NYMEX Natural Gas Future September 2009


Trading Metrics calculated at close of trading on 22-Apr-2009
Day Change Summary
Previous Current
21-Apr-2009 22-Apr-2009 Change Change % Previous Week
Open 4.016 3.999 -0.017 -0.4% 4.029
High 4.016 4.003 -0.013 -0.3% 4.266
Low 3.940 3.959 0.019 0.5% 3.996
Close 3.990 3.991 0.001 0.0% 4.213
Range 0.076 0.044 -0.032 -42.1% 0.270
ATR 0.166 0.157 -0.009 -5.2% 0.000
Volume 2,426 3,351 925 38.1% 13,248
Daily Pivots for day following 22-Apr-2009
Classic Woodie Camarilla DeMark
R4 4.116 4.098 4.015
R3 4.072 4.054 4.003
R2 4.028 4.028 3.999
R1 4.010 4.010 3.995 3.997
PP 3.984 3.984 3.984 3.978
S1 3.966 3.966 3.987 3.953
S2 3.940 3.940 3.983
S3 3.896 3.922 3.979
S4 3.852 3.878 3.967
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% 0.103 2.6% 16% False False 2,572
10 4.272 3.940 0.332 8.3% 0.122 3.1% 15% False False 2,826
20 4.838 3.940 0.898 22.5% 0.142 3.5% 6% False False 2,259
40 4.860 3.940 0.920 23.1% 0.166 4.2% 6% False False 2,084
60 5.392 3.940 1.452 36.4% 0.171 4.3% 4% False False 1,793
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.022
Narrowest range in 76 trading days
Fibonacci Retracements and Extensions
4.250 4.190
2.618 4.118
1.618 4.074
1.000 4.047
0.618 4.030
HIGH 4.003
0.618 3.986
0.500 3.981
0.382 3.976
LOW 3.959
0.618 3.932
1.000 3.915
1.618 3.888
2.618 3.844
4.250 3.772
Fisher Pivots for day following 22-Apr-2009
Pivot 1 day 3 day
R1 3.988 4.023
PP 3.984 4.012
S1 3.981 4.002

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

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