NYMEX Natural Gas Future October 2009


Trading Metrics calculated at close of trading on 02-Jul-2009
Day Change Summary
Previous Current
01-Jul-2009 02-Jul-2009 Change Change % Previous Week
Open 4.242 4.158 -0.084 -2.0% 4.489
High 4.263 4.175 -0.088 -2.1% 4.550
Low 4.142 3.990 -0.152 -3.7% 4.206
Close 4.178 3.996 -0.182 -4.4% 4.451
Range 0.121 0.185 0.064 52.9% 0.344
ATR 0.207 0.206 -0.001 -0.7% 0.000
Volume 11,846 12,558 712 6.0% 54,085
Daily Pivots for day following 02-Jul-2009
Classic Woodie Camarilla DeMark
R4 4.609 4.487 4.098
R3 4.424 4.302 4.047
R2 4.239 4.239 4.030
R1 4.117 4.117 4.013 4.086
PP 4.054 4.054 4.054 4.038
S1 3.932 3.932 3.979 3.901
S2 3.869 3.869 3.962
S3 3.684 3.747 3.945
S4 3.499 3.562 3.894
Weekly Pivots for week ending 26-Jun-2009
Classic Woodie Camarilla DeMark
R4 5.434 5.287 4.640
R3 5.090 4.943 4.546
R2 4.746 4.746 4.514
R1 4.599 4.599 4.483 4.501
PP 4.402 4.402 4.402 4.353
S1 4.255 4.255 4.419 4.157
S2 4.058 4.058 4.388
S3 3.714 3.911 4.356
S4 3.370 3.567 4.262
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.470 3.990 0.480 12.0% 0.163 4.1% 1% False True 10,514
10 4.670 3.990 0.680 17.0% 0.170 4.2% 1% False True 11,219
20 4.933 3.990 0.943 23.6% 0.205 5.1% 1% False True 13,892
40 4.955 3.892 1.063 26.6% 0.229 5.7% 10% False False 12,837
60 4.955 3.754 1.201 30.1% 0.203 5.1% 20% False False 10,700
80 4.978 3.754 1.224 30.6% 0.199 5.0% 20% False False 9,696
100 5.491 3.754 1.737 43.5% 0.196 4.9% 14% False False 8,959
120 6.200 3.754 2.446 61.2% 0.197 4.9% 10% False False 8,149
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 0.038
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.961
2.618 4.659
1.618 4.474
1.000 4.360
0.618 4.289
HIGH 4.175
0.618 4.104
0.500 4.083
0.382 4.061
LOW 3.990
0.618 3.876
1.000 3.805
1.618 3.691
2.618 3.506
4.250 3.204
Fisher Pivots for day following 02-Jul-2009
Pivot 1 day 3 day
R1 4.083 4.181
PP 4.054 4.119
S1 4.025 4.058

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

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