NYMEX Natural Gas Future September 2009


Trading Metrics calculated at close of trading on 30-Apr-2009
Day Change Summary
Previous Current
29-Apr-2009 30-Apr-2009 Change Change % Previous Week
Open 3.780 3.680 -0.100 -2.6% 4.090
High 3.852 3.753 -0.099 -2.6% 4.105
Low 3.684 3.596 -0.088 -2.4% 3.745
Close 3.744 3.717 -0.027 -0.7% 3.767
Range 0.168 0.157 -0.011 -6.5% 0.360
ATR 0.153 0.154 0.000 0.2% 0.000
Volume 1,764 4,765 3,001 170.1% 14,553
Daily Pivots for day following 30-Apr-2009
Classic Woodie Camarilla DeMark
R4 4.160 4.095 3.803
R3 4.003 3.938 3.760
R2 3.846 3.846 3.746
R1 3.781 3.781 3.731 3.814
PP 3.689 3.689 3.689 3.705
S1 3.624 3.624 3.703 3.657
S2 3.532 3.532 3.688
S3 3.375 3.467 3.674
S4 3.218 3.310 3.631
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 3.889 3.596 0.293 7.9% 0.142 3.8% 41% False True 2,611
10 4.266 3.596 0.670 18.0% 0.121 3.3% 18% False True 2,723
20 4.272 3.596 0.676 18.2% 0.128 3.4% 18% False True 2,567
40 4.860 3.596 1.264 34.0% 0.158 4.2% 10% False True 2,255
60 5.392 3.596 1.796 48.3% 0.164 4.4% 7% False True 1,947
80 6.665 3.596 3.069 82.6% 0.174 4.7% 4% False True 1,702
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.031
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.420
2.618 4.164
1.618 4.007
1.000 3.910
0.618 3.850
HIGH 3.753
0.618 3.693
0.500 3.675
0.382 3.656
LOW 3.596
0.618 3.499
1.000 3.439
1.618 3.342
2.618 3.185
4.250 2.929
Fisher Pivots for day following 30-Apr-2009
Pivot 1 day 3 day
R1 3.703 3.724
PP 3.689 3.722
S1 3.675 3.719

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

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