NYMEX Natural Gas Future November 2009


Trading Metrics calculated at close of trading on 19-May-2009
Day Change Summary
Previous Current
18-May-2009 19-May-2009 Change Change % Previous Week
Open 5.149 5.262 0.113 2.2% 5.320
High 5.287 5.267 -0.020 -0.4% 5.523
Low 5.140 4.994 -0.146 -2.8% 5.159
Close 5.220 5.042 -0.178 -3.4% 5.170
Range 0.147 0.273 0.126 85.7% 0.364
ATR 0.171 0.179 0.007 4.2% 0.000
Volume 2,042 2,296 254 12.4% 21,420
Daily Pivots for day following 19-May-2009
Classic Woodie Camarilla DeMark
R4 5.920 5.754 5.192
R3 5.647 5.481 5.117
R2 5.374 5.374 5.092
R1 5.208 5.208 5.067 5.155
PP 5.101 5.101 5.101 5.074
S1 4.935 4.935 5.017 4.882
S2 4.828 4.828 4.992
S3 4.555 4.662 4.967
S4 4.282 4.389 4.892
Weekly Pivots for week ending 15-May-2009
Classic Woodie Camarilla DeMark
R4 6.376 6.137 5.370
R3 6.012 5.773 5.270
R2 5.648 5.648 5.237
R1 5.409 5.409 5.203 5.347
PP 5.284 5.284 5.284 5.253
S1 5.045 5.045 5.137 4.983
S2 4.920 4.920 5.103
S3 4.556 4.681 5.070
S4 4.192 4.317 4.970
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.523 4.994 0.529 10.5% 0.204 4.1% 9% False True 3,770
10 5.523 4.785 0.738 14.6% 0.210 4.2% 35% False False 3,581
20 5.523 4.434 1.089 21.6% 0.165 3.3% 56% False False 2,680
40 5.523 4.434 1.089 21.6% 0.146 2.9% 56% False False 1,945
60 5.523 4.434 1.089 21.6% 0.148 2.9% 56% False False 1,629
80 5.975 4.434 1.541 30.6% 0.152 3.0% 39% False False 1,491
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 0.036
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 6.427
2.618 5.982
1.618 5.709
1.000 5.540
0.618 5.436
HIGH 5.267
0.618 5.163
0.500 5.131
0.382 5.098
LOW 4.994
0.618 4.825
1.000 4.721
1.618 4.552
2.618 4.279
4.250 3.834
Fisher Pivots for day following 19-May-2009
Pivot 1 day 3 day
R1 5.131 5.146
PP 5.101 5.111
S1 5.072 5.077

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

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