 0.197 -0.004 -2.0% 0.000
Volume 3,299 4,540 1,241 37.6% 12,028
Daily Pivots for day following 02-Jun-2009
Classic Woodie Camarilla DeMark
R4 6.313 6.228 5.931
R3 6.167 6.082 5.891
R2 6.021 6.021 5.878
R1 5.936 5.936 5.864 5.906
PP 5.875 5.875 5.875 5.860
S1 5.790 5.790 5.838 5.760
S2 5.729 5.729 5.824
S3 5.583 5.644 5.811
S4 5.437 5.498 5.771
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 5.960 5.393 0.567 9.7% 0.235 4.0% 81% True False 3,534
10 5.960 5.365 0.595 10.2% 0.212 3.6% 82% True False 3,454
20 6.150 5.365 0.785 13.4% 0.201 3.4% 62% False False 3,304
40 6.150 5.170 0.980 16.7% 0.159 2.7% 69% False False 2,761
60 6.150 5.170 0.980 16.7% 0.163 2.8% 69% False False 2,589
80 6.550 5.170 1.380 23.6% 0.162 2.8% 49% False False 2,391
100 7.450 5.170 2.280 39.0% 0.164 2.8% 30% False False 2,159
Crabel Price Patterns
NR True
NR4 True
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 0.033
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 6.581
2.618 6.342
1.618 6.196
1.000 6.106
0.618 6.050
HIGH 5.960
0.618 5.904
0.500 5.887
0.382 5.870
LOW 5.814
0.618 5.724
1.000 5.668
1.618 5.578
2.618 5.432
4.250 5.194
Fisher Pivots for day following 02-Jun-2009
Pivot 1 day 3 day
R1 5.887 5.816
PP 5.875 5.780
S1 5.863 5.745

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

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