NYMEX Natural Gas Future September 2009


Trading Metrics calculated at close of trading on 16-Jun-2009
Day Change Summary
Previous Current
15-Jun-2009 16-Jun-2009 Change Change % Previous Week
Open 4.245 4.515 0.270 6.4% 4.188
High 4.541 4.716 0.175 3.9% 4.408
Low 4.202 4.389 0.187 4.5% 4.018
Close 4.533 4.448 -0.085 -1.9% 4.243
Range 0.339 0.327 -0.012 -3.5% 0.390
ATR 0.250 0.256 0.005 2.2% 0.000
Volume 20,498 17,970 -2,528 -12.3% 138,515
Daily Pivots for day following 16-Jun-2009
Classic Woodie Camarilla DeMark
R4 5.499 5.300 4.628
R3 5.172 4.973 4.538
R2 4.845 4.845 4.508
R1 4.646 4.646 4.478 4.582
PP 4.518 4.518 4.518 4.486
S1 4.319 4.319 4.418 4.255
S2 4.191 4.191 4.388
S3 3.864 3.992 4.358
S4 3.537 3.665 4.268
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 4.716 4.025 0.691 15.5% 0.291 6.5% 61% True False 25,473
10 4.716 3.844 0.872 19.6% 0.277 6.2% 69% True False 22,241
20 4.716 3.728 0.988 22.2% 0.273 6.1% 73% True False 14,755
40 4.830 3.596 1.234 27.7% 0.223 5.0% 69% False False 10,170
60 4.858 3.596 1.262 28.4% 0.198 4.5% 68% False False 7,488
80 4.860 3.596 1.264 28.4% 0.196 4.4% 67% False False 6,080
100 5.392 3.596 1.796 40.4% 0.194 4.4% 47% False False 5,102
Crabel Price Patterns
NR True
NR4 False
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 0.064
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6.106
2.618 5.572
1.618 5.245
1.000 5.043
0.618 4.918
HIGH 4.716
0.618 4.591
0.500 4.553
0.382 4.514
LOW 4.389
0.618 4.187
1.000 4.062
1.618 3.860
2.618 3.533
4.250 2.999
Fisher Pivots for day following 16-Jun-2009
Pivot 1 day 3 day
R1 4.553 4.443
PP 4.518 4.437
S1 4.483 4.432

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

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