NYMEX Natural Gas Future November 2009


Trading Metrics calculated at close of trading on 04-Jun-2009
Day Change Summary
Previous Current
03-Jun-2009 04-Jun-2009 Change Change % Previous Week
Open 5.171 4.910 -0.261 -5.0% 4.680
High 5.171 5.042 -0.129 -2.5% 5.135
Low 4.840 4.733 -0.107 -2.2% 4.605
Close 4.882 4.993 0.111 2.3% 4.873
Range 0.331 0.309 -0.022 -6.6% 0.530
ATR 0.210 0.217 0.007 3.3% 0.000
Volume 3,681 3,659 -22 -0.6% 15,677
Daily Pivots for day following 04-Jun-2009
Classic Woodie Camarilla DeMark
R4 5.850 5.730 5.163
R3 5.541 5.421 5.078
R2 5.232 5.232 5.050
R1 5.112 5.112 5.021 5.172
PP 4.923 4.923 4.923 4.953
S1 4.803 4.803 4.965 4.863
S2 4.614 4.614 4.936
S3 4.305 4.494 4.908
S4 3.996 4.185 4.823
Weekly Pivots for week ending 29-May-2009
Classic Woodie Camarilla DeMark
R4 6.461 6.197 5.165
R3 5.931 5.667 5.019
R2 5.401 5.401 4.970
R1 5.137 5.137 4.922 5.269
PP 4.871 4.871 4.871 4.937
S1 4.607 4.607 4.824 4.739
S2 4.341 4.341 4.776
S3 3.811 4.077 4.727
S4 3.281 3.547 4.582
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.261 4.733 0.528 10.6% 0.278 5.6% 49% False True 3,724
10 5.261 4.605 0.656 13.1% 0.231 4.6% 59% False False 3,654
20 5.523 4.605 0.918 18.4% 0.218 4.4% 42% False False 3,625
40 5.523 4.434 1.089 21.8% 0.171 3.4% 51% False False 2,541
60 5.523 4.434 1.089 21.8% 0.162 3.2% 51% False False 2,129
80 5.969 4.434 1.535 30.7% 0.160 3.2% 36% False False 1,826
100 6.647 4.434 2.213 44.3% 0.161 3.2% 25% False False 1,647
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 False
Bull Hook False
Stretch 0.034
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6.355
2.618 5.851
1.618 5.542
1.000 5.351
0.618 5.233
HIGH 5.042
0.618 4.924
0.500 4.888
0.382 4.851
LOW 4.733
0.618 4.542
1.000 4.424
1.618 4.233
2.618 3.924
4.250 3.420
Fisher Pivots for day following 04-Jun-2009
Pivot 1 day 3 day
R1 4.958 4.997
PP 4.923 4.995
S1 4.888 4.994

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

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