NYMEX Natural Gas Future October 2009


Trading Metrics calculated at close of trading on 04-Jun-2009
Day Change Summary
Previous Current
03-Jun-2009 04-Jun-2009 Change Change % Previous Week
Open 4.545 4.238 -0.307 -6.8% 3.986
High 4.546 4.356 -0.190 -4.2% 4.468
Low 4.160 4.032 -0.128 -3.1% 3.892
Close 4.218 4.296 0.078 1.8% 4.214
Range 0.386 0.324 -0.062 -16.1% 0.576
ATR 0.240 0.246 0.006 2.5% 0.000
Volume 13,887 13,568 -319 -2.3% 46,916
Daily Pivots for day following 04-Jun-2009
Classic Woodie Camarilla DeMark
R4 5.200 5.072 4.474
R3 4.876 4.748 4.385
R2 4.552 4.552 4.355
R1 4.424 4.424 4.326 4.488
PP 4.228 4.228 4.228 4.260
S1 4.100 4.100 4.266 4.164
S2 3.904 3.904 4.237
S3 3.580 3.776 4.207
S4 3.256 3.452 4.118
Weekly Pivots for week ending 29-May-2009
Classic Woodie Camarilla DeMark
R4 5.919 5.643 4.531
R3 5.343 5.067 4.372
R2 4.767 4.767 4.320
R1 4.491 4.491 4.267 4.629
PP 4.191 4.191 4.191 4.261
S1 3.915 3.915 4.161 4.053
S2 3.615 3.615 4.108
S3 3.039 3.339 4.056
S4 2.463 2.763 3.897
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.659 4.032 0.627 14.6% 0.309 7.2% 42% False True 13,551
10 4.659 3.892 0.767 17.9% 0.273 6.3% 53% False False 11,706
20 4.955 3.892 1.063 24.7% 0.254 5.9% 38% False False 11,782
40 4.955 3.754 1.201 28.0% 0.203 4.7% 45% False False 9,104
60 4.978 3.754 1.224 28.5% 0.197 4.6% 44% False False 8,298
80 5.491 3.754 1.737 40.4% 0.194 4.5% 31% False False 7,726
100 6.200 3.754 2.446 56.9% 0.195 4.5% 22% False False 7,000
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 0.053
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.733
2.618 5.204
1.618 4.880
1.000 4.680
0.618 4.556
HIGH 4.356
0.618 4.232
0.500 4.194
0.382 4.156
LOW 4.032
0.618 3.832
1.000 3.708
1.618 3.508
2.618 3.184
4.250 2.655
Fisher Pivots for day following 04-Jun-2009
Pivot 1 day 3 day
R1 4.262 4.346
PP 4.228 4.329
S1 4.194 4.313

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

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