NYMEX Natural Gas Future October 2009


Trading Metrics calculated at close of trading on 28-May-2009
Day Change Summary
Previous Current
27-May-2009 28-May-2009 Change Change % Previous Week
Open 4.045 4.014 -0.031 -0.8% 4.500
High 4.067 4.345 0.278 6.8% 4.677
Low 3.946 3.956 0.010 0.3% 3.995
Close 4.024 4.331 0.307 7.6% 4.026
Range 0.121 0.389 0.268 221.5% 0.682
ATR 0.201 0.214 0.013 6.7% 0.000
Volume 10,738 11,928 1,190 11.1% 45,727
Daily Pivots for day following 28-May-2009
Classic Woodie Camarilla DeMark
R4 5.378 5.243 4.545
R3 4.989 4.854 4.438
R2 4.600 4.600 4.402
R1 4.465 4.465 4.367 4.533
PP 4.211 4.211 4.211 4.244
S1 4.076 4.076 4.295 4.144
S2 3.822 3.822 4.260
S3 3.433 3.687 4.224
S4 3.044 3.298 4.117
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 4.466 3.892 0.574 13.3% 0.236 5.5% 76% False False 9,862
10 4.795 3.892 0.903 20.8% 0.227 5.2% 49% False False 10,742
20 4.955 3.754 1.201 27.7% 0.225 5.2% 48% False False 10,399
40 4.955 3.754 1.201 27.7% 0.183 4.2% 48% False False 8,173
60 4.978 3.754 1.224 28.3% 0.186 4.3% 47% False False 7,810
80 5.499 3.754 1.745 40.3% 0.187 4.3% 33% False False 7,213
100 6.784 3.754 3.030 70.0% 0.192 4.4% 19% False False 6,505
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.034
Widest range in 43 trading days
Fibonacci Retracements and Extensions
4.250 5.998
2.618 5.363
1.618 4.974
1.000 4.734
0.618 4.585
HIGH 4.345
0.618 4.196
0.500 4.151
0.382 4.105
LOW 3.956
0.618 3.716
1.000 3.567
1.618 3.327
2.618 2.938
4.250 2.303
Fisher Pivots for day following 28-May-2009
Pivot 1 day 3 day
R1 4.271 4.260
PP 4.211 4.189
S1 4.151 4.119

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

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