NYMEX Natural Gas Future December 2009


Trading Metrics calculated at close of trading on 18-May-2009
Day Change Summary
Previous Current
15-May-2009 18-May-2009 Change Change % Previous Week
Open 5.930 5.833 -0.097 -1.6% 6.060
High 5.941 5.945 0.004 0.1% 6.150
Low 5.834 5.810 -0.024 -0.4% 5.782
Close 5.830 5.890 0.060 1.0% 5.830
Range 0.107 0.135 0.028 26.2% 0.368
ATR 0.171 0.168 -0.003 -1.5% 0.000
Volume 2,280 1,751 -529 -23.2% 16,010
Daily Pivots for day following 18-May-2009
Classic Woodie Camarilla DeMark
R4 6.287 6.223 5.964
R3 6.152 6.088 5.927
R2 6.017 6.017 5.915
R1 5.953 5.953 5.902 5.985
PP 5.882 5.882 5.882 5.898
S1 5.818 5.818 5.878 5.850
S2 5.747 5.747 5.865
S3 5.612 5.683 5.853
S4 5.477 5.548 5.816
Weekly Pivots for week ending 15-May-2009
Classic Woodie Camarilla DeMark
R4 7.025 6.795 6.032
R3 6.657 6.427 5.931
R2 6.289 6.289 5.897
R1 6.059 6.059 5.864 5.990
PP 5.921 5.921 5.921 5.886
S1 5.691 5.691 5.796 5.622
S2 5.553 5.553 5.763
S3 5.185 5.323 5.729
S4 4.817 4.955 5.628
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6.150 5.782 0.368 6.2% 0.196 3.3% 29% False False 3,081
10 6.150 5.429 0.721 12.2% 0.190 3.2% 64% False False 3,154
20 6.150 5.170 0.980 16.6% 0.151 2.6% 73% False False 2,871
40 6.150 5.170 0.980 16.6% 0.146 2.5% 73% False False 2,500
60 6.150 5.170 0.980 16.6% 0.155 2.6% 73% False False 2,318
80 6.550 5.170 1.380 23.4% 0.154 2.6% 52% False False 2,146
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.035
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6.519
2.618 6.298
1.618 6.163
1.000 6.080
0.618 6.028
HIGH 5.945
0.618 5.893
0.500 5.878
0.382 5.862
LOW 5.810
0.618 5.727
1.000 5.675
1.618 5.592
2.618 5.457
4.250 5.236
Fisher Pivots for day following 18-May-2009
Pivot 1 day 3 day
R1 5.886 5.891
PP 5.882 5.891
S1 5.878 5.890

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

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