NYMEX Natural Gas Future September 2009


Trading Metrics calculated at close of trading on 28-Apr-2009
Day Change Summary
Previous Current
27-Apr-2009 28-Apr-2009 Change Change % Previous Week
Open 3.665 3.748 0.083 2.3% 4.090
High 3.734 3.808 0.074 2.0% 4.105
Low 3.625 3.675 0.050 1.4% 3.745
Close 3.724 3.796 0.072 1.9% 3.767
Range 0.109 0.133 0.024 22.0% 0.360
ATR 0.154 0.152 -0.001 -1.0% 0.000
Volume 1,696 1,497 -199 -11.7% 14,553
Daily Pivots for day following 28-Apr-2009
Classic Woodie Camarilla DeMark
R4 4.159 4.110 3.869
R3 4.026 3.977 3.833
R2 3.893 3.893 3.820
R1 3.844 3.844 3.808 3.869
PP 3.760 3.760 3.760 3.772
S1 3.711 3.711 3.784 3.736
S2 3.627 3.627 3.772
S3 3.494 3.578 3.759
S4 3.361 3.445 3.723
Weekly Pivots for week ending 24-Apr-2009
Classic Woodie Camarilla DeMark
R4 4.952 4.720 3.965
R3 4.592 4.360 3.866
R2 4.232 4.232 3.833
R1 4.000 4.000 3.800 3.936
PP 3.872 3.872 3.872 3.841
S1 3.640 3.640 3.734 3.576
S2 3.512 3.512 3.701
S3 3.152 3.280 3.668
S4 2.792 2.920 3.569
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.003 3.625 0.378 10.0% 0.106 2.8% 45% False False 2,611
10 4.266 3.625 0.641 16.9% 0.111 2.9% 27% False False 2,581
20 4.272 3.625 0.647 17.0% 0.125 3.3% 26% False False 2,392
40 4.860 3.625 1.235 32.5% 0.157 4.1% 14% False False 2,147
60 5.392 3.625 1.767 46.5% 0.167 4.4% 10% False False 1,876
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.020
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.373
2.618 4.156
1.618 4.023
1.000 3.941
0.618 3.890
HIGH 3.808
0.618 3.757
0.500 3.742
0.382 3.726
LOW 3.675
0.618 3.593
1.000 3.542
1.618 3.460
2.618 3.327
4.250 3.110
Fisher Pivots for day following 28-Apr-2009
Pivot 1 day 3 day
R1 3.778 3.783
PP 3.760 3.770
S1 3.742 3.757

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

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