NYMEX Natural Gas Future September 2009


Trading Metrics calculated at close of trading on 04-May-2009
Day Change Summary
Previous Current
01-May-2009 04-May-2009 Change Change % Previous Week
Open 3.726 3.891 0.165 4.4% 3.665
High 3.907 4.059 0.152 3.9% 3.907
Low 3.717 3.797 0.080 2.2% 3.596
Close 3.870 4.049 0.179 4.6% 3.870
Range 0.190 0.262 0.072 37.9% 0.311
ATR 0.156 0.164 0.008 4.8% 0.000
Volume 4,115 4,017 -98 -2.4% 13,837
Daily Pivots for day following 04-May-2009
Classic Woodie Camarilla DeMark
R4 4.754 4.664 4.193
R3 4.492 4.402 4.121
R2 4.230 4.230 4.097
R1 4.140 4.140 4.073 4.185
PP 3.968 3.968 3.968 3.991
S1 3.878 3.878 4.025 3.923
S2 3.706 3.706 4.001
S3 3.444 3.616 3.977
S4 3.182 3.354 3.905
Weekly Pivots for week ending 01-May-2009
Classic Woodie Camarilla DeMark
R4 4.724 4.608 4.041
R3 4.413 4.297 3.956
R2 4.102 4.102 3.927
R1 3.986 3.986 3.899 4.044
PP 3.791 3.791 3.791 3.820
S1 3.675 3.675 3.841 3.733
S2 3.480 3.480 3.813
S3 3.169 3.364 3.784
S4 2.858 3.053 3.699
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.059 3.596 0.463 11.4% 0.182 4.5% 98% True False 3,231
10 4.059 3.596 0.463 11.4% 0.138 3.4% 98% True False 3,014
20 4.272 3.596 0.676 16.7% 0.136 3.4% 67% False False 2,806
40 4.860 3.596 1.264 31.2% 0.159 3.9% 36% False False 2,338
60 5.392 3.596 1.796 44.4% 0.167 4.1% 25% False False 2,049
80 6.401 3.596 2.805 69.3% 0.174 4.3% 16% False False 1,788
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.039
Widest range in 26 trading days
Fibonacci Retracements and Extensions
4.250 5.173
2.618 4.745
1.618 4.483
1.000 4.321
0.618 4.221
HIGH 4.059
0.618 3.959
0.500 3.928
0.382 3.897
LOW 3.797
0.618 3.635
1.000 3.535
1.618 3.373
2.618 3.111
4.250 2.684
Fisher Pivots for day following 04-May-2009
Pivot 1 day 3 day
R1 4.009 3.975
PP 3.968 3.901
S1 3.928 3.828

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

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