NYMEX Natural Gas Future June 2009


Trading Metrics calculated at close of trading on 13-May-2009
Day Change Summary
Previous Current
12-May-2009 13-May-2009 Change Change % Previous Week
Open 4.330 4.560 0.230 5.3% 3.544
High 4.552 4.575 0.023 0.5% 4.360
Low 4.276 4.203 -0.073 -1.7% 3.469
Close 4.449 4.333 -0.116 -2.6% 4.311
Range 0.276 0.372 0.096 34.8% 0.891
ATR 0.215 0.226 0.011 5.2% 0.000
Volume 87,055 111,072 24,017 27.6% 428,027
Daily Pivots for day following 13-May-2009
Classic Woodie Camarilla DeMark
R4 5.486 5.282 4.538
R3 5.114 4.910 4.435
R2 4.742 4.742 4.401
R1 4.538 4.538 4.367 4.454
PP 4.370 4.370 4.370 4.329
S1 4.166 4.166 4.299 4.082
S2 3.998 3.998 4.265
S3 3.626 3.794 4.231
S4 3.254 3.422 4.128
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 4.575 3.820 0.755 17.4% 0.289 6.7% 68% True False 103,458
10 4.575 3.251 1.324 30.6% 0.257 5.9% 82% True False 83,566
20 4.575 3.251 1.324 30.6% 0.211 4.9% 82% True False 59,105
40 4.609 3.251 1.358 31.3% 0.216 5.0% 80% False False 36,525
60 4.609 3.251 1.358 31.3% 0.209 4.8% 80% False False 27,022
80 5.140 3.251 1.889 43.6% 0.212 4.9% 57% False False 21,338
100 6.413 3.251 3.162 73.0% 0.216 5.0% 34% False False 17,421
120 6.995 3.251 3.744 86.4% 0.215 5.0% 29% False False 14,764
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.041
Widest range in 33 trading days
Fibonacci Retracements and Extensions
4.250 6.156
2.618 5.549
1.618 5.177
1.000 4.947
0.618 4.805
HIGH 4.575
0.618 4.433
0.500 4.389
0.382 4.345
LOW 4.203
0.618 3.973
1.000 3.831
1.618 3.601
2.618 3.229
4.250 2.622
Fisher Pivots for day following 13-May-2009
Pivot 1 day 3 day
R1 4.389 4.385
PP 4.370 4.368
S1 4.352 4.350

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

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