NYMEX Natural Gas Future October 2009


Trading Metrics calculated at close of trading on 11-May-2009
Day Change Summary
Previous Current
08-May-2009 11-May-2009 Change Change % Previous Week
Open 4.593 4.700 0.107 2.3% 4.028
High 4.755 4.757 0.002 0.0% 4.755
Low 4.526 4.613 0.087 1.9% 3.937
Close 4.717 4.703 -0.014 -0.3% 4.717
Range 0.229 0.144 -0.085 -37.1% 0.818
ATR 0.184 0.182 -0.003 -1.6% 0.000
Volume 13,694 10,771 -2,923 -21.3% 45,259
Daily Pivots for day following 11-May-2009
Classic Woodie Camarilla DeMark
R4 5.123 5.057 4.782
R3 4.979 4.913 4.743
R2 4.835 4.835 4.729
R1 4.769 4.769 4.716 4.802
PP 4.691 4.691 4.691 4.708
S1 4.625 4.625 4.690 4.658
S2 4.547 4.547 4.677
S3 4.403 4.481 4.663
S4 4.259 4.337 4.624
Weekly Pivots for week ending 08-May-2009
Classic Woodie Camarilla DeMark
R4 6.924 6.638 5.167
R3 6.106 5.820 4.942
R2 5.288 5.288 4.867
R1 5.002 5.002 4.792 5.145
PP 4.470 4.470 4.470 4.541
S1 4.184 4.184 4.642 4.327
S2 3.652 3.652 4.567
S3 2.834 3.366 4.492
S4 2.016 2.548 4.267
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.757 4.048 0.709 15.1% 0.218 4.6% 92% True False 9,641
10 4.757 3.754 1.003 21.3% 0.194 4.1% 95% True False 8,484
20 4.757 3.754 1.003 21.3% 0.160 3.4% 95% True False 7,261
40 4.978 3.754 1.224 26.0% 0.175 3.7% 78% False False 6,899
60 5.140 3.754 1.386 29.5% 0.173 3.7% 68% False False 6,617
80 5.650 3.754 1.896 40.3% 0.181 3.9% 50% False False 6,095
Crabel Price Patterns
NR True
NR4 True
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 0.048
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 5.369
2.618 5.134
1.618 4.990
1.000 4.901
0.618 4.846
HIGH 4.757
0.618 4.702
0.500 4.685
0.382 4.668
LOW 4.613
0.618 4.524
1.000 4.469
1.618 4.380
2.618 4.236
4.250 4.001
Fisher Pivots for day following 11-May-2009
Pivot 1 day 3 day
R1 4.697 4.640
PP 4.691 4.577
S1 4.685 4.515

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

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