NYMEX Natural Gas Future October 2009


Trading Metrics calculated at close of trading on 26-May-2009
Day Change Summary
Previous Current
22-May-2009 26-May-2009 Change Change % Previous Week
Open 4.115 3.986 -0.129 -3.1% 4.500
High 4.115 4.070 -0.045 -1.1% 4.677
Low 3.995 3.892 -0.103 -2.6% 3.995
Close 4.026 4.033 0.007 0.2% 4.026
Range 0.120 0.178 0.058 48.3% 0.682
ATR 0.209 0.207 -0.002 -1.1% 0.000
Volume 11,667 8,669 -2,998 -25.7% 45,727
Daily Pivots for day following 26-May-2009
Classic Woodie Camarilla DeMark
R4 4.532 4.461 4.131
R3 4.354 4.283 4.082
R2 4.176 4.176 4.066
R1 4.105 4.105 4.049 4.141
PP 3.998 3.998 3.998 4.016
S1 3.927 3.927 4.017 3.963
S2 3.820 3.820 4.000
S3 3.642 3.749 3.984
S4 3.464 3.571 3.935
Weekly Pivots for week ending 22-May-2009
Classic Woodie Camarilla DeMark
R4 6.279 5.834 4.401
R3 5.597 5.152 4.214
R2 4.915 4.915 4.151
R1 4.470 4.470 4.089 4.352
PP 4.233 4.233 4.233 4.173
S1 3.788 3.788 3.963 3.670
S2 3.551 3.551 3.901
S3 2.869 3.106 3.838
S4 2.187 2.424 3.651
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.660 3.892 0.768 19.0% 0.233 5.8% 18% False True 9,070
10 4.955 3.892 1.063 26.4% 0.233 5.8% 13% False True 11,193
20 4.955 3.754 1.201 29.8% 0.213 5.3% 23% False False 9,839
40 4.955 3.754 1.201 29.8% 0.177 4.4% 23% False False 7,914
60 4.978 3.754 1.224 30.3% 0.184 4.6% 23% False False 7,648
80 5.499 3.754 1.745 43.3% 0.188 4.6% 16% False False 7,046
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 0.032
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.827
2.618 4.536
1.618 4.358
1.000 4.248
0.618 4.180
HIGH 4.070
0.618 4.002
0.500 3.981
0.382 3.960
LOW 3.892
0.618 3.782
1.000 3.714
1.618 3.604
2.618 3.426
4.250 3.136
Fisher Pivots for day following 26-May-2009
Pivot 1 day 3 day
R1 4.016 4.179
PP 3.998 4.130
S1 3.981 4.082

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

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