NYMEX Natural Gas Future October 2009


Trading Metrics calculated at close of trading on 17-Apr-2009
Day Change Summary
Previous Current
16-Apr-2009 17-Apr-2009 Change Change % Previous Week
Open 4.260 4.227 -0.033 -0.8% 4.195
High 4.279 4.400 0.121 2.8% 4.400
Low 4.168 4.172 0.004 0.1% 4.131
Close 4.227 4.346 0.119 2.8% 4.346
Range 0.111 0.228 0.117 105.4% 0.269
ATR 0.174 0.177 0.004 2.2% 0.000
Volume 6,088 7,579 1,491 24.5% 30,032
Daily Pivots for day following 17-Apr-2009
Classic Woodie Camarilla DeMark
R4 4.990 4.896 4.471
R3 4.762 4.668 4.409
R2 4.534 4.534 4.388
R1 4.440 4.440 4.367 4.487
PP 4.306 4.306 4.306 4.330
S1 4.212 4.212 4.325 4.259
S2 4.078 4.078 4.304
S3 3.850 3.984 4.283
S4 3.622 3.756 4.221
Weekly Pivots for week ending 17-Apr-2009
Classic Woodie Camarilla DeMark
R4 5.099 4.992 4.494
R3 4.830 4.723 4.420
R2 4.561 4.561 4.395
R1 4.454 4.454 4.371 4.508
PP 4.292 4.292 4.292 4.319
S1 4.185 4.185 4.321 4.239
S2 4.023 4.023 4.297
S3 3.754 3.916 4.272
S4 3.485 3.647 4.198
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.400 4.131 0.269 6.2% 0.144 3.3% 80% True False 6,006
10 4.410 4.131 0.279 6.4% 0.153 3.5% 77% False False 5,690
20 4.978 4.131 0.847 19.5% 0.169 3.9% 25% False False 6,589
40 4.978 4.131 0.847 19.5% 0.177 4.1% 25% False False 6,451
60 5.499 4.131 1.368 31.5% 0.186 4.3% 16% False False 5,900
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
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
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 5.369
2.618 4.997
1.618 4.769
1.000 4.628
0.618 4.541
HIGH 4.400
0.618 4.313
0.500 4.286
0.382 4.259
LOW 4.172
0.618 4.031
1.000 3.944
1.618 3.803
2.618 3.575
4.250 3.203
Fisher Pivots for day following 17-Apr-2009
Pivot 1 day 3 day
R1 4.326 4.325
PP 4.306 4.305
S1 4.286 4.284

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

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