NYMEX Natural Gas Future September 2009


Trading Metrics calculated at close of trading on 21-May-2009
Day Change Summary
Previous Current
20-May-2009 21-May-2009 Change Change % Previous Week
Open 4.242 4.400 0.158 3.7% 4.545
High 4.339 4.400 0.061 1.4% 4.830
Low 4.160 3.938 -0.222 -5.3% 4.408
Close 4.318 3.954 -0.364 -8.4% 4.421
Range 0.179 0.462 0.283 158.1% 0.422
ATR 0.199 0.218 0.019 9.4% 0.000
Volume 8,408 3,573 -4,835 -57.5% 48,872
Daily Pivots for day following 21-May-2009
Classic Woodie Camarilla DeMark
R4 5.483 5.181 4.208
R3 5.021 4.719 4.081
R2 4.559 4.559 4.039
R1 4.257 4.257 3.996 4.177
PP 4.097 4.097 4.097 4.058
S1 3.795 3.795 3.912 3.715
S2 3.635 3.635 3.869
S3 3.173 3.333 3.827
S4 2.711 2.871 3.700
Weekly Pivots for week ending 15-May-2009
Classic Woodie Camarilla DeMark
R4 5.819 5.542 4.653
R3 5.397 5.120 4.537
R2 4.975 4.975 4.498
R1 4.698 4.698 4.460 4.626
PP 4.553 4.553 4.553 4.517
S1 4.276 4.276 4.382 4.204
S2 4.131 4.131 4.344
S3 3.709 3.854 4.305
S4 3.287 3.432 4.189
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.561 3.938 0.623 15.8% 0.255 6.4% 3% False True 5,991
10 4.830 3.938 0.892 22.6% 0.236 6.0% 2% False True 7,953
20 4.830 3.596 1.234 31.2% 0.211 5.3% 29% False False 5,942
40 4.830 3.596 1.234 31.2% 0.176 4.5% 29% False False 4,148
60 4.860 3.596 1.264 32.0% 0.180 4.5% 28% False False 3,401
80 5.392 3.596 1.796 45.4% 0.181 4.6% 20% False False 2,859
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.032
Widest range in 44 trading days
Fibonacci Retracements and Extensions
4.250 6.364
2.618 5.610
1.618 5.148
1.000 4.862
0.618 4.686
HIGH 4.400
0.618 4.224
0.500 4.169
0.382 4.114
LOW 3.938
0.618 3.652
1.000 3.476
1.618 3.190
2.618 2.728
4.250 1.975
Fisher Pivots for day following 21-May-2009
Pivot 1 day 3 day
R1 4.169 4.234
PP 4.097 4.141
S1 4.026 4.047

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

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