NYMEX Natural Gas Future November 2009


Trading Metrics calculated at close of trading on 27-May-2009
Day Change Summary
Previous Current
26-May-2009 27-May-2009 Change Change % Previous Week
Open 4.680 4.721 0.041 0.9% 5.149
High 4.738 4.739 0.001 0.0% 5.287
Low 4.605 4.646 0.041 0.9% 4.690
Close 4.728 4.727 -0.001 0.0% 4.722
Range 0.133 0.093 -0.040 -30.1% 0.597
ATR 0.179 0.173 -0.006 -3.4% 0.000
Volume 2,056 3,134 1,078 52.4% 13,118
Daily Pivots for day following 27-May-2009
Classic Woodie Camarilla DeMark
R4 4.983 4.948 4.778
R3 4.890 4.855 4.753
R2 4.797 4.797 4.744
R1 4.762 4.762 4.736 4.780
PP 4.704 4.704 4.704 4.713
S1 4.669 4.669 4.718 4.687
S2 4.611 4.611 4.710
S3 4.518 4.576 4.701
S4 4.425 4.483 4.676
Weekly Pivots for week ending 22-May-2009
Classic Woodie Camarilla DeMark
R4 6.691 6.303 5.050
R3 6.094 5.706 4.886
R2 5.497 5.497 4.831
R1 5.109 5.109 4.777 5.005
PP 4.900 4.900 4.900 4.847
S1 4.512 4.512 4.667 4.408
S2 4.303 4.303 4.613
S3 3.706 3.915 4.558
S4 3.109 3.318 4.394
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.130 4.605 0.525 11.1% 0.147 3.1% 23% False False 2,794
10 5.523 4.605 0.918 19.4% 0.176 3.7% 13% False False 3,282
20 5.523 4.434 1.089 23.0% 0.179 3.8% 27% False False 3,106
40 5.523 4.434 1.089 23.0% 0.143 3.0% 27% False False 2,114
60 5.523 4.434 1.089 23.0% 0.147 3.1% 27% False False 1,793
80 5.975 4.434 1.541 32.6% 0.152 3.2% 19% False False 1,600
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
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 0.019
Narrowest range in 20 trading days
Fibonacci Retracements and Extensions
4.250 5.134
2.618 4.982
1.618 4.889
1.000 4.832
0.618 4.796
HIGH 4.739
0.618 4.703
0.500 4.693
0.382 4.682
LOW 4.646
0.618 4.589
1.000 4.553
1.618 4.496
2.618 4.403
4.250 4.251
Fisher Pivots for day following 27-May-2009
Pivot 1 day 3 day
R1 4.716 4.717
PP 4.704 4.707
S1 4.693 4.697

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

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