NYMEX Natural Gas Future November 2009


Trading Metrics calculated at close of trading on 11-Jun-2009
Day Change Summary
Previous Current
10-Jun-2009 11-Jun-2009 Change Change % Previous Week
Open 5.090 5.055 -0.035 -0.7% 4.930
High 5.120 5.285 0.165 3.2% 5.261
Low 4.968 4.974 0.006 0.1% 4.733
Close 5.012 5.240 0.228 4.5% 5.118
Range 0.152 0.311 0.159 104.6% 0.528
ATR 0.202 0.210 0.008 3.8% 0.000
Volume 3,867 3,867 0 0.0% 17,431
Daily Pivots for day following 11-Jun-2009
Classic Woodie Camarilla DeMark
R4 6.099 5.981 5.411
R3 5.788 5.670 5.326
R2 5.477 5.477 5.297
R1 5.359 5.359 5.269 5.418
PP 5.166 5.166 5.166 5.196
S1 5.048 5.048 5.211 5.107
S2 4.855 4.855 5.183
S3 4.544 4.737 5.154
S4 4.233 4.426 5.069
Weekly Pivots for week ending 05-Jun-2009
Classic Woodie Camarilla DeMark
R4 6.621 6.398 5.408
R3 6.093 5.870 5.263
R2 5.565 5.565 5.215
R1 5.342 5.342 5.166 5.454
PP 5.037 5.037 5.037 5.093
S1 4.814 4.814 5.070 4.926
S2 4.509 4.509 5.021
S3 3.981 4.286 4.973
S4 3.453 3.758 4.828
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.285 4.968 0.317 6.0% 0.183 3.5% 86% True False 3,429
10 5.285 4.733 0.552 10.5% 0.231 4.4% 92% True False 3,577
20 5.373 4.605 0.768 14.7% 0.208 4.0% 83% False False 3,453
40 5.523 4.434 1.089 20.8% 0.179 3.4% 74% False False 2,866
60 5.523 4.434 1.089 20.8% 0.167 3.2% 74% False False 2,326
80 5.523 4.434 1.089 20.8% 0.159 3.0% 74% False False 1,981
100 5.985 4.434 1.551 29.6% 0.162 3.1% 52% False False 1,782
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.040
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 6.607
2.618 6.099
1.618 5.788
1.000 5.596
0.618 5.477
HIGH 5.285
0.618 5.166
0.500 5.130
0.382 5.093
LOW 4.974
0.618 4.782
1.000 4.663
1.618 4.471
2.618 4.160
4.250 3.652
Fisher Pivots for day following 11-Jun-2009
Pivot 1 day 3 day
R1 5.203 5.202
PP 5.166 5.164
S1 5.130 5.127

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

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