NYMEX Natural Gas Future September 2009


Trading Metrics calculated at close of trading on 15-Jun-2009
Day Change Summary
Previous Current
12-Jun-2009 15-Jun-2009 Change Change % Previous Week
Open 4.320 4.245 -0.075 -1.7% 4.188
High 4.347 4.541 0.194 4.5% 4.408
Low 4.148 4.202 0.054 1.3% 4.018
Close 4.243 4.533 0.290 6.8% 4.243
Range 0.199 0.339 0.140 70.4% 0.390
ATR 0.244 0.250 0.007 2.8% 0.000
Volume 36,673 20,498 -16,175 -44.1% 138,515
Daily Pivots for day following 15-Jun-2009
Classic Woodie Camarilla DeMark
R4 5.442 5.327 4.719
R3 5.103 4.988 4.626
R2 4.764 4.764 4.595
R1 4.649 4.649 4.564 4.707
PP 4.425 4.425 4.425 4.454
S1 4.310 4.310 4.502 4.368
S2 4.086 4.086 4.471
S3 3.747 3.971 4.440
S4 3.408 3.632 4.347
Weekly Pivots for week ending 12-Jun-2009
Classic Woodie Camarilla DeMark
R4 5.393 5.208 4.458
R3 5.003 4.818 4.350
R2 4.613 4.613 4.315
R1 4.428 4.428 4.279 4.521
PP 4.223 4.223 4.223 4.269
S1 4.038 4.038 4.207 4.131
S2 3.833 3.833 4.172
S3 3.443 3.648 4.136
S4 3.053 3.258 4.029
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.541 4.018 0.523 11.5% 0.261 5.8% 98% True False 27,471
10 4.541 3.844 0.697 15.4% 0.261 5.8% 99% True False 21,561
20 4.551 3.728 0.823 18.2% 0.264 5.8% 98% False False 14,133
40 4.830 3.596 1.234 27.2% 0.217 4.8% 76% False False 9,777
60 4.858 3.596 1.262 27.8% 0.196 4.3% 74% False False 7,233
80 4.860 3.596 1.264 27.9% 0.193 4.3% 74% False False 5,871
100 5.392 3.596 1.796 39.6% 0.193 4.3% 52% False False 4,934
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 0.060
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.982
2.618 5.429
1.618 5.090
1.000 4.880
0.618 4.751
HIGH 4.541
0.618 4.412
0.500 4.372
0.382 4.331
LOW 4.202
0.618 3.992
1.000 3.863
1.618 3.653
2.618 3.314
4.250 2.761
Fisher Pivots for day following 15-Jun-2009
Pivot 1 day 3 day
R1 4.479 4.451
PP 4.425 4.369
S1 4.372 4.287

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

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