NYMEX Natural Gas Future September 2009


Trading Metrics calculated at close of trading on 26-Jun-2009
Day Change Summary
Previous Current
25-Jun-2009 26-Jun-2009 Change Change % Previous Week
Open 4.046 4.140 0.094 2.3% 4.300
High 4.228 4.261 0.033 0.8% 4.355
Low 4.026 4.059 0.033 0.8% 4.010
Close 4.121 4.237 0.116 2.8% 4.237
Range 0.202 0.202 0.000 0.0% 0.345
ATR 0.233 0.231 -0.002 -0.9% 0.000
Volume 19,910 14,393 -5,517 -27.7% 74,618
Daily Pivots for day following 26-Jun-2009
Classic Woodie Camarilla DeMark
R4 4.792 4.716 4.348
R3 4.590 4.514 4.293
R2 4.388 4.388 4.274
R1 4.312 4.312 4.256 4.350
PP 4.186 4.186 4.186 4.205
S1 4.110 4.110 4.218 4.148
S2 3.984 3.984 4.200
S3 3.782 3.908 4.181
S4 3.580 3.706 4.126
Weekly Pivots for week ending 26-Jun-2009
Classic Woodie Camarilla DeMark
R4 5.236 5.081 4.427
R3 4.891 4.736 4.332
R2 4.546 4.546 4.300
R1 4.391 4.391 4.269 4.296
PP 4.201 4.201 4.201 4.153
S1 4.046 4.046 4.205 3.951
S2 3.856 3.856 4.174
S3 3.511 3.701 4.142
S4 3.166 3.356 4.047
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.355 4.010 0.345 8.1% 0.195 4.6% 66% False False 14,923
10 4.716 4.010 0.706 16.7% 0.228 5.4% 32% False False 17,314
20 4.716 3.844 0.872 20.6% 0.249 5.9% 45% False False 18,903
40 4.830 3.717 1.113 26.3% 0.240 5.7% 47% False False 12,987
60 4.830 3.596 1.234 29.1% 0.203 4.8% 52% False False 9,513
80 4.860 3.596 1.264 29.8% 0.199 4.7% 51% False False 7,621
100 5.392 3.596 1.796 42.4% 0.194 4.6% 36% False False 6,363
120 6.665 3.596 3.069 72.4% 0.196 4.6% 21% False False 5,463
Crabel Price Patterns
NR False
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 True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.064
Fibonacci Retracements and Extensions
4.250 5.120
2.618 4.790
1.618 4.588
1.000 4.463
0.618 4.386
HIGH 4.261
0.618 4.184
0.500 4.160
0.382 4.136
LOW 4.059
0.618 3.934
1.000 3.857
1.618 3.732
2.618 3.530
4.250 3.201
Fisher Pivots for day following 26-Jun-2009
Pivot 1 day 3 day
R1 4.211 4.203
PP 4.186 4.169
S1 4.160 4.136

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

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