NYMEX Natural Gas Future July 2009


Trading Metrics calculated at close of trading on 21-May-2009
Day Change Summary
Previous Current
20-May-2009 21-May-2009 Change Change % Previous Week
Open 4.063 4.129 0.066 1.6% 4.436
High 4.138 4.129 -0.009 -0.2% 4.690
Low 3.937 3.707 -0.230 -5.8% 4.200
Close 4.098 3.726 -0.372 -9.1% 4.217
Range 0.201 0.422 0.221 110.0% 0.490
ATR 0.225 0.239 0.014 6.3% 0.000
Volume 48,515 44,142 -4,373 -9.0% 179,034
Daily Pivots for day following 21-May-2009
Classic Woodie Camarilla DeMark
R4 5.120 4.845 3.958
R3 4.698 4.423 3.842
R2 4.276 4.276 3.803
R1 4.001 4.001 3.765 3.928
PP 3.854 3.854 3.854 3.817
S1 3.579 3.579 3.687 3.506
S2 3.432 3.432 3.649
S3 3.010 3.157 3.610
S4 2.588 2.735 3.494
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 4.412 3.707 0.705 18.9% 0.286 7.7% 3% False True 38,367
10 4.690 3.707 0.983 26.4% 0.268 7.2% 2% False True 36,544
20 4.690 3.395 1.295 34.8% 0.239 6.4% 26% False False 25,159
40 4.720 3.395 1.325 35.6% 0.208 5.6% 25% False False 17,479
60 4.721 3.395 1.326 35.6% 0.202 5.4% 25% False False 13,774
80 5.280 3.395 1.885 50.6% 0.203 5.4% 18% False False 11,283
100 6.521 3.395 3.126 83.9% 0.204 5.5% 11% False False 9,340
120 6.892 3.395 3.497 93.9% 0.202 5.4% 9% False False 8,011
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
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 39 trading days
Fibonacci Retracements and Extensions
4.250 5.923
2.618 5.234
1.618 4.812
1.000 4.551
0.618 4.390
HIGH 4.129
0.618 3.968
0.500 3.918
0.382 3.868
LOW 3.707
0.618 3.446
1.000 3.285
1.618 3.024
2.618 2.602
4.250 1.914
Fisher Pivots for day following 21-May-2009
Pivot 1 day 3 day
R1 3.918 4.022
PP 3.854 3.923
S1 3.790 3.825

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

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