NYMEX Natural Gas Future September 2009


Trading Metrics calculated at close of trading on 03-Jun-2009
Day Change Summary
Previous Current
02-Jun-2009 03-Jun-2009 Change Change % Previous Week
Open 4.407 4.359 -0.048 -1.1% 3.853
High 4.487 4.387 -0.100 -2.2% 4.308
Low 4.324 3.979 -0.345 -8.0% 3.728
Close 4.369 4.040 -0.329 -7.5% 4.055
Range 0.163 0.408 0.245 150.3% 0.580
ATR 0.232 0.244 0.013 5.4% 0.000
Volume 11,170 13,749 2,579 23.1% 29,091
Daily Pivots for day following 03-Jun-2009
Classic Woodie Camarilla DeMark
R4 5.359 5.108 4.264
R3 4.951 4.700 4.152
R2 4.543 4.543 4.115
R1 4.292 4.292 4.077 4.214
PP 4.135 4.135 4.135 4.096
S1 3.884 3.884 4.003 3.806
S2 3.727 3.727 3.965
S3 3.319 3.476 3.928
S4 2.911 3.068 3.816
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 3.800 0.687 17.0% 0.336 8.3% 35% False False 10,345
10 4.487 3.728 0.759 18.8% 0.276 6.8% 41% False False 8,232
20 4.830 3.728 1.102 27.3% 0.252 6.2% 28% False False 8,135
40 4.830 3.596 1.234 30.5% 0.194 4.8% 36% False False 5,551
60 4.860 3.596 1.264 31.3% 0.190 4.7% 35% False False 4,317
80 5.392 3.596 1.796 44.5% 0.186 4.6% 25% False False 3,623
100 6.128 3.596 2.532 62.7% 0.188 4.6% 18% False False 3,104
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.041
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6.121
2.618 5.455
1.618 5.047
1.000 4.795
0.618 4.639
HIGH 4.387
0.618 4.231
0.500 4.183
0.382 4.135
LOW 3.979
0.618 3.727
1.000 3.571
1.618 3.319
2.618 2.911
4.250 2.245
Fisher Pivots for day following 03-Jun-2009
Pivot 1 day 3 day
R1 4.183 4.233
PP 4.135 4.169
S1 4.088 4.104

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

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