NYMEX Natural Gas Future July 2009


Trading Metrics calculated at close of trading on 22-May-2009
Day Change Summary
Previous Current
21-May-2009 22-May-2009 Change Change % Previous Week
Open 4.129 3.715 -0.414 -10.0% 4.170
High 4.129 3.770 -0.359 -8.7% 4.358
Low 3.707 3.601 -0.106 -2.9% 3.601
Close 3.726 3.636 -0.090 -2.4% 3.636
Range 0.422 0.169 -0.253 -60.0% 0.757
ATR 0.239 0.234 -0.005 -2.1% 0.000
Volume 44,142 58,137 13,995 31.7% 213,631
Daily Pivots for day following 22-May-2009
Classic Woodie Camarilla DeMark
R4 4.176 4.075 3.729
R3 4.007 3.906 3.682
R2 3.838 3.838 3.667
R1 3.737 3.737 3.651 3.703
PP 3.669 3.669 3.669 3.652
S1 3.568 3.568 3.621 3.534
S2 3.500 3.500 3.605
S3 3.331 3.399 3.590
S4 3.162 3.230 3.543
Weekly Pivots for week ending 22-May-2009
Classic Woodie Camarilla DeMark
R4 6.136 5.643 4.052
R3 5.379 4.886 3.844
R2 4.622 4.622 3.775
R1 4.129 4.129 3.705 3.997
PP 3.865 3.865 3.865 3.799
S1 3.372 3.372 3.567 3.240
S2 3.108 3.108 3.497
S3 2.351 2.615 3.428
S4 1.594 1.858 3.220
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.358 3.601 0.757 20.8% 0.278 7.6% 5% False True 42,726
10 4.690 3.601 1.089 30.0% 0.261 7.2% 3% False True 39,266
20 4.690 3.395 1.295 35.6% 0.239 6.6% 19% False False 27,603
40 4.690 3.395 1.295 35.6% 0.201 5.5% 19% False False 18,812
60 4.721 3.395 1.326 36.5% 0.203 5.6% 18% False False 14,508
80 5.280 3.395 1.885 51.8% 0.202 5.6% 13% False False 11,985
100 6.521 3.395 3.126 86.0% 0.205 5.6% 8% False False 9,916
120 6.892 3.395 3.497 96.2% 0.201 5.5% 7% False False 8,487
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 0.044
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 4.488
2.618 4.212
1.618 4.043
1.000 3.939
0.618 3.874
HIGH 3.770
0.618 3.705
0.500 3.686
0.382 3.666
LOW 3.601
0.618 3.497
1.000 3.432
1.618 3.328
2.618 3.159
4.250 2.883
Fisher Pivots for day following 22-May-2009
Pivot 1 day 3 day
R1 3.686 3.870
PP 3.669 3.792
S1 3.653 3.714

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

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