NYMEX Natural Gas Future July 2009


Trading Metrics calculated at close of trading on 16-Jun-2009
Day Change Summary
Previous Current
15-Jun-2009 16-Jun-2009 Change Change % Previous Week
Open 3.859 4.191 0.332 8.6% 3.814
High 4.198 4.387 0.189 4.5% 4.067
Low 3.825 4.065 0.240 6.3% 3.656
Close 4.182 4.129 -0.053 -1.3% 3.857
Range 0.373 0.322 -0.051 -13.7% 0.411
ATR 0.269 0.273 0.004 1.4% 0.000
Volume 129,468 146,649 17,181 13.3% 611,559
Daily Pivots for day following 16-Jun-2009
Classic Woodie Camarilla DeMark
R4 5.160 4.966 4.306
R3 4.838 4.644 4.218
R2 4.516 4.516 4.188
R1 4.322 4.322 4.159 4.258
PP 4.194 4.194 4.194 4.162
S1 4.000 4.000 4.099 3.936
S2 3.872 3.872 4.070
S3 3.550 3.678 4.040
S4 3.228 3.356 3.952
Weekly Pivots for week ending 12-Jun-2009
Classic Woodie Camarilla DeMark
R4 5.093 4.886 4.083
R3 4.682 4.475 3.970
R2 4.271 4.271 3.932
R1 4.064 4.064 3.895 4.168
PP 3.860 3.860 3.860 3.912
S1 3.653 3.653 3.819 3.757
S2 3.449 3.449 3.782
S3 3.038 3.242 3.744
S4 2.627 2.831 3.631
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.387 3.663 0.724 17.5% 0.305 7.4% 64% True False 136,021
10 4.387 3.550 0.837 20.3% 0.286 6.9% 69% True False 122,799
20 4.387 3.500 0.887 21.5% 0.284 6.9% 71% True False 97,323
40 4.690 3.395 1.295 31.4% 0.245 5.9% 57% False False 58,621
60 4.721 3.395 1.326 32.1% 0.223 5.4% 55% False False 42,248
80 4.721 3.395 1.326 32.1% 0.216 5.2% 55% False False 33,278
100 5.280 3.395 1.885 45.7% 0.214 5.2% 39% False False 27,272
120 6.521 3.395 3.126 75.7% 0.215 5.2% 23% False False 22,978
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 0.067
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.756
2.618 5.230
1.618 4.908
1.000 4.709
0.618 4.586
HIGH 4.387
0.618 4.264
0.500 4.226
0.382 4.188
LOW 4.065
0.618 3.866
1.000 3.743
1.618 3.544
2.618 3.222
4.250 2.697
Fisher Pivots for day following 16-Jun-2009
Pivot 1 day 3 day
R1 4.226 4.107
PP 4.194 4.086
S1 4.161 4.064

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

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