NYMEX Natural Gas Future December 2009


Trading Metrics calculated at close of trading on 02-Jul-2009
Day Change Summary
Previous Current
01-Jul-2009 02-Jul-2009 Change Change % Previous Week
Open 5.533 5.520 -0.013 -0.2% 5.815
High 5.590 5.540 -0.050 -0.9% 5.815
Low 5.506 5.384 -0.122 -2.2% 5.493
Close 5.535 5.392 -0.143 -2.6% 5.748
Range 0.084 0.156 0.072 85.7% 0.322
ATR 0.183 0.182 -0.002 -1.1% 0.000
Volume 2,702 3,866 1,164 43.1% 21,582
Daily Pivots for day following 02-Jul-2009
Classic Woodie Camarilla DeMark
R4 5.907 5.805 5.478
R3 5.751 5.649 5.435
R2 5.595 5.595 5.421
R1 5.493 5.493 5.406 5.466
PP 5.439 5.439 5.439 5.425
S1 5.337 5.337 5.378 5.310
S2 5.283 5.283 5.363
S3 5.127 5.181 5.349
S4 4.971 5.025 5.306
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 5.384 0.380 7.0% 0.144 2.7% 2% False True 2,834
10 6.000 5.384 0.616 11.4% 0.158 2.9% 1% False True 3,666
20 6.170 5.384 0.786 14.6% 0.181 3.3% 1% False True 3,776
40 6.170 5.365 0.805 14.9% 0.199 3.7% 3% False False 3,659
60 6.170 5.170 1.000 18.5% 0.174 3.2% 22% False False 3,198
80 6.170 5.170 1.000 18.5% 0.173 3.2% 22% False False 2,974
100 6.550 5.170 1.380 25.6% 0.169 3.1% 16% False False 2,726
120 7.143 5.170 1.973 36.6% 0.168 3.1% 11% False False 2,491
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.027
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6.203
2.618 5.948
1.618 5.792
1.000 5.696
0.618 5.636
HIGH 5.540
0.618 5.480
0.500 5.462
0.382 5.444
LOW 5.384
0.618 5.288
1.000 5.228
1.618 5.132
2.618 4.976
4.250 4.721
Fisher Pivots for day following 02-Jul-2009
Pivot 1 day 3 day
R1 5.462 5.546
PP 5.439 5.495
S1 5.415 5.443

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

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