NYMEX Natural Gas Future November 2009


Trading Metrics calculated at close of trading on 20-May-2009
Day Change Summary
Previous Current
19-May-2009 20-May-2009 Change Change % Previous Week
Open 5.262 4.990 -0.272 -5.2% 5.320
High 5.267 5.130 -0.137 -2.6% 5.523
Low 4.994 4.967 -0.027 -0.5% 5.159
Close 5.042 5.105 0.063 1.2% 5.170
Range 0.273 0.163 -0.110 -40.3% 0.364
ATR 0.179 0.178 -0.001 -0.6% 0.000
Volume 2,296 2,346 50 2.2% 21,420
Daily Pivots for day following 20-May-2009
Classic Woodie Camarilla DeMark
R4 5.556 5.494 5.195
R3 5.393 5.331 5.150
R2 5.230 5.230 5.135
R1 5.168 5.168 5.120 5.199
PP 5.067 5.067 5.067 5.083
S1 5.005 5.005 5.090 5.036
S2 4.904 4.904 5.075
S3 4.741 4.842 5.060
S4 4.578 4.679 5.015
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 5.373 4.967 0.406 8.0% 0.187 3.7% 34% False True 3,074
10 5.523 4.958 0.565 11.1% 0.205 4.0% 26% False False 3,596
20 5.523 4.434 1.089 21.3% 0.171 3.3% 62% False False 2,737
40 5.523 4.434 1.089 21.3% 0.146 2.9% 62% False False 1,991
60 5.523 4.434 1.089 21.3% 0.148 2.9% 62% False False 1,655
80 5.975 4.434 1.541 30.2% 0.152 3.0% 44% False False 1,508
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 True
Bull Hook False
Stretch 0.039
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.823
2.618 5.557
1.618 5.394
1.000 5.293
0.618 5.231
HIGH 5.130
0.618 5.068
0.500 5.049
0.382 5.029
LOW 4.967
0.618 4.866
1.000 4.804
1.618 4.703
2.618 4.540
4.250 4.274
Fisher Pivots for day following 20-May-2009
Pivot 1 day 3 day
R1 5.086 5.127
PP 5.067 5.120
S1 5.049 5.112

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

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