NYMEX Natural Gas Future November 2009


Trading Metrics calculated at close of trading on 30-Jun-2009
Day Change Summary
Previous Current
29-Jun-2009 30-Jun-2009 Change Change % Previous Week
Open 5.069 5.010 -0.059 -1.2% 5.155
High 5.069 5.010 -0.059 -1.2% 5.155
Low 4.960 4.837 -0.123 -2.5% 4.843
Close 4.977 4.855 -0.122 -2.5% 5.078
Range 0.109 0.173 0.064 58.7% 0.312
ATR 0.188 0.187 -0.001 -0.6% 0.000
Volume 2,883 2,130 -753 -26.1% 15,310
Daily Pivots for day following 30-Jun-2009
Classic Woodie Camarilla DeMark
R4 5.420 5.310 4.950
R3 5.247 5.137 4.903
R2 5.074 5.074 4.887
R1 4.964 4.964 4.871 4.933
PP 4.901 4.901 4.901 4.885
S1 4.791 4.791 4.839 4.760
S2 4.728 4.728 4.823
S3 4.555 4.618 4.807
S4 4.382 4.445 4.760
Weekly Pivots for week ending 26-Jun-2009
Classic Woodie Camarilla DeMark
R4 5.961 5.832 5.250
R3 5.649 5.520 5.164
R2 5.337 5.337 5.135
R1 5.208 5.208 5.107 5.117
PP 5.025 5.025 5.025 4.980
S1 4.896 4.896 5.049 4.805
S2 4.713 4.713 5.021
S3 4.401 4.584 4.992
S4 4.089 4.272 4.906
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.089 4.837 0.252 5.2% 0.143 2.9% 7% False True 2,989
10 5.445 4.837 0.608 12.5% 0.165 3.4% 3% False True 3,888
20 5.515 4.733 0.782 16.1% 0.194 4.0% 16% False False 3,933
40 5.523 4.605 0.918 18.9% 0.198 4.1% 27% False False 3,704
60 5.523 4.434 1.089 22.4% 0.170 3.5% 39% False False 2,914
80 5.523 4.434 1.089 22.4% 0.165 3.4% 39% False False 2,504
100 5.975 4.434 1.541 31.7% 0.165 3.4% 27% False False 2,190
120 6.902 4.434 2.468 50.8% 0.165 3.4% 17% False False 1,981
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 0.021
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.745
2.618 5.463
1.618 5.290
1.000 5.183
0.618 5.117
HIGH 5.010
0.618 4.944
0.500 4.924
0.382 4.903
LOW 4.837
0.618 4.730
1.000 4.664
1.618 4.557
2.618 4.384
4.250 4.102
Fisher Pivots for day following 30-Jun-2009
Pivot 1 day 3 day
R1 4.924 4.963
PP 4.901 4.927
S1 4.878 4.891

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

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