NYMEX Natural Gas Future October 2009


Trading Metrics calculated at close of trading on 20-May-2009
Day Change Summary
Previous Current
19-May-2009 20-May-2009 Change Change % Previous Week
Open 4.656 4.406 -0.250 -5.4% 4.700
High 4.660 4.489 -0.171 -3.7% 4.955
Low 4.350 4.307 -0.043 -1.0% 4.546
Close 4.394 4.463 0.069 1.6% 4.558
Range 0.310 0.182 -0.128 -41.3% 0.409
ATR 0.205 0.204 -0.002 -0.8% 0.000
Volume 8,200 10,509 2,309 28.2% 68,311
Daily Pivots for day following 20-May-2009
Classic Woodie Camarilla DeMark
R4 4.966 4.896 4.563
R3 4.784 4.714 4.513
R2 4.602 4.602 4.496
R1 4.532 4.532 4.480 4.567
PP 4.420 4.420 4.420 4.437
S1 4.350 4.350 4.446 4.385
S2 4.238 4.238 4.430
S3 4.056 4.168 4.413
S4 3.874 3.986 4.363
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 4.795 4.307 0.488 10.9% 0.217 4.9% 32% False True 11,623
10 4.955 4.272 0.683 15.3% 0.235 5.3% 28% False False 11,858
20 4.955 3.754 1.201 26.9% 0.199 4.5% 59% False False 9,438
40 4.965 3.754 1.211 27.1% 0.180 4.0% 59% False False 7,838
60 4.978 3.754 1.224 27.4% 0.183 4.1% 58% False False 7,464
80 5.499 3.754 1.745 39.1% 0.186 4.2% 41% False False 6,848
Crabel Price Patterns
NR True
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 False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.043
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 5.263
2.618 4.965
1.618 4.783
1.000 4.671
0.618 4.601
HIGH 4.489
0.618 4.419
0.500 4.398
0.382 4.377
LOW 4.307
0.618 4.195
1.000 4.125
1.618 4.013
2.618 3.831
4.250 3.534
Fisher Pivots for day following 20-May-2009
Pivot 1 day 3 day
R1 4.441 4.492
PP 4.420 4.482
S1 4.398 4.473

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

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