NYMEX Natural Gas Future July 2009


Trading Metrics calculated at close of trading on 02-Jun-2009
Day Change Summary
Previous Current
01-Jun-2009 02-Jun-2009 Change Change % Previous Week
Open 3.869 4.203 0.334 8.6% 3.609
High 4.259 4.284 0.025 0.6% 4.104
Low 3.844 4.069 0.225 5.9% 3.500
Close 4.249 4.120 -0.129 -3.0% 3.835
Range 0.415 0.215 -0.200 -48.2% 0.604
ATR 0.255 0.253 -0.003 -1.1% 0.000
Volume 103,934 102,856 -1,078 -1.0% 326,814
Daily Pivots for day following 02-Jun-2009
Classic Woodie Camarilla DeMark
R4 4.803 4.676 4.238
R3 4.588 4.461 4.179
R2 4.373 4.373 4.159
R1 4.246 4.246 4.140 4.202
PP 4.158 4.158 4.158 4.136
S1 4.031 4.031 4.100 3.987
S2 3.943 3.943 4.081
S3 3.728 3.816 4.061
S4 3.513 3.601 4.002
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 4.284 3.550 0.734 17.8% 0.296 7.2% 78% True False 97,504
10 4.337 3.500 0.837 20.3% 0.283 6.9% 74% False False 71,847
20 4.690 3.500 1.190 28.9% 0.266 6.5% 52% False False 50,362
40 4.690 3.395 1.295 31.4% 0.215 5.2% 56% False False 30,966
60 4.721 3.395 1.326 32.2% 0.208 5.1% 55% False False 22,864
80 5.280 3.395 1.885 45.8% 0.206 5.0% 38% False False 18,385
100 6.295 3.395 2.900 70.4% 0.207 5.0% 25% False False 15,178
120 6.521 3.395 3.126 75.9% 0.205 5.0% 23% False False 12,873
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
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 0.059
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 5.198
2.618 4.847
1.618 4.632
1.000 4.499
0.618 4.417
HIGH 4.284
0.618 4.202
0.500 4.177
0.382 4.151
LOW 4.069
0.618 3.936
1.000 3.854
1.618 3.721
2.618 3.506
4.250 3.155
Fisher Pivots for day following 02-Jun-2009
Pivot 1 day 3 day
R1 4.177 4.094
PP 4.158 4.067
S1 4.139 4.041

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

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