NYMEX Natural Gas Future August 2009


Trading Metrics calculated at close of trading on 11-May-2009
Day Change Summary
Previous Current
08-May-2009 11-May-2009 Change Change % Previous Week
Open 4.360 4.480 0.120 2.8% 3.814
High 4.566 4.575 0.009 0.2% 4.566
Low 4.333 4.420 0.087 2.0% 3.722
Close 4.521 4.517 -0.004 -0.1% 4.521
Range 0.233 0.155 -0.078 -33.5% 0.844
ATR 0.191 0.189 -0.003 -1.4% 0.000
Volume 14,545 10,580 -3,965 -27.3% 47,556
Daily Pivots for day following 11-May-2009
Classic Woodie Camarilla DeMark
R4 4.969 4.898 4.602
R3 4.814 4.743 4.560
R2 4.659 4.659 4.545
R1 4.588 4.588 4.531 4.624
PP 4.504 4.504 4.504 4.522
S1 4.433 4.433 4.503 4.469
S2 4.349 4.349 4.489
S3 4.194 4.278 4.474
S4 4.039 4.123 4.432
Weekly Pivots for week ending 08-May-2009
Classic Woodie Camarilla DeMark
R4 6.802 6.505 4.985
R3 5.958 5.661 4.753
R2 5.114 5.114 4.676
R1 4.817 4.817 4.598 4.966
PP 4.270 4.270 4.270 4.344
S1 3.973 3.973 4.444 4.122
S2 3.426 3.426 4.366
S3 2.582 3.129 4.289
S4 1.738 2.285 4.057
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.575 3.827 0.748 16.6% 0.222 4.9% 92% True False 10,469
10 4.575 3.520 1.055 23.4% 0.205 4.5% 95% True False 7,981
20 4.575 3.520 1.055 23.4% 0.170 3.8% 95% True False 5,965
40 4.820 3.520 1.300 28.8% 0.179 4.0% 77% False False 4,465
60 4.992 3.520 1.472 32.6% 0.177 3.9% 68% False False 3,756
80 5.470 3.520 1.950 43.2% 0.184 4.1% 51% False False 3,149
100 6.619 3.520 3.099 68.6% 0.189 4.2% 32% False False 2,677
120 7.211 3.520 3.691 81.7% 0.186 4.1% 27% False False 2,375
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 0.049
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 5.234
2.618 4.981
1.618 4.826
1.000 4.730
0.618 4.671
HIGH 4.575
0.618 4.516
0.500 4.498
0.382 4.479
LOW 4.420
0.618 4.324
1.000 4.265
1.618 4.169
2.618 4.014
4.250 3.761
Fisher Pivots for day following 11-May-2009
Pivot 1 day 3 day
R1 4.511 4.456
PP 4.504 4.395
S1 4.498 4.334

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

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