NYMEX Natural Gas Future October 2009


Trading Metrics calculated at close of trading on 22-Jun-2009
Day Change Summary
Previous Current
19-Jun-2009 22-Jun-2009 Change Change % Previous Week
Open 4.653 4.489 -0.164 -3.5% 4.520
High 4.670 4.550 -0.120 -2.6% 4.933
Low 4.495 4.311 -0.184 -4.1% 4.456
Close 4.514 4.381 -0.133 -2.9% 4.514
Range 0.175 0.239 0.064 36.6% 0.477
ATR 0.241 0.240 0.000 0.0% 0.000
Volume 15,685 7,680 -8,005 -51.0% 83,302
Daily Pivots for day following 22-Jun-2009
Classic Woodie Camarilla DeMark
R4 5.131 4.995 4.512
R3 4.892 4.756 4.447
R2 4.653 4.653 4.425
R1 4.517 4.517 4.403 4.466
PP 4.414 4.414 4.414 4.388
S1 4.278 4.278 4.359 4.227
S2 4.175 4.175 4.337
S3 3.936 4.039 4.315
S4 3.697 3.800 4.250
Weekly Pivots for week ending 19-Jun-2009
Classic Woodie Camarilla DeMark
R4 6.065 5.767 4.776
R3 5.588 5.290 4.645
R2 5.111 5.111 4.601
R1 4.813 4.813 4.558 4.724
PP 4.634 4.634 4.634 4.590
S1 4.336 4.336 4.470 4.247
S2 4.157 4.157 4.427
S3 3.680 3.859 4.383
S4 3.203 3.382 4.252
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.933 4.311 0.622 14.2% 0.234 5.3% 11% False True 15,543
10 4.933 4.255 0.678 15.5% 0.243 5.6% 19% False False 15,814
20 4.933 3.892 1.041 23.8% 0.252 5.8% 47% False False 14,405
40 4.955 3.754 1.201 27.4% 0.231 5.3% 52% False False 12,030
60 4.955 3.754 1.201 27.4% 0.203 4.6% 52% False False 10,111
80 4.978 3.754 1.224 27.9% 0.203 4.6% 51% False False 9,300
100 5.499 3.754 1.745 39.8% 0.201 4.6% 36% False False 8,456
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 0.062
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.566
2.618 5.176
1.618 4.937
1.000 4.789
0.618 4.698
HIGH 4.550
0.618 4.459
0.500 4.431
0.382 4.402
LOW 4.311
0.618 4.163
1.000 4.072
1.618 3.924
2.618 3.685
4.250 3.295
Fisher Pivots for day following 22-Jun-2009
Pivot 1 day 3 day
R1 4.431 4.566
PP 4.414 4.504
S1 4.398 4.443

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

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