NYMEX Natural Gas Future September 2009


Trading Metrics calculated at close of trading on 23-Apr-2009
Day Change Summary
Previous Current
22-Apr-2009 23-Apr-2009 Change Change % Previous Week
Open 3.999 3.953 -0.046 -1.2% 4.029
High 4.003 3.953 -0.050 -1.2% 4.266
Low 3.959 3.853 -0.106 -2.7% 3.996
Close 3.991 3.873 -0.118 -3.0% 4.213
Range 0.044 0.100 0.056 127.3% 0.270
ATR 0.157 0.156 -0.001 -0.9% 0.000
Volume 3,351 3,178 -173 -5.2% 13,248
Daily Pivots for day following 23-Apr-2009
Classic Woodie Camarilla DeMark
R4 4.193 4.133 3.928
R3 4.093 4.033 3.901
R2 3.993 3.993 3.891
R1 3.933 3.933 3.882 3.913
PP 3.893 3.893 3.893 3.883
S1 3.833 3.833 3.864 3.813
S2 3.793 3.793 3.855
S3 3.693 3.733 3.846
S4 3.593 3.633 3.818
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 3.853 0.413 10.7% 0.101 2.6% 5% False True 2,835
10 4.272 3.853 0.419 10.8% 0.122 3.1% 5% False True 2,747
20 4.818 3.853 0.965 24.9% 0.142 3.7% 2% False True 2,353
40 4.860 3.853 1.007 26.0% 0.164 4.2% 2% False True 2,131
60 5.392 3.853 1.539 39.7% 0.171 4.4% 1% False True 1,831
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 4.378
2.618 4.215
1.618 4.115
1.000 4.053
0.618 4.015
HIGH 3.953
0.618 3.915
0.500 3.903
0.382 3.891
LOW 3.853
0.618 3.791
1.000 3.753
1.618 3.691
2.618 3.591
4.250 3.428
Fisher Pivots for day following 23-Apr-2009
Pivot 1 day 3 day
R1 3.903 3.935
PP 3.893 3.914
S1 3.883 3.894

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

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