NYMEX Natural Gas Future July 2009


Trading Metrics calculated at close of trading on 11-Jun-2009
Day Change Summary
Previous Current
10-Jun-2009 11-Jun-2009 Change Change % Previous Week
Open 3.777 3.687 -0.090 -2.4% 3.869
High 3.860 4.067 0.207 5.4% 4.284
Low 3.665 3.663 -0.002 -0.1% 3.550
Close 3.708 3.933 0.225 6.1% 3.868
Range 0.195 0.404 0.209 107.2% 0.734
ATR 0.253 0.264 0.011 4.3% 0.000
Volume 100,485 109,998 9,513 9.5% 547,106
Daily Pivots for day following 11-Jun-2009
Classic Woodie Camarilla DeMark
R4 5.100 4.920 4.155
R3 4.696 4.516 4.044
R2 4.292 4.292 4.007
R1 4.112 4.112 3.970 4.202
PP 3.888 3.888 3.888 3.933
S1 3.708 3.708 3.896 3.798
S2 3.484 3.484 3.859
S3 3.080 3.304 3.822
S4 2.676 2.900 3.711
Weekly Pivots for week ending 05-Jun-2009
Classic Woodie Camarilla DeMark
R4 6.103 5.719 4.272
R3 5.369 4.985 4.070
R2 4.635 4.635 4.003
R1 4.251 4.251 3.935 4.076
PP 3.901 3.901 3.901 3.813
S1 3.517 3.517 3.801 3.342
S2 3.167 3.167 3.733
S3 2.433 2.783 3.666
S4 1.699 2.049 3.464
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.067 3.656 0.411 10.5% 0.234 5.9% 67% True False 110,765
10 4.284 3.550 0.734 18.7% 0.287 7.3% 52% False False 109,216
20 4.472 3.500 0.972 24.7% 0.272 6.9% 45% False False 79,657
40 4.690 3.395 1.295 32.9% 0.238 6.0% 42% False False 47,565
60 4.721 3.395 1.326 33.7% 0.224 5.7% 41% False False 34,633
80 4.721 3.395 1.326 33.7% 0.210 5.3% 41% False False 27,576
100 5.280 3.395 1.885 47.9% 0.210 5.3% 29% False False 22,619
120 6.521 3.395 3.126 79.5% 0.213 5.4% 17% False False 19,105
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.068
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 5.784
2.618 5.125
1.618 4.721
1.000 4.471
0.618 4.317
HIGH 4.067
0.618 3.913
0.500 3.865
0.382 3.817
LOW 3.663
0.618 3.413
1.000 3.259
1.618 3.009
2.618 2.605
4.250 1.946
Fisher Pivots for day following 11-Jun-2009
Pivot 1 day 3 day
R1 3.910 3.909
PP 3.888 3.885
S1 3.865 3.862

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

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