NYMEX Natural Gas Future November 2009


Trading Metrics calculated at close of trading on 15-Jun-2009
Day Change Summary
Previous Current
12-Jun-2009 15-Jun-2009 Change Change % Previous Week
Open 5.250 5.189 -0.061 -1.2% 5.082
High 5.254 5.410 0.156 3.0% 5.285
Low 5.086 5.180 0.094 1.8% 4.968
Close 5.169 5.390 0.221 4.3% 5.169
Range 0.168 0.230 0.062 36.9% 0.317
ATR 0.207 0.209 0.002 1.2% 0.000
Volume 6,705 3,478 -3,227 -48.1% 20,855
Daily Pivots for day following 15-Jun-2009
Classic Woodie Camarilla DeMark
R4 6.017 5.933 5.517
R3 5.787 5.703 5.453
R2 5.557 5.557 5.432
R1 5.473 5.473 5.411 5.515
PP 5.327 5.327 5.327 5.348
S1 5.243 5.243 5.369 5.285
S2 5.097 5.097 5.348
S3 4.867 5.013 5.327
S4 4.637 4.783 5.264
Weekly Pivots for week ending 12-Jun-2009
Classic Woodie Camarilla DeMark
R4 6.092 5.947 5.343
R3 5.775 5.630 5.256
R2 5.458 5.458 5.227
R1 5.313 5.313 5.198 5.386
PP 5.141 5.141 5.141 5.177
S1 4.996 4.996 5.140 5.069
S2 4.824 4.824 5.111
S3 4.507 4.679 5.082
S4 4.190 4.362 4.995
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.410 4.968 0.442 8.2% 0.198 3.7% 95% True False 4,238
10 5.410 4.733 0.677 12.6% 0.209 3.9% 97% True False 3,772
20 5.410 4.605 0.805 14.9% 0.210 3.9% 98% True False 3,527
40 5.523 4.434 1.089 20.2% 0.182 3.4% 88% False False 3,066
60 5.523 4.434 1.089 20.2% 0.165 3.1% 88% False False 2,467
80 5.523 4.434 1.089 20.2% 0.161 3.0% 88% False False 2,083
100 5.975 4.434 1.541 28.6% 0.163 3.0% 62% False False 1,872
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.028
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6.388
2.618 6.012
1.618 5.782
1.000 5.640
0.618 5.552
HIGH 5.410
0.618 5.322
0.500 5.295
0.382 5.268
LOW 5.180
0.618 5.038
1.000 4.950
1.618 4.808
2.618 4.578
4.250 4.203
Fisher Pivots for day following 15-Jun-2009
Pivot 1 day 3 day
R1 5.358 5.324
PP 5.327 5.258
S1 5.295 5.192

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

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