NYMEX Natural Gas Future July 2009


Trading Metrics calculated at close of trading on 20-May-2009
Day Change Summary
Previous Current
19-May-2009 20-May-2009 Change Change % Previous Week
Open 4.258 4.063 -0.195 -4.6% 4.436
High 4.337 4.138 -0.199 -4.6% 4.690
Low 3.980 3.937 -0.043 -1.1% 4.200
Close 4.030 4.098 0.068 1.7% 4.217
Range 0.357 0.201 -0.156 -43.7% 0.490
ATR 0.227 0.225 -0.002 -0.8% 0.000
Volume 34,073 48,515 14,442 42.4% 179,034
Daily Pivots for day following 20-May-2009
Classic Woodie Camarilla DeMark
R4 4.661 4.580 4.209
R3 4.460 4.379 4.153
R2 4.259 4.259 4.135
R1 4.178 4.178 4.116 4.219
PP 4.058 4.058 4.058 4.078
S1 3.977 3.977 4.080 4.018
S2 3.857 3.857 4.061
S3 3.656 3.776 4.043
S4 3.455 3.575 3.987
Weekly Pivots for week ending 15-May-2009
Classic Woodie Camarilla DeMark
R4 5.839 5.518 4.487
R3 5.349 5.028 4.352
R2 4.859 4.859 4.307
R1 4.538 4.538 4.262 4.454
PP 4.369 4.369 4.369 4.327
S1 4.048 4.048 4.172 3.964
S2 3.879 3.879 4.127
S3 3.389 3.558 4.082
S4 2.899 3.068 3.948
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.472 3.937 0.535 13.1% 0.246 6.0% 30% False True 39,780
10 4.690 3.937 0.753 18.4% 0.261 6.4% 21% False True 34,042
20 4.690 3.395 1.295 31.6% 0.225 5.5% 54% False False 23,386
40 4.720 3.395 1.325 32.3% 0.201 4.9% 53% False False 16,520
60 4.721 3.395 1.326 32.4% 0.198 4.8% 53% False False 13,170
80 5.280 3.395 1.885 46.0% 0.199 4.9% 37% False False 10,755
100 6.521 3.395 3.126 76.3% 0.200 4.9% 22% False False 8,909
120 7.106 3.395 3.711 90.6% 0.202 4.9% 19% False False 7,655
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.054
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 4.992
2.618 4.664
1.618 4.463
1.000 4.339
0.618 4.262
HIGH 4.138
0.618 4.061
0.500 4.038
0.382 4.014
LOW 3.937
0.618 3.813
1.000 3.736
1.618 3.612
2.618 3.411
4.250 3.083
Fisher Pivots for day following 20-May-2009
Pivot 1 day 3 day
R1 4.078 4.148
PP 4.058 4.131
S1 4.038 4.115

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

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