NYMEX Natural Gas Future December 2009


Trading Metrics calculated at close of trading on 05-May-2009
Day Change Summary
Previous Current
04-May-2009 05-May-2009 Change Change % Previous Week
Open 5.360 5.498 0.138 2.6% 5.300
High 5.526 5.520 -0.006 -0.1% 5.364
Low 5.276 5.429 0.153 2.9% 5.170
Close 5.509 5.466 -0.043 -0.8% 5.333
Range 0.250 0.091 -0.159 -63.6% 0.194
ATR 0.140 0.136 -0.003 -2.5% 0.000
Volume 2,495 1,559 -936 -37.5% 11,785
Daily Pivots for day following 05-May-2009
Classic Woodie Camarilla DeMark
R4 5.745 5.696 5.516
R3 5.654 5.605 5.491
R2 5.563 5.563 5.483
R1 5.514 5.514 5.474 5.493
PP 5.472 5.472 5.472 5.461
S1 5.423 5.423 5.458 5.402
S2 5.381 5.381 5.449
S3 5.290 5.332 5.441
S4 5.199 5.241 5.416
Weekly Pivots for week ending 01-May-2009
Classic Woodie Camarilla DeMark
R4 5.871 5.796 5.440
R3 5.677 5.602 5.386
R2 5.483 5.483 5.369
R1 5.408 5.408 5.351 5.446
PP 5.289 5.289 5.289 5.308
S1 5.214 5.214 5.315 5.252
S2 5.095 5.095 5.297
S3 4.901 5.020 5.280
S4 4.707 4.826 5.226
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.526 5.170 0.356 6.5% 0.135 2.5% 83% False False 2,396
10 5.569 5.170 0.399 7.3% 0.114 2.1% 74% False False 2,614
20 5.732 5.170 0.562 10.3% 0.117 2.1% 53% False False 2,199
40 6.051 5.170 0.881 16.1% 0.143 2.6% 34% False False 2,244
60 6.550 5.170 1.380 25.2% 0.148 2.7% 21% False False 2,092
80 7.143 5.170 1.973 36.1% 0.151 2.8% 15% False False 1,876
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.027
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 5.907
2.618 5.758
1.618 5.667
1.000 5.611
0.618 5.576
HIGH 5.520
0.618 5.485
0.500 5.475
0.382 5.464
LOW 5.429
0.618 5.373
1.000 5.338
1.618 5.282
2.618 5.191
4.250 5.042
Fisher Pivots for day following 05-May-2009
Pivot 1 day 3 day
R1 5.475 5.438
PP 5.472 5.409
S1 5.469 5.381

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

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