NYMEX Natural Gas Future November 2009


Trading Metrics calculated at close of trading on 17-Jun-2009
Day Change Summary
Previous Current
16-Jun-2009 17-Jun-2009 Change Change % Previous Week
Open 5.455 5.265 -0.190 -3.5% 5.082
High 5.515 5.386 -0.129 -2.3% 5.285
Low 5.236 5.210 -0.026 -0.5% 4.968
Close 5.285 5.382 0.097 1.8% 5.169
Range 0.279 0.176 -0.103 -36.9% 0.317
ATR 0.214 0.212 -0.003 -1.3% 0.000
Volume 5,127 6,922 1,795 35.0% 20,855
Daily Pivots for day following 17-Jun-2009
Classic Woodie Camarilla DeMark
R4 5.854 5.794 5.479
R3 5.678 5.618 5.430
R2 5.502 5.502 5.414
R1 5.442 5.442 5.398 5.472
PP 5.326 5.326 5.326 5.341
S1 5.266 5.266 5.366 5.296
S2 5.150 5.150 5.350
S3 4.974 5.090 5.334
S4 4.798 4.914 5.285
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 5.515 4.974 0.541 10.1% 0.233 4.3% 75% False False 5,219
10 5.515 4.733 0.782 14.5% 0.208 3.9% 83% False False 4,303
20 5.515 4.605 0.910 16.9% 0.212 3.9% 85% False False 3,913
40 5.523 4.434 1.089 20.2% 0.189 3.5% 87% False False 3,297
60 5.523 4.434 1.089 20.2% 0.168 3.1% 87% False False 2,601
80 5.523 4.434 1.089 20.2% 0.164 3.1% 87% False False 2,200
100 5.975 4.434 1.541 28.6% 0.164 3.0% 62% False False 1,976
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 0.040
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 6.134
2.618 5.847
1.618 5.671
1.000 5.562
0.618 5.495
HIGH 5.386
0.618 5.319
0.500 5.298
0.382 5.277
LOW 5.210
0.618 5.101
1.000 5.034
1.618 4.925
2.618 4.749
4.250 4.462
Fisher Pivots for day following 17-Jun-2009
Pivot 1 day 3 day
R1 5.354 5.371
PP 5.326 5.359
S1 5.298 5.348

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

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