NYMEX Natural Gas Future July 2009


Trading Metrics calculated at close of trading on 04-Jun-2009
Day Change Summary
Previous Current
03-Jun-2009 04-Jun-2009 Change Change % Previous Week
Open 4.113 3.765 -0.348 -8.5% 3.609
High 4.150 3.872 -0.278 -6.7% 4.104
Low 3.708 3.550 -0.158 -4.3% 3.500
Close 3.766 3.810 0.044 1.2% 3.835
Range 0.442 0.322 -0.120 -27.1% 0.604
ATR 0.266 0.270 0.004 1.5% 0.000
Volume 89,186 115,357 26,171 29.3% 326,814
Daily Pivots for day following 04-Jun-2009
Classic Woodie Camarilla DeMark
R4 4.710 4.582 3.987
R3 4.388 4.260 3.899
R2 4.066 4.066 3.869
R1 3.938 3.938 3.840 4.002
PP 3.744 3.744 3.744 3.776
S1 3.616 3.616 3.780 3.680
S2 3.422 3.422 3.751
S3 3.100 3.294 3.721
S4 2.778 2.972 3.633
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 19.3% 0.340 8.9% 35% False True 107,668
10 4.284 3.500 0.784 20.6% 0.303 8.0% 40% False False 84,042
20 4.690 3.500 1.190 31.2% 0.282 7.4% 26% False False 59,042
40 4.690 3.395 1.295 34.0% 0.226 5.9% 32% False False 35,745
60 4.721 3.395 1.326 34.8% 0.216 5.7% 31% False False 25,992
80 5.269 3.395 1.874 49.2% 0.209 5.5% 22% False False 20,842
100 5.925 3.395 2.530 66.4% 0.208 5.5% 16% False False 17,183
120 6.521 3.395 3.126 82.0% 0.209 5.5% 13% False False 14,544
Crabel Price Patterns
NR True
NR4 False
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 0.058
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.241
2.618 4.715
1.618 4.393
1.000 4.194
0.618 4.071
HIGH 3.872
0.618 3.749
0.500 3.711
0.382 3.673
LOW 3.550
0.618 3.351
1.000 3.228
1.618 3.029
2.618 2.707
4.250 2.182
Fisher Pivots for day following 04-Jun-2009
Pivot 1 day 3 day
R1 3.777 3.917
PP 3.744 3.881
S1 3.711 3.846

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

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