NYMEX Natural Gas Future August 2009


Trading Metrics calculated at close of trading on 28-May-2009
Day Change Summary
Previous Current
27-May-2009 28-May-2009 Change Change % Previous Week
Open 3.791 3.750 -0.041 -1.1% 4.300
High 3.808 4.100 0.292 7.7% 4.464
Low 3.672 3.692 0.020 0.5% 3.733
Close 3.758 4.080 0.322 8.6% 3.766
Range 0.136 0.408 0.272 200.0% 0.731
ATR 0.212 0.226 0.014 6.6% 0.000
Volume 11,679 13,381 1,702 14.6% 44,660
Daily Pivots for day following 28-May-2009
Classic Woodie Camarilla DeMark
R4 5.181 5.039 4.304
R3 4.773 4.631 4.192
R2 4.365 4.365 4.155
R1 4.223 4.223 4.117 4.294
PP 3.957 3.957 3.957 3.993
S1 3.815 3.815 4.043 3.886
S2 3.549 3.549 4.005
S3 3.141 3.407 3.968
S4 2.733 2.999 3.856
Weekly Pivots for week ending 22-May-2009
Classic Woodie Camarilla DeMark
R4 6.181 5.704 4.168
R3 5.450 4.973 3.967
R2 4.719 4.719 3.900
R1 4.242 4.242 3.833 4.115
PP 3.988 3.988 3.988 3.924
S1 3.511 3.511 3.699 3.384
S2 3.257 3.257 3.632
S3 2.526 2.780 3.565
S4 1.795 2.049 3.364
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.245 3.627 0.618 15.1% 0.257 6.3% 73% False False 11,269
10 4.582 3.627 0.955 23.4% 0.242 5.9% 47% False False 11,135
20 4.789 3.520 1.269 31.1% 0.238 5.8% 44% False False 10,373
40 4.789 3.520 1.269 31.1% 0.192 4.7% 44% False False 7,091
60 4.820 3.520 1.300 31.9% 0.192 4.7% 43% False False 5,652
80 5.350 3.520 1.830 44.9% 0.192 4.7% 31% False False 4,664
100 6.619 3.520 3.099 76.0% 0.196 4.8% 18% False False 3,929
120 6.760 3.520 3.240 79.4% 0.194 4.8% 17% False False 3,421
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.036
Widest range in 43 trading days
Fibonacci Retracements and Extensions
4.250 5.834
2.618 5.168
1.618 4.760
1.000 4.508
0.618 4.352
HIGH 4.100
0.618 3.944
0.500 3.896
0.382 3.848
LOW 3.692
0.618 3.440
1.000 3.284
1.618 3.032
2.618 2.624
4.250 1.958
Fisher Pivots for day following 28-May-2009
Pivot 1 day 3 day
R1 4.019 4.008
PP 3.957 3.936
S1 3.896 3.864

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

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