NYMEX Natural Gas Future September 2009


Trading Metrics calculated at close of trading on 21-Apr-2009
Day Change Summary
Previous Current
20-Apr-2009 21-Apr-2009 Change Change % Previous Week
Open 4.090 4.016 -0.074 -1.8% 4.029
High 4.105 4.016 -0.089 -2.2% 4.266
Low 4.020 3.940 -0.080 -2.0% 3.996
Close 4.027 3.990 -0.037 -0.9% 4.213
Range 0.085 0.076 -0.009 -10.6% 0.270
ATR 0.172 0.166 -0.006 -3.5% 0.000
Volume 2,261 2,426 165 7.3% 13,248
Daily Pivots for day following 21-Apr-2009
Classic Woodie Camarilla DeMark
R4 4.210 4.176 4.032
R3 4.134 4.100 4.011
R2 4.058 4.058 4.004
R1 4.024 4.024 3.997 4.003
PP 3.982 3.982 3.982 3.972
S1 3.948 3.948 3.983 3.927
S2 3.906 3.906 3.976
S3 3.830 3.872 3.969
S4 3.754 3.796 3.948
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 3.940 0.326 8.2% 0.115 2.9% 15% False True 2,550
10 4.272 3.940 0.332 8.3% 0.127 3.2% 15% False True 2,632
20 4.858 3.940 0.918 23.0% 0.148 3.7% 5% False True 2,145
40 4.860 3.940 0.920 23.1% 0.169 4.2% 5% False True 2,022
60 5.392 3.940 1.452 36.4% 0.173 4.3% 3% False True 1,748
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 15 trading days
Fibonacci Retracements and Extensions
4.250 4.339
2.618 4.215
1.618 4.139
1.000 4.092
0.618 4.063
HIGH 4.016
0.618 3.987
0.500 3.978
0.382 3.969
LOW 3.940
0.618 3.893
1.000 3.864
1.618 3.817
2.618 3.741
4.250 3.617
Fisher Pivots for day following 21-Apr-2009
Pivot 1 day 3 day
R1 3.986 4.103
PP 3.982 4.065
S1 3.978 4.028

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

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