NYMEX Natural Gas Future July 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 4.414 4.673 0.259 5.9% 3.655
High 4.666 4.690 0.024 0.5% 4.460
Low 4.393 4.342 -0.051 -1.2% 3.603
Close 4.563 4.460 -0.103 -2.3% 4.416
Range 0.273 0.348 0.075 27.5% 0.857
ATR 0.204 0.214 0.010 5.0% 0.000
Volume 29,610 38,231 8,621 29.1% 95,784
Daily Pivots for day following 13-May-2009
Classic Woodie Camarilla DeMark
R4 5.541 5.349 4.651
R3 5.193 5.001 4.556
R2 4.845 4.845 4.524
R1 4.653 4.653 4.492 4.575
PP 4.497 4.497 4.497 4.459
S1 4.305 4.305 4.428 4.227
S2 4.149 4.149 4.396
S3 3.801 3.957 4.364
S4 3.453 3.609 4.269
Weekly Pivots for week ending 08-May-2009
Classic Woodie Camarilla DeMark
R4 6.731 6.430 4.887
R3 5.874 5.573 4.652
R2 5.017 5.017 4.573
R1 4.716 4.716 4.495 4.867
PP 4.160 4.160 4.160 4.235
S1 3.859 3.859 4.337 4.010
S2 3.303 3.303 4.259
S3 2.446 3.002 4.180
S4 1.589 2.145 3.945
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.690 3.943 0.747 16.7% 0.276 6.2% 69% True False 28,305
10 4.690 3.395 1.295 29.0% 0.245 5.5% 82% True False 21,956
20 4.690 3.395 1.295 29.0% 0.204 4.6% 82% True False 15,472
40 4.721 3.395 1.326 29.7% 0.200 4.5% 80% False False 12,121
60 4.721 3.395 1.326 29.7% 0.190 4.3% 80% False False 10,215
80 5.280 3.395 1.885 42.3% 0.195 4.4% 56% False False 8,360
100 6.521 3.395 3.126 70.1% 0.201 4.5% 34% False False 6,995
120 7.121 3.395 3.726 83.5% 0.201 4.5% 29% False False 6,054
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.037
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 6.169
2.618 5.601
1.618 5.253
1.000 5.038
0.618 4.905
HIGH 4.690
0.618 4.557
0.500 4.516
0.382 4.475
LOW 4.342
0.618 4.127
1.000 3.994
1.618 3.779
2.618 3.431
4.250 2.863
Fisher Pivots for day following 13-May-2009
Pivot 1 day 3 day
R1 4.516 4.501
PP 4.497 4.487
S1 4.479 4.474

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

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