NYMEX Natural Gas Future December 2009


Trading Metrics calculated at close of trading on 22-Jun-2009
Day Change Summary
Previous Current
19-Jun-2009 22-Jun-2009 Change Change % Previous Week
Open 5.980 5.815 -0.165 -2.8% 5.893
High 6.000 5.815 -0.185 -3.1% 6.170
Low 5.787 5.618 -0.169 -2.9% 5.787
Close 5.812 5.666 -0.146 -2.5% 5.812
Range 0.213 0.197 -0.016 -7.5% 0.383
ATR 0.211 0.210 -0.001 -0.5% 0.000
Volume 3,899 2,586 -1,313 -33.7% 19,698
Daily Pivots for day following 22-Jun-2009
Classic Woodie Camarilla DeMark
R4 6.291 6.175 5.774
R3 6.094 5.978 5.720
R2 5.897 5.897 5.702
R1 5.781 5.781 5.684 5.741
PP 5.700 5.700 5.700 5.679
S1 5.584 5.584 5.648 5.544
S2 5.503 5.503 5.630
S3 5.306 5.387 5.612
S4 5.109 5.190 5.558
Weekly Pivots for week ending 19-Jun-2009
Classic Woodie Camarilla DeMark
R4 7.072 6.825 6.023
R3 6.689 6.442 5.917
R2 6.306 6.306 5.882
R1 6.059 6.059 5.847 5.991
PP 5.923 5.923 5.923 5.889
S1 5.676 5.676 5.777 5.608
S2 5.540 5.540 5.742
S3 5.157 5.293 5.707
S4 4.774 4.910 5.601
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6.170 5.618 0.552 9.7% 0.216 3.8% 9% False True 3,847
10 6.170 5.618 0.552 9.7% 0.211 3.7% 9% False True 3,602
20 6.170 5.365 0.805 14.2% 0.220 3.9% 37% False False 3,720
40 6.170 5.170 1.000 17.6% 0.196 3.5% 50% False False 3,372
60 6.170 5.170 1.000 17.6% 0.172 3.0% 50% False False 3,018
80 6.170 5.170 1.000 17.6% 0.176 3.1% 50% False False 2,771
100 6.550 5.170 1.380 24.4% 0.169 3.0% 36% False False 2,559
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.051
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 6.652
2.618 6.331
1.618 6.134
1.000 6.012
0.618 5.937
HIGH 5.815
0.618 5.740
0.500 5.717
0.382 5.693
LOW 5.618
0.618 5.496
1.000 5.421
1.618 5.299
2.618 5.102
4.250 4.781
Fisher Pivots for day following 22-Jun-2009
Pivot 1 day 3 day
R1 5.717 5.852
PP 5.700 5.790
S1 5.683 5.728

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

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