NYMEX Natural Gas Future September 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 4.110 4.029 -0.081 -2.0% 4.248
High 4.272 4.135 -0.137 -3.2% 4.272
Low 4.040 3.996 -0.044 -1.1% 4.019
Close 4.095 4.126 0.031 0.8% 4.095
Range 0.232 0.139 -0.093 -40.1% 0.253
ATR 0.181 0.178 -0.003 -1.7% 0.000
Volume 3,014 2,508 -506 -16.8% 10,472
Daily Pivots for day following 13-Apr-2009
Classic Woodie Camarilla DeMark
R4 4.503 4.453 4.202
R3 4.364 4.314 4.164
R2 4.225 4.225 4.151
R1 4.175 4.175 4.139 4.200
PP 4.086 4.086 4.086 4.098
S1 4.036 4.036 4.113 4.061
S2 3.947 3.947 4.101
S3 3.808 3.897 4.088
S4 3.669 3.758 4.050
Weekly Pivots for week ending 10-Apr-2009
Classic Woodie Camarilla DeMark
R4 4.888 4.744 4.234
R3 4.635 4.491 4.165
R2 4.382 4.382 4.141
R1 4.238 4.238 4.118 4.184
PP 4.129 4.129 4.129 4.101
S1 3.985 3.985 4.072 3.931
S2 3.876 3.876 4.049
S3 3.623 3.732 4.025
S4 3.370 3.479 3.956
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.272 3.996 0.276 6.7% 0.144 3.5% 47% False True 2,596
10 4.272 3.996 0.276 6.7% 0.134 3.2% 47% False True 2,167
20 4.860 3.996 0.864 20.9% 0.183 4.4% 15% False True 1,892
40 5.029 3.996 1.033 25.0% 0.171 4.1% 13% False True 1,826
60 5.530 3.996 1.534 37.2% 0.179 4.3% 8% False True 1,585
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 0.025
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.726
2.618 4.499
1.618 4.360
1.000 4.274
0.618 4.221
HIGH 4.135
0.618 4.082
0.500 4.066
0.382 4.049
LOW 3.996
0.618 3.910
1.000 3.857
1.618 3.771
2.618 3.632
4.250 3.405
Fisher Pivots for day following 13-Apr-2009
Pivot 1 day 3 day
R1 4.106 4.134
PP 4.086 4.131
S1 4.066 4.129

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

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