NYMEX Natural Gas Future October 2009


Trading Metrics calculated at close of trading on 27-May-2009
Day Change Summary
Previous Current
26-May-2009 27-May-2009 Change Change % Previous Week
Open 3.986 4.045 0.059 1.5% 4.500
High 4.070 4.067 -0.003 -0.1% 4.677
Low 3.892 3.946 0.054 1.4% 3.995
Close 4.033 4.024 -0.009 -0.2% 4.026
Range 0.178 0.121 -0.057 -32.0% 0.682
ATR 0.207 0.201 -0.006 -3.0% 0.000
Volume 8,669 10,738 2,069 23.9% 45,727
Daily Pivots for day following 27-May-2009
Classic Woodie Camarilla DeMark
R4 4.375 4.321 4.091
R3 4.254 4.200 4.057
R2 4.133 4.133 4.046
R1 4.079 4.079 4.035 4.046
PP 4.012 4.012 4.012 3.996
S1 3.958 3.958 4.013 3.925
S2 3.891 3.891 4.002
S3 3.770 3.837 3.991
S4 3.649 3.716 3.957
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 4.489 3.892 0.597 14.8% 0.195 4.8% 22% False False 9,578
10 4.955 3.892 1.063 26.4% 0.219 5.4% 12% False False 11,056
20 4.955 3.754 1.201 29.8% 0.213 5.3% 22% False False 10,130
40 4.955 3.754 1.201 29.8% 0.177 4.4% 22% False False 7,939
60 4.978 3.754 1.224 30.4% 0.182 4.5% 22% False False 7,686
80 5.499 3.754 1.745 43.4% 0.186 4.6% 15% False False 7,129
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.030
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.581
2.618 4.384
1.618 4.263
1.000 4.188
0.618 4.142
HIGH 4.067
0.618 4.021
0.500 4.007
0.382 3.992
LOW 3.946
0.618 3.871
1.000 3.825
1.618 3.750
2.618 3.629
4.250 3.432
Fisher Pivots for day following 27-May-2009
Pivot 1 day 3 day
R1 4.018 4.017
PP 4.012 4.010
S1 4.007 4.004

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

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