NYMEX Natural Gas Future December 2009


Trading Metrics calculated at close of trading on 19-Jun-2009
Day Change Summary
Previous Current
18-Jun-2009 19-Jun-2009 Change Change % Previous Week
Open 6.050 5.980 -0.070 -1.2% 5.893
High 6.085 6.000 -0.085 -1.4% 6.170
Low 5.870 5.787 -0.083 -1.4% 5.787
Close 5.944 5.812 -0.132 -2.2% 5.812
Range 0.215 0.213 -0.002 -0.9% 0.383
ATR 0.211 0.211 0.000 0.1% 0.000
Volume 4,211 3,899 -312 -7.4% 19,698
Daily Pivots for day following 19-Jun-2009
Classic Woodie Camarilla DeMark
R4 6.505 6.372 5.929
R3 6.292 6.159 5.871
R2 6.079 6.079 5.851
R1 5.946 5.946 5.832 5.906
PP 5.866 5.866 5.866 5.847
S1 5.733 5.733 5.792 5.693
S2 5.653 5.653 5.773
S3 5.440 5.520 5.753
S4 5.227 5.307 5.695
Weekly Pivots for week ending 19-Jun-2009
Classic Woodie Camarilla DeMark
R4 7.072 6.825 6.023
R3 6.689 6.442 5.917
R2 6.306 6.306 5.882
R1 6.059 6.059 5.847 5.991
PP 5.923 5.923 5.923 5.889
S1 5.676 5.676 5.777 5.608
S2 5.540 5.540 5.742
S3 5.157 5.293 5.707
S4 4.774 4.910 5.601
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6.170 5.787 0.383 6.6% 0.227 3.9% 7% False True 3,939
10 6.170 5.700 0.470 8.1% 0.205 3.5% 24% False False 3,820
20 6.170 5.365 0.805 13.9% 0.215 3.7% 56% False False 3,906
40 6.170 5.170 1.000 17.2% 0.195 3.3% 64% False False 3,401
60 6.170 5.170 1.000 17.2% 0.174 3.0% 64% False False 3,023
80 6.170 5.170 1.000 17.2% 0.174 3.0% 64% False False 2,763
100 6.550 5.170 1.380 23.7% 0.169 2.9% 47% False False 2,543
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 0.051
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6.905
2.618 6.558
1.618 6.345
1.000 6.213
0.618 6.132
HIGH 6.000
0.618 5.919
0.500 5.894
0.382 5.868
LOW 5.787
0.618 5.655
1.000 5.574
1.618 5.442
2.618 5.229
4.250 4.882
Fisher Pivots for day following 19-Jun-2009
Pivot 1 day 3 day
R1 5.894 5.936
PP 5.866 5.895
S1 5.839 5.853

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

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