NYMEX Natural Gas Future September 2009


Trading Metrics calculated at close of trading on 11-Jun-2009
Day Change Summary
Previous Current
10-Jun-2009 11-Jun-2009 Change Change % Previous Week
Open 4.141 4.085 -0.056 -1.4% 4.040
High 4.240 4.408 0.168 4.0% 4.487
Low 4.025 4.032 0.007 0.2% 3.844
Close 4.071 4.320 0.249 6.1% 4.185
Range 0.215 0.376 0.161 74.9% 0.643
ATR 0.237 0.247 0.010 4.2% 0.000
Volume 24,920 27,305 2,385 9.6% 66,413
Daily Pivots for day following 11-Jun-2009
Classic Woodie Camarilla DeMark
R4 5.381 5.227 4.527
R3 5.005 4.851 4.423
R2 4.629 4.629 4.389
R1 4.475 4.475 4.354 4.552
PP 4.253 4.253 4.253 4.292
S1 4.099 4.099 4.286 4.176
S2 3.877 3.877 4.251
S3 3.501 3.723 4.217
S4 3.125 3.347 4.113
Weekly Pivots for week ending 05-Jun-2009
Classic Woodie Camarilla DeMark
R4 6.101 5.786 4.539
R3 5.458 5.143 4.362
R2 4.815 4.815 4.303
R1 4.500 4.500 4.244 4.658
PP 4.172 4.172 4.172 4.251
S1 3.857 3.857 4.126 4.015
S2 3.529 3.529 4.067
S3 2.886 3.214 4.008
S4 2.243 2.571 3.831
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.408 4.018 0.390 9.0% 0.236 5.5% 77% True False 23,440
10 4.487 3.844 0.643 14.9% 0.279 6.5% 74% False False 17,935
20 4.669 3.728 0.941 21.8% 0.256 5.9% 63% False False 12,428
40 4.830 3.596 1.234 28.6% 0.211 4.9% 59% False False 8,469
60 4.860 3.596 1.264 29.3% 0.201 4.7% 57% False False 6,323
80 4.860 3.596 1.264 29.3% 0.190 4.4% 57% False False 5,191
100 5.392 3.596 1.796 41.6% 0.191 4.4% 40% False False 4,374
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.065
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 6.006
2.618 5.392
1.618 5.016
1.000 4.784
0.618 4.640
HIGH 4.408
0.618 4.264
0.500 4.220
0.382 4.176
LOW 4.032
0.618 3.800
1.000 3.656
1.618 3.424
2.618 3.048
4.250 2.434
Fisher Pivots for day following 11-Jun-2009
Pivot 1 day 3 day
R1 4.287 4.284
PP 4.253 4.249
S1 4.220 4.213

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

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