NYMEX Natural Gas Future July 2009


Trading Metrics calculated at close of trading on 17-Jun-2009
Day Change Summary
Previous Current
16-Jun-2009 17-Jun-2009 Change Change % Previous Week
Open 4.191 4.109 -0.082 -2.0% 3.814
High 4.387 4.288 -0.099 -2.3% 4.067
Low 4.065 4.035 -0.030 -0.7% 3.656
Close 4.129 4.253 0.124 3.0% 3.857
Range 0.322 0.253 -0.069 -21.4% 0.411
ATR 0.273 0.272 -0.001 -0.5% 0.000
Volume 146,649 136,213 -10,436 -7.1% 611,559
Daily Pivots for day following 17-Jun-2009
Classic Woodie Camarilla DeMark
R4 4.951 4.855 4.392
R3 4.698 4.602 4.323
R2 4.445 4.445 4.299
R1 4.349 4.349 4.276 4.397
PP 4.192 4.192 4.192 4.216
S1 4.096 4.096 4.230 4.144
S2 3.939 3.939 4.207
S3 3.686 3.843 4.183
S4 3.433 3.590 4.114
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 17.0% 0.317 7.4% 81% False False 143,167
10 4.387 3.550 0.837 19.7% 0.267 6.3% 84% False False 127,501
20 4.387 3.500 0.887 20.9% 0.279 6.6% 85% False False 102,430
40 4.690 3.395 1.295 30.4% 0.249 5.8% 66% False False 61,898
60 4.721 3.395 1.326 31.2% 0.226 5.3% 65% False False 44,414
80 4.721 3.395 1.326 31.2% 0.218 5.1% 65% False False 34,952
100 5.280 3.395 1.885 44.3% 0.215 5.0% 46% False False 28,616
120 6.521 3.395 3.126 73.5% 0.214 5.0% 27% False False 24,104
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 0.071
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 5.363
2.618 4.950
1.618 4.697
1.000 4.541
0.618 4.444
HIGH 4.288
0.618 4.191
0.500 4.162
0.382 4.132
LOW 4.035
0.618 3.879
1.000 3.782
1.618 3.626
2.618 3.373
4.250 2.960
Fisher Pivots for day following 17-Jun-2009
Pivot 1 day 3 day
R1 4.223 4.204
PP 4.192 4.155
S1 4.162 4.106

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

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