NYMEX Natural Gas Future July 2009


Trading Metrics calculated at close of trading on 01-Jun-2009
Day Change Summary
Previous Current
29-May-2009 01-Jun-2009 Change Change % Previous Week
Open 3.980 3.869 -0.111 -2.8% 3.609
High 4.104 4.259 0.155 3.8% 4.104
Low 3.798 3.844 0.046 1.2% 3.500
Close 3.835 4.249 0.414 10.8% 3.835
Range 0.306 0.415 0.109 35.6% 0.604
ATR 0.243 0.255 0.013 5.3% 0.000
Volume 127,007 103,934 -23,073 -18.2% 326,814
Daily Pivots for day following 01-Jun-2009
Classic Woodie Camarilla DeMark
R4 5.362 5.221 4.477
R3 4.947 4.806 4.363
R2 4.532 4.532 4.325
R1 4.391 4.391 4.287 4.462
PP 4.117 4.117 4.117 4.153
S1 3.976 3.976 4.211 4.047
S2 3.702 3.702 4.173
S3 3.287 3.561 4.135
S4 2.872 3.146 4.021
Weekly Pivots for week ending 29-May-2009
Classic Woodie Camarilla DeMark
R4 5.625 5.334 4.167
R3 5.021 4.730 4.001
R2 4.417 4.417 3.946
R1 4.126 4.126 3.890 4.272
PP 3.813 3.813 3.813 3.886
S1 3.522 3.522 3.780 3.668
S2 3.209 3.209 3.724
S3 2.605 2.918 3.669
S4 2.001 2.314 3.503
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.259 3.500 0.759 17.9% 0.292 6.9% 99% True False 86,149
10 4.358 3.500 0.858 20.2% 0.285 6.7% 87% False False 64,437
20 4.690 3.500 1.190 28.0% 0.269 6.3% 63% False False 45,959
40 4.690 3.395 1.295 30.5% 0.213 5.0% 66% False False 28,576
60 4.721 3.395 1.326 31.2% 0.207 4.9% 64% False False 21,276
80 5.280 3.395 1.885 44.4% 0.205 4.8% 45% False False 17,134
100 6.390 3.395 2.995 70.5% 0.207 4.9% 29% False False 14,161
120 6.521 3.395 3.126 73.6% 0.205 4.8% 27% False False 12,025
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.056
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 6.023
2.618 5.345
1.618 4.930
1.000 4.674
0.618 4.515
HIGH 4.259
0.618 4.100
0.500 4.052
0.382 4.003
LOW 3.844
0.618 3.588
1.000 3.429
1.618 3.173
2.618 2.758
4.250 2.080
Fisher Pivots for day following 01-Jun-2009
Pivot 1 day 3 day
R1 4.183 4.138
PP 4.117 4.027
S1 4.052 3.916

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

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