NYMEX Natural Gas Future December 2009


Trading Metrics calculated at close of trading on 09-Jun-2009
Day Change Summary
Previous Current
08-Jun-2009 09-Jun-2009 Change Change % Previous Week
Open 5.860 5.812 -0.048 -0.8% 5.690
High 5.860 5.860 0.000 0.0% 5.960
Low 5.721 5.719 -0.002 0.0% 5.468
Close 5.787 5.802 0.015 0.3% 5.864
Range 0.139 0.141 0.002 1.4% 0.492
ATR 0.208 0.203 -0.005 -2.3% 0.000
Volume 4,767 2,845 -1,922 -40.3% 21,581
Daily Pivots for day following 09-Jun-2009
Classic Woodie Camarilla DeMark
R4 6.217 6.150 5.880
R3 6.076 6.009 5.841
R2 5.935 5.935 5.828
R1 5.868 5.868 5.815 5.831
PP 5.794 5.794 5.794 5.775
S1 5.727 5.727 5.789 5.690
S2 5.653 5.653 5.776
S3 5.512 5.586 5.763
S4 5.371 5.445 5.724
Weekly Pivots for week ending 05-Jun-2009
Classic Woodie Camarilla DeMark
R4 7.240 7.044 6.135
R3 6.748 6.552 5.999
R2 6.256 6.256 5.954
R1 6.060 6.060 5.909 6.158
PP 5.764 5.764 5.764 5.813
S1 5.568 5.568 5.819 5.666
S2 5.272 5.272 5.774
S3 4.780 5.076 5.729
S4 4.288 4.584 5.593
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.924 5.468 0.456 7.9% 0.223 3.9% 73% False False 4,270
10 5.960 5.393 0.567 9.8% 0.229 4.0% 72% False False 3,902
20 6.150 5.365 0.785 13.5% 0.211 3.6% 56% False False 3,565
40 6.150 5.170 0.980 16.9% 0.172 3.0% 64% False False 3,092
60 6.150 5.170 0.980 16.9% 0.172 3.0% 64% False False 2,816
80 6.260 5.170 1.090 18.8% 0.165 2.8% 58% False False 2,546
100 6.750 5.170 1.580 27.2% 0.165 2.8% 40% False False 2,336
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 0.041
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6.459
2.618 6.229
1.618 6.088
1.000 6.001
0.618 5.947
HIGH 5.860
0.618 5.806
0.500 5.790
0.382 5.773
LOW 5.719
0.618 5.632
1.000 5.578
1.618 5.491
2.618 5.350
4.250 5.120
Fisher Pivots for day following 09-Jun-2009
Pivot 1 day 3 day
R1 5.798 5.822
PP 5.794 5.815
S1 5.790 5.809

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

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