NYMEX Natural Gas Future October 2009


Trading Metrics calculated at close of trading on 19-May-2009
Day Change Summary
Previous Current
18-May-2009 19-May-2009 Change Change % Previous Week
Open 4.500 4.656 0.156 3.5% 4.700
High 4.677 4.660 -0.017 -0.4% 4.955
Low 4.480 4.350 -0.130 -2.9% 4.546
Close 4.600 4.394 -0.206 -4.5% 4.558
Range 0.197 0.310 0.113 57.4% 0.409
ATR 0.197 0.205 0.008 4.1% 0.000
Volume 9,043 8,200 -843 -9.3% 68,311
Daily Pivots for day following 19-May-2009
Classic Woodie Camarilla DeMark
R4 5.398 5.206 4.565
R3 5.088 4.896 4.479
R2 4.778 4.778 4.451
R1 4.586 4.586 4.422 4.527
PP 4.468 4.468 4.468 4.439
S1 4.276 4.276 4.366 4.217
S2 4.158 4.158 4.337
S3 3.848 3.966 4.309
S4 3.538 3.656 4.224
Weekly Pivots for week ending 15-May-2009
Classic Woodie Camarilla DeMark
R4 5.913 5.645 4.783
R3 5.504 5.236 4.670
R2 5.095 5.095 4.633
R1 4.827 4.827 4.595 4.757
PP 4.686 4.686 4.686 4.651
S1 4.418 4.418 4.521 4.348
S2 4.277 4.277 4.483
S3 3.868 4.009 4.446
S4 3.459 3.600 4.333
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.955 4.350 0.605 13.8% 0.243 5.5% 7% False True 12,534
10 4.955 4.090 0.865 19.7% 0.243 5.5% 35% False False 11,584
20 4.955 3.754 1.201 27.3% 0.192 4.4% 53% False False 9,244
40 4.978 3.754 1.224 27.9% 0.179 4.1% 52% False False 7,704
60 4.978 3.754 1.224 27.9% 0.183 4.2% 52% False False 7,350
80 5.499 3.754 1.745 39.7% 0.186 4.2% 37% False False 6,766
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.035
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 5.978
2.618 5.472
1.618 5.162
1.000 4.970
0.618 4.852
HIGH 4.660
0.618 4.542
0.500 4.505
0.382 4.468
LOW 4.350
0.618 4.158
1.000 4.040
1.618 3.848
2.618 3.538
4.250 3.033
Fisher Pivots for day following 19-May-2009
Pivot 1 day 3 day
R1 4.505 4.536
PP 4.468 4.488
S1 4.431 4.441

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

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