NYMEX Natural Gas Future November 2009


Trading Metrics calculated at close of trading on 24-Jun-2009
Day Change Summary
Previous Current
23-Jun-2009 24-Jun-2009 Change Change % Previous Week
Open 4.994 4.946 -0.048 -1.0% 5.189
High 5.040 4.975 -0.065 -1.3% 5.515
Low 4.890 4.843 -0.047 -1.0% 5.145
Close 4.946 4.890 -0.056 -1.1% 5.151
Range 0.150 0.132 -0.018 -12.0% 0.370
ATR 0.206 0.200 -0.005 -2.6% 0.000
Volume 3,423 3,002 -421 -12.3% 27,162
Daily Pivots for day following 24-Jun-2009
Classic Woodie Camarilla DeMark
R4 5.299 5.226 4.963
R3 5.167 5.094 4.926
R2 5.035 5.035 4.914
R1 4.962 4.962 4.902 4.933
PP 4.903 4.903 4.903 4.888
S1 4.830 4.830 4.878 4.801
S2 4.771 4.771 4.866
S3 4.639 4.698 4.854
S4 4.507 4.566 4.817
Weekly Pivots for week ending 19-Jun-2009
Classic Woodie Camarilla DeMark
R4 6.380 6.136 5.355
R3 6.010 5.766 5.253
R2 5.640 5.640 5.219
R1 5.396 5.396 5.185 5.333
PP 5.270 5.270 5.270 5.239
S1 5.026 5.026 5.117 4.963
S2 4.900 4.900 5.083
S3 4.530 4.656 5.049
S4 4.160 4.286 4.948
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.445 4.843 0.602 12.3% 0.178 3.6% 8% False True 4,003
10 5.515 4.843 0.672 13.7% 0.206 4.2% 7% False True 4,611
20 5.515 4.665 0.850 17.4% 0.220 4.5% 26% False False 4,215
40 5.523 4.434 1.089 22.3% 0.199 4.1% 42% False False 3,661
60 5.523 4.434 1.089 22.3% 0.168 3.4% 42% False False 2,814
80 5.523 4.434 1.089 22.3% 0.165 3.4% 42% False False 2,398
100 5.975 4.434 1.541 31.5% 0.165 3.4% 30% False False 2,123
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 0.029
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 5.536
2.618 5.321
1.618 5.189
1.000 5.107
0.618 5.057
HIGH 4.975
0.618 4.925
0.500 4.909
0.382 4.893
LOW 4.843
0.618 4.761
1.000 4.711
1.618 4.629
2.618 4.497
4.250 4.282
Fisher Pivots for day following 24-Jun-2009
Pivot 1 day 3 day
R1 4.909 4.999
PP 4.903 4.963
S1 4.896 4.926

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

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