NYMEX Natural Gas Future September 2009


Trading Metrics calculated at close of trading on 02-Jun-2009
Day Change Summary
Previous Current
01-Jun-2009 02-Jun-2009 Change Change % Previous Week
Open 4.040 4.407 0.367 9.1% 3.853
High 4.476 4.487 0.011 0.2% 4.308
Low 4.040 4.324 0.284 7.0% 3.728
Close 4.472 4.369 -0.103 -2.3% 4.055
Range 0.436 0.163 -0.273 -62.6% 0.580
ATR 0.237 0.232 -0.005 -2.2% 0.000
Volume 9,813 11,170 1,357 13.8% 29,091
Daily Pivots for day following 02-Jun-2009
Classic Woodie Camarilla DeMark
R4 4.882 4.789 4.459
R3 4.719 4.626 4.414
R2 4.556 4.556 4.399
R1 4.463 4.463 4.384 4.428
PP 4.393 4.393 4.393 4.376
S1 4.300 4.300 4.354 4.265
S2 4.230 4.230 4.339
S3 4.067 4.137 4.324
S4 3.904 3.974 4.279
Weekly Pivots for week ending 29-May-2009
Classic Woodie Camarilla DeMark
R4 5.770 5.493 4.374
R3 5.190 4.913 4.215
R2 4.610 4.610 4.161
R1 4.333 4.333 4.108 4.472
PP 4.030 4.030 4.030 4.100
S1 3.753 3.753 4.002 3.892
S2 3.450 3.450 3.949
S3 2.870 3.173 3.896
S4 2.290 2.593 3.736
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.487 3.776 0.711 16.3% 0.277 6.3% 83% True False 8,753
10 4.530 3.728 0.802 18.4% 0.269 6.1% 80% False False 7,269
20 4.830 3.728 1.102 25.2% 0.238 5.5% 58% False False 7,713
40 4.830 3.596 1.234 28.2% 0.187 4.3% 63% False False 5,259
60 4.860 3.596 1.264 28.9% 0.185 4.2% 61% False False 4,130
80 5.392 3.596 1.796 41.1% 0.185 4.2% 43% False False 3,465
100 6.401 3.596 2.805 64.2% 0.187 4.3% 28% False False 2,973
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 0.039
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 5.180
2.618 4.914
1.618 4.751
1.000 4.650
0.618 4.588
HIGH 4.487
0.618 4.425
0.500 4.406
0.382 4.386
LOW 4.324
0.618 4.223
1.000 4.161
1.618 4.060
2.618 3.897
4.250 3.631
Fisher Pivots for day following 02-Jun-2009
Pivot 1 day 3 day
R1 4.406 4.331
PP 4.393 4.294
S1 4.381 4.256

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

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