NYMEX Natural Gas Future December 2009


Trading Metrics calculated at close of trading on 04-Jun-2009
Day Change Summary
Previous Current
03-Jun-2009 04-Jun-2009 Change Change % Previous Week
Open 5.845 5.600 -0.245 -4.2% 5.416
High 5.863 5.791 -0.072 -1.2% 5.860
Low 5.548 5.468 -0.080 -1.4% 5.365
Close 5.595 5.738 0.143 2.6% 5.596
Range 0.315 0.323 0.008 2.5% 0.495
ATR 0.206 0.214 0.008 4.1% 0.000
Volume 5,310 3,878 -1,432 -27.0% 12,028
Daily Pivots for day following 04-Jun-2009
Classic Woodie Camarilla DeMark
R4 6.635 6.509 5.916
R3 6.312 6.186 5.827
R2 5.989 5.989 5.797
R1 5.863 5.863 5.768 5.926
PP 5.666 5.666 5.666 5.697
S1 5.540 5.540 5.708 5.603
S2 5.343 5.343 5.679
S3 5.020 5.217 5.649
S4 4.697 4.894 5.560
Weekly Pivots for week ending 29-May-2009
Classic Woodie Camarilla DeMark
R4 7.092 6.839 5.868
R3 6.597 6.344 5.732
R2 6.102 6.102 5.687
R1 5.849 5.849 5.641 5.976
PP 5.607 5.607 5.607 5.670
S1 5.354 5.354 5.551 5.481
S2 5.112 5.112 5.505
S3 4.617 4.859 5.460
S4 4.122 4.364 5.324
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.960 5.468 0.492 8.6% 0.279 4.9% 55% False True 4,159
10 5.960 5.365 0.595 10.4% 0.238 4.1% 63% False False 3,765
20 6.150 5.365 0.785 13.7% 0.218 3.8% 48% False False 3,542
40 6.150 5.170 0.980 17.1% 0.171 3.0% 58% False False 2,910
60 6.150 5.170 0.980 17.1% 0.170 3.0% 58% False False 2,707
80 6.550 5.170 1.380 24.1% 0.167 2.9% 41% False False 2,464
100 7.143 5.170 1.973 34.4% 0.166 2.9% 29% False False 2,233
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.040
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 7.164
2.618 6.637
1.618 6.314
1.000 6.114
0.618 5.991
HIGH 5.791
0.618 5.668
0.500 5.630
0.382 5.591
LOW 5.468
0.618 5.268
1.000 5.145
1.618 4.945
2.618 4.622
4.250 4.095
Fisher Pivots for day following 04-Jun-2009
Pivot 1 day 3 day
R1 5.702 5.730
PP 5.666 5.722
S1 5.630 5.714

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

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