NYMEX Natural Gas Future June 2009


Trading Metrics calculated at close of trading on 12-May-2009
Day Change Summary
Previous Current
11-May-2009 12-May-2009 Change Change % Previous Week
Open 4.340 4.330 -0.010 -0.2% 3.544
High 4.364 4.552 0.188 4.3% 4.360
Low 4.195 4.276 0.081 1.9% 3.469
Close 4.302 4.449 0.147 3.4% 4.311
Range 0.169 0.276 0.107 63.3% 0.891
ATR 0.210 0.215 0.005 2.2% 0.000
Volume 90,477 87,055 -3,422 -3.8% 428,027
Daily Pivots for day following 12-May-2009
Classic Woodie Camarilla DeMark
R4 5.254 5.127 4.601
R3 4.978 4.851 4.525
R2 4.702 4.702 4.500
R1 4.575 4.575 4.474 4.639
PP 4.426 4.426 4.426 4.457
S1 4.299 4.299 4.424 4.363
S2 4.150 4.150 4.398
S3 3.874 4.023 4.373
S4 3.598 3.747 4.297
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 4.552 3.596 0.956 21.5% 0.276 6.2% 89% True False 92,530
10 4.552 3.251 1.301 29.2% 0.239 5.4% 92% True False 77,485
20 4.552 3.251 1.301 29.2% 0.199 4.5% 92% True False 55,539
40 4.609 3.251 1.358 30.5% 0.210 4.7% 88% False False 33,950
60 4.609 3.251 1.358 30.5% 0.206 4.6% 88% False False 25,238
80 5.190 3.251 1.939 43.6% 0.209 4.7% 62% False False 19,981
100 6.413 3.251 3.162 71.1% 0.214 4.8% 38% False False 16,319
120 6.995 3.251 3.744 84.2% 0.213 4.8% 32% False False 13,857
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 0.046
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 5.725
2.618 5.275
1.618 4.999
1.000 4.828
0.618 4.723
HIGH 4.552
0.618 4.447
0.500 4.414
0.382 4.381
LOW 4.276
0.618 4.105
1.000 4.000
1.618 3.829
2.618 3.553
4.250 3.103
Fisher Pivots for day following 12-May-2009
Pivot 1 day 3 day
R1 4.437 4.407
PP 4.426 4.366
S1 4.414 4.324

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

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