NYMEX Natural Gas Future August 2009


Trading Metrics calculated at close of trading on 20-Apr-2009
Day Change Summary
Previous Current
17-Apr-2009 20-Apr-2009 Change Change % Previous Week
Open 4.011 4.116 0.105 2.6% 3.965
High 4.196 4.116 -0.080 -1.9% 4.196
Low 3.989 3.937 -0.052 -1.3% 3.924
Close 4.143 3.953 -0.190 -4.6% 4.143
Range 0.207 0.179 -0.028 -13.5% 0.272
ATR 0.178 0.180 0.002 1.1% 0.000
Volume 3,450 5,298 1,848 53.6% 16,753
Daily Pivots for day following 20-Apr-2009
Classic Woodie Camarilla DeMark
R4 4.539 4.425 4.051
R3 4.360 4.246 4.002
R2 4.181 4.181 3.986
R1 4.067 4.067 3.969 4.035
PP 4.002 4.002 4.002 3.986
S1 3.888 3.888 3.937 3.856
S2 3.823 3.823 3.920
S3 3.644 3.709 3.904
S4 3.465 3.530 3.855
Weekly Pivots for week ending 17-Apr-2009
Classic Woodie Camarilla DeMark
R4 4.904 4.795 4.293
R3 4.632 4.523 4.218
R2 4.360 4.360 4.193
R1 4.251 4.251 4.168 4.306
PP 4.088 4.088 4.088 4.115
S1 3.979 3.979 4.118 4.034
S2 3.816 3.816 4.093
S3 3.544 3.707 4.068
S4 3.272 3.435 3.993
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.196 3.937 0.259 6.6% 0.157 4.0% 6% False True 3,725
10 4.233 3.924 0.309 7.8% 0.161 4.1% 9% False False 3,793
20 4.820 3.924 0.896 22.7% 0.169 4.3% 3% False False 3,366
40 4.820 3.924 0.896 22.7% 0.180 4.6% 3% False False 2,920
60 5.350 3.924 1.426 36.1% 0.186 4.7% 2% False False 2,441
80 6.619 3.924 2.695 68.2% 0.194 4.9% 1% False False 2,044
100 7.153 3.924 3.229 81.7% 0.189 4.8% 1% False False 1,798
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 0.019
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.877
2.618 4.585
1.618 4.406
1.000 4.295
0.618 4.227
HIGH 4.116
0.618 4.048
0.500 4.027
0.382 4.005
LOW 3.937
0.618 3.826
1.000 3.758
1.618 3.647
2.618 3.468
4.250 3.176
Fisher Pivots for day following 20-Apr-2009
Pivot 1 day 3 day
R1 4.027 4.067
PP 4.002 4.029
S1 3.978 3.991

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

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