NYMEX Natural Gas Future October 2009


Trading Metrics calculated at close of trading on 12-May-2009
Day Change Summary
Previous Current
11-May-2009 12-May-2009 Change Change % Previous Week
Open 4.700 4.714 0.014 0.3% 4.028
High 4.757 4.931 0.174 3.7% 4.755
Low 4.613 4.676 0.063 1.4% 3.937
Close 4.703 4.845 0.142 3.0% 4.717
Range 0.144 0.255 0.111 77.1% 0.818
ATR 0.182 0.187 0.005 2.9% 0.000
Volume 10,771 12,113 1,342 12.5% 45,259
Daily Pivots for day following 12-May-2009
Classic Woodie Camarilla DeMark
R4 5.582 5.469 4.985
R3 5.327 5.214 4.915
R2 5.072 5.072 4.892
R1 4.959 4.959 4.868 5.016
PP 4.817 4.817 4.817 4.846
S1 4.704 4.704 4.822 4.761
S2 4.562 4.562 4.798
S3 4.307 4.449 4.775
S4 4.052 4.194 4.705
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 4.931 4.090 0.841 17.4% 0.242 5.0% 90% True False 10,635
10 4.931 3.754 1.177 24.3% 0.207 4.3% 93% True False 9,204
20 4.931 3.754 1.177 24.3% 0.167 3.4% 93% True False 7,617
40 4.978 3.754 1.224 25.3% 0.177 3.7% 89% False False 7,089
60 4.978 3.754 1.224 25.3% 0.175 3.6% 89% False False 6,734
80 5.608 3.754 1.854 38.3% 0.182 3.7% 59% False False 6,203
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 0.047
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 6.015
2.618 5.599
1.618 5.344
1.000 5.186
0.618 5.089
HIGH 4.931
0.618 4.834
0.500 4.804
0.382 4.773
LOW 4.676
0.618 4.518
1.000 4.421
1.618 4.263
2.618 4.008
4.250 3.592
Fisher Pivots for day following 12-May-2009
Pivot 1 day 3 day
R1 4.831 4.806
PP 4.817 4.767
S1 4.804 4.729

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

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