NYMEX Natural Gas Future June 2009


Trading Metrics calculated at close of trading on 08-May-2009
Day Change Summary
Previous Current
07-May-2009 08-May-2009 Change Change % Previous Week
Open 3.866 4.172 0.306 7.9% 3.544
High 4.186 4.360 0.174 4.2% 4.360
Low 3.820 4.096 0.276 7.2% 3.469
Close 4.081 4.311 0.230 5.6% 4.311
Range 0.366 0.264 -0.102 -27.9% 0.891
ATR 0.208 0.213 0.005 2.4% 0.000
Volume 99,446 129,241 29,795 30.0% 428,027
Daily Pivots for day following 08-May-2009
Classic Woodie Camarilla DeMark
R4 5.048 4.943 4.456
R3 4.784 4.679 4.384
R2 4.520 4.520 4.359
R1 4.415 4.415 4.335 4.468
PP 4.256 4.256 4.256 4.282
S1 4.151 4.151 4.287 4.204
S2 3.992 3.992 4.263
S3 3.728 3.887 4.238
S4 3.464 3.623 4.166
Weekly Pivots for week ending 08-May-2009
Classic Woodie Camarilla DeMark
R4 6.720 6.406 4.801
R3 5.829 5.515 4.556
R2 4.938 4.938 4.474
R1 4.624 4.624 4.393 4.781
PP 4.047 4.047 4.047 4.125
S1 3.733 3.733 4.229 3.890
S2 3.156 3.156 4.148
S3 2.265 2.842 4.066
S4 1.374 1.951 3.821
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.360 3.469 0.891 20.7% 0.272 6.3% 95% True False 85,605
10 4.360 3.251 1.109 25.7% 0.224 5.2% 96% True False 67,645
20 4.360 3.251 1.109 25.7% 0.191 4.4% 96% True False 48,898
40 4.609 3.251 1.358 31.5% 0.206 4.8% 78% False False 30,047
60 4.897 3.251 1.646 38.2% 0.205 4.8% 64% False False 22,604
80 5.416 3.251 2.165 50.2% 0.209 4.8% 49% False False 17,819
100 6.413 3.251 3.162 73.3% 0.213 4.9% 34% False False 14,568
120 6.995 3.251 3.744 86.8% 0.213 4.9% 28% False False 12,397
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 0.044
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 5.482
2.618 5.051
1.618 4.787
1.000 4.624
0.618 4.523
HIGH 4.360
0.618 4.259
0.500 4.228
0.382 4.197
LOW 4.096
0.618 3.933
1.000 3.832
1.618 3.669
2.618 3.405
4.250 2.974
Fisher Pivots for day following 08-May-2009
Pivot 1 day 3 day
R1 4.283 4.200
PP 4.256 4.089
S1 4.228 3.978

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

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