NYMEX Natural Gas Future October 2009


Trading Metrics calculated at close of trading on 15-Apr-2009
Day Change Summary
Previous Current
14-Apr-2009 15-Apr-2009 Change Change % Previous Week
Open 4.282 4.326 0.044 1.0% 4.400
High 4.338 4.355 0.017 0.4% 4.410
Low 4.214 4.245 0.031 0.7% 4.145
Close 4.317 4.312 -0.005 -0.1% 4.226
Range 0.124 0.110 -0.014 -11.3% 0.265
ATR 0.181 0.176 -0.005 -2.8% 0.000
Volume 4,993 5,709 716 14.3% 20,796
Daily Pivots for day following 15-Apr-2009
Classic Woodie Camarilla DeMark
R4 4.634 4.583 4.373
R3 4.524 4.473 4.342
R2 4.414 4.414 4.332
R1 4.363 4.363 4.322 4.334
PP 4.304 4.304 4.304 4.289
S1 4.253 4.253 4.302 4.224
S2 4.194 4.194 4.292
S3 4.084 4.143 4.282
S4 3.974 4.033 4.252
Weekly Pivots for week ending 10-Apr-2009
Classic Woodie Camarilla DeMark
R4 5.055 4.906 4.372
R3 4.790 4.641 4.299
R2 4.525 4.525 4.275
R1 4.376 4.376 4.250 4.318
PP 4.260 4.260 4.260 4.232
S1 4.111 4.111 4.202 4.053
S2 3.995 3.995 4.177
S3 3.730 3.846 4.153
S4 3.465 3.581 4.080
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.410 4.131 0.279 6.5% 0.151 3.5% 65% False False 5,456
10 4.410 4.131 0.279 6.5% 0.152 3.5% 65% False False 5,780
20 4.978 4.131 0.847 19.6% 0.188 4.4% 21% False False 6,448
40 4.978 4.131 0.847 19.6% 0.177 4.1% 21% False False 6,373
60 5.499 4.131 1.368 31.7% 0.186 4.3% 13% False False 5,756
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.028
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 4.823
2.618 4.643
1.618 4.533
1.000 4.465
0.618 4.423
HIGH 4.355
0.618 4.313
0.500 4.300
0.382 4.287
LOW 4.245
0.618 4.177
1.000 4.135
1.618 4.067
2.618 3.957
4.250 3.778
Fisher Pivots for day following 15-Apr-2009
Pivot 1 day 3 day
R1 4.308 4.289
PP 4.304 4.266
S1 4.300 4.243

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

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