NYMEX Natural Gas Future December 2009


Trading Metrics calculated at close of trading on 22-May-2009
Day Change Summary
Previous Current
21-May-2009 22-May-2009 Change Change % Previous Week
Open 5.827 5.525 -0.302 -5.2% 5.833
High 5.827 5.529 -0.298 -5.1% 5.945
Low 5.507 5.430 -0.077 -1.4% 5.430
Close 5.526 5.457 -0.069 -1.2% 5.457
Range 0.320 0.099 -0.221 -69.1% 0.515
ATR 0.182 0.176 -0.006 -3.3% 0.000
Volume 2,293 6,306 4,013 175.0% 16,427
Daily Pivots for day following 22-May-2009
Classic Woodie Camarilla DeMark
R4 5.769 5.712 5.511
R3 5.670 5.613 5.484
R2 5.571 5.571 5.475
R1 5.514 5.514 5.466 5.493
PP 5.472 5.472 5.472 5.462
S1 5.415 5.415 5.448 5.394
S2 5.373 5.373 5.439
S3 5.274 5.316 5.430
S4 5.175 5.217 5.403
Weekly Pivots for week ending 22-May-2009
Classic Woodie Camarilla DeMark
R4 7.156 6.821 5.740
R3 6.641 6.306 5.599
R2 6.126 6.126 5.551
R1 5.791 5.791 5.504 5.701
PP 5.611 5.611 5.611 5.566
S1 5.276 5.276 5.410 5.186
S2 5.096 5.096 5.363
S3 4.581 4.761 5.315
S4 4.066 4.246 5.174
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.945 5.430 0.515 9.4% 0.187 3.4% 5% False True 3,285
10 6.150 5.430 0.720 13.2% 0.190 3.5% 4% False True 3,243
20 6.150 5.170 0.980 18.0% 0.172 3.1% 29% False False 3,025
40 6.150 5.170 0.980 18.0% 0.148 2.7% 29% False False 2,667
60 6.150 5.170 0.980 18.0% 0.161 2.9% 29% False False 2,454
80 6.550 5.170 1.380 25.3% 0.156 2.9% 21% False False 2,269
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 0.030
Narrowest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 5.950
2.618 5.788
1.618 5.689
1.000 5.628
0.618 5.590
HIGH 5.529
0.618 5.491
0.500 5.480
0.382 5.468
LOW 5.430
0.618 5.369
1.000 5.331
1.618 5.270
2.618 5.171
4.250 5.009
Fisher Pivots for day following 22-May-2009
Pivot 1 day 3 day
R1 5.480 5.629
PP 5.472 5.571
S1 5.465 5.514

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

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