NYMEX Natural Gas Future November 2009


Trading Metrics calculated at close of trading on 06-Jul-2009
Day Change Summary
Previous Current
03-Jul-2009 06-Jul-2009 Change Change % Previous Week
Open 4.760 4.626 -0.134 -2.8% 5.069
High 4.760 4.626 -0.134 -2.8% 5.069
Low 4.707 4.448 -0.259 -5.5% 4.685
Close 4.707 4.572 -0.135 -2.9% 4.707
Range 0.053 0.178 0.125 235.8% 0.384
ATR 0.172 0.178 0.006 3.6% 0.000
Volume 3,498 3,993 495 14.2% 15,525
Daily Pivots for day following 06-Jul-2009
Classic Woodie Camarilla DeMark
R4 5.083 5.005 4.670
R3 4.905 4.827 4.621
R2 4.727 4.727 4.605
R1 4.649 4.649 4.588 4.599
PP 4.549 4.549 4.549 4.524
S1 4.471 4.471 4.556 4.421
S2 4.371 4.371 4.539
S3 4.193 4.293 4.523
S4 4.015 4.115 4.474
Weekly Pivots for week ending 03-Jul-2009
Classic Woodie Camarilla DeMark
R4 5.972 5.724 4.918
R3 5.588 5.340 4.813
R2 5.204 5.204 4.777
R1 4.956 4.956 4.742 4.888
PP 4.820 4.820 4.820 4.787
S1 4.572 4.572 4.672 4.504
S2 4.436 4.436 4.637
S3 4.052 4.188 4.601
S4 3.668 3.804 4.496
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.010 4.448 0.562 12.3% 0.133 2.9% 22% False True 3,327
10 5.089 4.448 0.641 14.0% 0.136 3.0% 19% False True 3,287
20 5.515 4.448 1.067 23.3% 0.171 3.7% 12% False True 3,985
40 5.523 4.448 1.075 23.5% 0.189 4.1% 12% False True 3,762
60 5.523 4.434 1.089 23.8% 0.172 3.8% 13% False False 3,090
80 5.523 4.434 1.089 23.8% 0.164 3.6% 13% False False 2,636
100 5.790 4.434 1.356 29.7% 0.161 3.5% 10% False False 2,289
120 6.340 4.434 1.906 41.7% 0.162 3.6% 7% False False 2,081
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 0.022
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 5.383
2.618 5.092
1.618 4.914
1.000 4.804
0.618 4.736
HIGH 4.626
0.618 4.558
0.500 4.537
0.382 4.516
LOW 4.448
0.618 4.338
1.000 4.270
1.618 4.160
2.618 3.982
4.250 3.692
Fisher Pivots for day following 06-Jul-2009
Pivot 1 day 3 day
R1 4.560 4.643
PP 4.549 4.619
S1 4.537 4.596

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

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