NYMEX Natural Gas Future October 2009


Trading Metrics calculated at close of trading on 10-Jun-2009
Day Change Summary
Previous Current
09-Jun-2009 10-Jun-2009 Change Change % Previous Week
Open 4.315 4.373 0.058 1.3% 4.278
High 4.427 4.478 0.051 1.2% 4.659
Low 4.255 4.266 0.011 0.3% 4.032
Close 4.347 4.312 -0.035 -0.8% 4.395
Range 0.172 0.212 0.040 23.3% 0.627
ATR 0.234 0.233 -0.002 -0.7% 0.000
Volume 17,292 11,737 -5,555 -32.1% 67,102
Daily Pivots for day following 10-Jun-2009
Classic Woodie Camarilla DeMark
R4 4.988 4.862 4.429
R3 4.776 4.650 4.370
R2 4.564 4.564 4.351
R1 4.438 4.438 4.331 4.395
PP 4.352 4.352 4.352 4.331
S1 4.226 4.226 4.293 4.183
S2 4.140 4.140 4.273
S3 3.928 4.014 4.254
S4 3.716 3.802 4.195
Weekly Pivots for week ending 05-Jun-2009
Classic Woodie Camarilla DeMark
R4 6.243 5.946 4.740
R3 5.616 5.319 4.567
R2 4.989 4.989 4.510
R1 4.692 4.692 4.452 4.841
PP 4.362 4.362 4.362 4.436
S1 4.065 4.065 4.338 4.214
S2 3.735 3.735 4.280
S3 3.108 3.438 4.223
S4 2.481 2.811 4.050
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.479 4.032 0.447 10.4% 0.218 5.1% 63% False False 14,693
10 4.659 3.956 0.703 16.3% 0.270 6.3% 51% False False 13,958
20 4.955 3.892 1.063 24.7% 0.245 5.7% 40% False False 12,507
40 4.955 3.754 1.201 27.9% 0.206 4.8% 46% False False 10,062
60 4.978 3.754 1.224 28.4% 0.200 4.6% 46% False False 8,895
80 4.978 3.754 1.224 28.4% 0.192 4.5% 46% False False 8,177
100 5.608 3.754 1.854 43.0% 0.194 4.5% 30% False False 7,464
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 0.066
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 5.379
2.618 5.033
1.618 4.821
1.000 4.690
0.618 4.609
HIGH 4.478
0.618 4.397
0.500 4.372
0.382 4.347
LOW 4.266
0.618 4.135
1.000 4.054
1.618 3.923
2.618 3.711
4.250 3.365
Fisher Pivots for day following 10-Jun-2009
Pivot 1 day 3 day
R1 4.372 4.361
PP 4.352 4.344
S1 4.332 4.328

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

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