NYMEX Natural Gas Future December 2009


Trading Metrics calculated at close of trading on 01-Jul-2009
Day Change Summary
Previous Current
30-Jun-2009 01-Jul-2009 Change Change % Previous Week
Open 5.665 5.533 -0.132 -2.3% 5.815
High 5.708 5.590 -0.118 -2.1% 5.815
Low 5.520 5.506 -0.014 -0.3% 5.493
Close 5.533 5.535 0.002 0.0% 5.748
Range 0.188 0.084 -0.104 -55.3% 0.322
ATR 0.191 0.183 -0.008 -4.0% 0.000
Volume 2,339 2,702 363 15.5% 21,582
Daily Pivots for day following 01-Jul-2009
Classic Woodie Camarilla DeMark
R4 5.796 5.749 5.581
R3 5.712 5.665 5.558
R2 5.628 5.628 5.550
R1 5.581 5.581 5.543 5.605
PP 5.544 5.544 5.544 5.555
S1 5.497 5.497 5.527 5.521
S2 5.460 5.460 5.520
S3 5.376 5.413 5.512
S4 5.292 5.329 5.489
Weekly Pivots for week ending 26-Jun-2009
Classic Woodie Camarilla DeMark
R4 6.651 6.522 5.925
R3 6.329 6.200 5.837
R2 6.007 6.007 5.807
R1 5.878 5.878 5.778 5.782
PP 5.685 5.685 5.685 5.637
S1 5.556 5.556 5.718 5.460
S2 5.363 5.363 5.689
S3 5.041 5.234 5.659
S4 4.719 4.912 5.571
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.764 5.506 0.258 4.7% 0.136 2.5% 11% False True 3,477
10 6.085 5.493 0.592 10.7% 0.163 3.0% 7% False False 3,701
20 6.170 5.468 0.702 12.7% 0.189 3.4% 10% False False 3,776
40 6.170 5.365 0.805 14.5% 0.201 3.6% 21% False False 3,634
60 6.170 5.170 1.000 18.1% 0.173 3.1% 37% False False 3,156
80 6.170 5.170 1.000 18.1% 0.172 3.1% 37% False False 2,939
100 6.550 5.170 1.380 24.9% 0.169 3.1% 26% False False 2,709
120 7.143 5.170 1.973 35.6% 0.168 3.0% 18% False False 2,462
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 True
Bear Hook False
Bull Hook False
Stretch 0.029
Narrowest range in 43 trading days
Fibonacci Retracements and Extensions
4.250 5.947
2.618 5.810
1.618 5.726
1.000 5.674
0.618 5.642
HIGH 5.590
0.618 5.558
0.500 5.548
0.382 5.538
LOW 5.506
0.618 5.454
1.000 5.422
1.618 5.370
2.618 5.286
4.250 5.149
Fisher Pivots for day following 01-Jul-2009
Pivot 1 day 3 day
R1 5.548 5.618
PP 5.544 5.590
S1 5.539 5.563

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

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