NYMEX Natural Gas Future September 2009


Trading Metrics calculated at close of trading on 19-Jun-2009
Day Change Summary
Previous Current
18-Jun-2009 19-Jun-2009 Change Change % Previous Week
Open 4.550 4.421 -0.129 -2.8% 4.245
High 4.624 4.475 -0.149 -3.2% 4.716
Low 4.378 4.300 -0.078 -1.8% 4.202
Close 4.414 4.317 -0.097 -2.2% 4.317
Range 0.246 0.175 -0.071 -28.9% 0.514
ATR 0.252 0.247 -0.006 -2.2% 0.000
Volume 21,298 15,597 -5,701 -26.8% 98,529
Daily Pivots for day following 19-Jun-2009
Classic Woodie Camarilla DeMark
R4 4.889 4.778 4.413
R3 4.714 4.603 4.365
R2 4.539 4.539 4.349
R1 4.428 4.428 4.333 4.396
PP 4.364 4.364 4.364 4.348
S1 4.253 4.253 4.301 4.221
S2 4.189 4.189 4.285
S3 4.014 4.078 4.269
S4 3.839 3.903 4.221
Weekly Pivots for week ending 19-Jun-2009
Classic Woodie Camarilla DeMark
R4 5.954 5.649 4.600
R3 5.440 5.135 4.458
R2 4.926 4.926 4.411
R1 4.621 4.621 4.364 4.774
PP 4.412 4.412 4.412 4.488
S1 4.107 4.107 4.270 4.260
S2 3.898 3.898 4.223
S3 3.384 3.593 4.176
S4 2.870 3.079 4.034
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.716 4.202 0.514 11.9% 0.260 6.0% 22% False False 19,705
10 4.716 4.018 0.698 16.2% 0.244 5.6% 43% False False 23,704
20 4.716 3.728 0.988 22.9% 0.256 5.9% 60% False False 16,953
40 4.830 3.596 1.234 28.6% 0.233 5.4% 58% False False 11,448
60 4.830 3.596 1.234 28.6% 0.203 4.7% 58% False False 8,416
80 4.860 3.596 1.264 29.3% 0.199 4.6% 57% False False 6,789
100 5.392 3.596 1.796 41.6% 0.196 4.5% 40% False False 5,678
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.061
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 5.219
2.618 4.933
1.618 4.758
1.000 4.650
0.618 4.583
HIGH 4.475
0.618 4.408
0.500 4.388
0.382 4.367
LOW 4.300
0.618 4.192
1.000 4.125
1.618 4.017
2.618 3.842
4.250 3.556
Fisher Pivots for day following 19-Jun-2009
Pivot 1 day 3 day
R1 4.388 4.462
PP 4.364 4.414
S1 4.341 4.365

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

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