NYMEX Natural Gas Future September 2009


Trading Metrics calculated at close of trading on 07-May-2009
Day Change Summary
Previous Current
06-May-2009 07-May-2009 Change Change % Previous Week
Open 3.951 4.222 0.271 6.9% 3.665
High 4.211 4.466 0.255 6.1% 3.907
Low 3.951 4.167 0.216 5.5% 3.596
Close 4.204 4.380 0.176 4.2% 3.870
Range 0.260 0.299 0.039 15.0% 0.311
ATR 0.169 0.179 0.009 5.5% 0.000
Volume 6,661 6,163 -498 -7.5% 13,837
Daily Pivots for day following 07-May-2009
Classic Woodie Camarilla DeMark
R4 5.235 5.106 4.544
R3 4.936 4.807 4.462
R2 4.637 4.637 4.435
R1 4.508 4.508 4.407 4.573
PP 4.338 4.338 4.338 4.370
S1 4.209 4.209 4.353 4.274
S2 4.039 4.039 4.325
S3 3.740 3.910 4.298
S4 3.441 3.611 4.216
Weekly Pivots for week ending 01-May-2009
Classic Woodie Camarilla DeMark
R4 4.724 4.608 4.041
R3 4.413 4.297 3.956
R2 4.102 4.102 3.927
R1 3.986 3.986 3.899 4.044
PP 3.791 3.791 3.791 3.820
S1 3.675 3.675 3.841 3.733
S2 3.480 3.480 3.813
S3 3.169 3.364 3.784
S4 2.858 3.053 3.699
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.466 3.717 0.749 17.1% 0.229 5.2% 89% True False 5,253
10 4.466 3.596 0.870 19.9% 0.186 4.2% 90% True False 3,932
20 4.466 3.596 0.870 19.9% 0.154 3.5% 90% True False 3,340
40 4.860 3.596 1.264 28.9% 0.168 3.8% 62% False False 2,648
60 5.210 3.596 1.614 36.8% 0.166 3.8% 49% False False 2,286
80 5.950 3.596 2.354 53.7% 0.173 4.0% 33% False False 1,980
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 0.046
Widest range in 29 trading days
Fibonacci Retracements and Extensions
4.250 5.737
2.618 5.249
1.618 4.950
1.000 4.765
0.618 4.651
HIGH 4.466
0.618 4.352
0.500 4.317
0.382 4.281
LOW 4.167
0.618 3.982
1.000 3.868
1.618 3.683
2.618 3.384
4.250 2.896
Fisher Pivots for day following 07-May-2009
Pivot 1 day 3 day
R1 4.359 4.316
PP 4.338 4.251
S1 4.317 4.187

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

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