NYMEX Natural Gas Future September 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 4.070 4.090 0.020 0.5% 4.029
High 4.266 4.105 -0.161 -3.8% 4.266
Low 4.068 4.020 -0.048 -1.2% 3.996
Close 4.213 4.027 -0.186 -4.4% 4.213
Range 0.198 0.085 -0.113 -57.1% 0.270
ATR 0.170 0.172 0.002 1.0% 0.000
Volume 2,962 2,261 -701 -23.7% 13,248
Daily Pivots for day following 20-Apr-2009
Classic Woodie Camarilla DeMark
R4 4.306 4.251 4.074
R3 4.221 4.166 4.050
R2 4.136 4.136 4.043
R1 4.081 4.081 4.035 4.066
PP 4.051 4.051 4.051 4.043
S1 3.996 3.996 4.019 3.981
S2 3.966 3.966 4.011
S3 3.881 3.911 4.004
S4 3.796 3.826 3.980
Weekly Pivots for week ending 17-Apr-2009
Classic Woodie Camarilla DeMark
R4 4.968 4.861 4.362
R3 4.698 4.591 4.287
R2 4.428 4.428 4.263
R1 4.321 4.321 4.238 4.375
PP 4.158 4.158 4.158 4.185
S1 4.051 4.051 4.188 4.105
S2 3.888 3.888 4.164
S3 3.618 3.781 4.139
S4 3.348 3.511 4.065
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.266 4.020 0.246 6.1% 0.125 3.1% 3% False True 2,600
10 4.272 3.996 0.276 6.9% 0.135 3.3% 11% False False 2,598
20 4.858 3.996 0.862 21.4% 0.148 3.7% 4% False False 2,123
40 4.860 3.996 0.864 21.5% 0.170 4.2% 4% False False 1,990
60 5.392 3.996 1.396 34.7% 0.175 4.4% 2% False False 1,724
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 False
Bear Hook False
Bull Hook False
Stretch 0.022
Narrowest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 4.466
2.618 4.328
1.618 4.243
1.000 4.190
0.618 4.158
HIGH 4.105
0.618 4.073
0.500 4.063
0.382 4.052
LOW 4.020
0.618 3.967
1.000 3.935
1.618 3.882
2.618 3.797
4.250 3.659
Fisher Pivots for day following 20-Apr-2009
Pivot 1 day 3 day
R1 4.063 4.143
PP 4.051 4.104
S1 4.039 4.066

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

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