NYMEX Natural Gas Future June 2009


Trading Metrics calculated at close of trading on 11-May-2009
Day Change Summary
Previous Current
08-May-2009 11-May-2009 Change Change % Previous Week
Open 4.172 4.340 0.168 4.0% 3.544
High 4.360 4.364 0.004 0.1% 4.360
Low 4.096 4.195 0.099 2.4% 3.469
Close 4.311 4.302 -0.009 -0.2% 4.311
Range 0.264 0.169 -0.095 -36.0% 0.891
ATR 0.213 0.210 -0.003 -1.5% 0.000
Volume 129,241 90,477 -38,764 -30.0% 428,027
Daily Pivots for day following 11-May-2009
Classic Woodie Camarilla DeMark
R4 4.794 4.717 4.395
R3 4.625 4.548 4.348
R2 4.456 4.456 4.333
R1 4.379 4.379 4.317 4.333
PP 4.287 4.287 4.287 4.264
S1 4.210 4.210 4.287 4.164
S2 4.118 4.118 4.271
S3 3.949 4.041 4.256
S4 3.780 3.872 4.209
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 4.364 3.570 0.794 18.5% 0.252 5.8% 92% True False 89,857
10 4.364 3.251 1.113 25.9% 0.228 5.3% 94% True False 73,459
20 4.364 3.251 1.113 25.9% 0.191 4.4% 94% True False 52,383
40 4.609 3.251 1.358 31.6% 0.207 4.8% 77% False False 31,909
60 4.770 3.251 1.519 35.3% 0.204 4.7% 69% False False 24,008
80 5.255 3.251 2.004 46.6% 0.209 4.8% 52% False False 18,913
100 6.413 3.251 3.162 73.5% 0.213 4.9% 33% False False 15,469
120 6.995 3.251 3.744 87.0% 0.212 4.9% 28% False False 13,138
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 0.047
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 5.082
2.618 4.806
1.618 4.637
1.000 4.533
0.618 4.468
HIGH 4.364
0.618 4.299
0.500 4.280
0.382 4.260
LOW 4.195
0.618 4.091
1.000 4.026
1.618 3.922
2.618 3.753
4.250 3.477
Fisher Pivots for day following 11-May-2009
Pivot 1 day 3 day
R1 4.295 4.232
PP 4.287 4.162
S1 4.280 4.092

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

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