NYMEX Natural Gas Future August 2009


Trading Metrics calculated at close of trading on 13-Apr-2009
Day Change Summary
Previous Current
09-Apr-2009 13-Apr-2009 Change Change % Previous Week
Open 4.048 3.965 -0.083 -2.1% 4.196
High 4.233 4.077 -0.156 -3.7% 4.233
Low 3.975 3.924 -0.051 -1.3% 3.947
Close 4.024 4.053 0.029 0.7% 4.024
Range 0.258 0.153 -0.105 -40.7% 0.286
ATR 0.188 0.186 -0.003 -1.3% 0.000
Volume 3,701 3,424 -277 -7.5% 15,882
Daily Pivots for day following 13-Apr-2009
Classic Woodie Camarilla DeMark
R4 4.477 4.418 4.137
R3 4.324 4.265 4.095
R2 4.171 4.171 4.081
R1 4.112 4.112 4.067 4.142
PP 4.018 4.018 4.018 4.033
S1 3.959 3.959 4.039 3.989
S2 3.865 3.865 4.025
S3 3.712 3.806 4.011
S4 3.559 3.653 3.969
Weekly Pivots for week ending 10-Apr-2009
Classic Woodie Camarilla DeMark
R4 4.926 4.761 4.181
R3 4.640 4.475 4.103
R2 4.354 4.354 4.076
R1 4.189 4.189 4.050 4.129
PP 4.068 4.068 4.068 4.038
S1 3.903 3.903 3.998 3.843
S2 3.782 3.782 3.972
S3 3.496 3.617 3.945
S4 3.210 3.331 3.867
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.233 3.924 0.309 7.6% 0.164 4.1% 42% False True 3,861
10 4.233 3.924 0.309 7.6% 0.151 3.7% 42% False True 3,463
20 4.820 3.924 0.896 22.1% 0.189 4.7% 14% False True 2,964
40 4.992 3.924 1.068 26.4% 0.180 4.4% 12% False True 2,651
60 5.470 3.924 1.546 38.1% 0.188 4.6% 8% False True 2,210
80 6.619 3.924 2.695 66.5% 0.194 4.8% 5% False True 1,855
100 7.211 3.924 3.287 81.1% 0.190 4.7% 4% False True 1,657
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 True
Bull Hook False
Stretch 0.028
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.727
2.618 4.478
1.618 4.325
1.000 4.230
0.618 4.172
HIGH 4.077
0.618 4.019
0.500 4.001
0.382 3.982
LOW 3.924
0.618 3.829
1.000 3.771
1.618 3.676
2.618 3.523
4.250 3.274
Fisher Pivots for day following 13-Apr-2009
Pivot 1 day 3 day
R1 4.036 4.079
PP 4.018 4.070
S1 4.001 4.062

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

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