NYMEX Natural Gas Future October 2009


Trading Metrics calculated at close of trading on 20-Apr-2009
Day Change Summary
Previous Current
17-Apr-2009 20-Apr-2009 Change Change % Previous Week
Open 4.227 4.306 0.079 1.9% 4.195
High 4.400 4.306 -0.094 -2.1% 4.400
Low 4.172 4.147 -0.025 -0.6% 4.131
Close 4.346 4.160 -0.186 -4.3% 4.346
Range 0.228 0.159 -0.069 -30.3% 0.269
ATR 0.177 0.179 0.002 0.9% 0.000
Volume 7,579 6,054 -1,525 -20.1% 30,032
Daily Pivots for day following 20-Apr-2009
Classic Woodie Camarilla DeMark
R4 4.681 4.580 4.247
R3 4.522 4.421 4.204
R2 4.363 4.363 4.189
R1 4.262 4.262 4.175 4.233
PP 4.204 4.204 4.204 4.190
S1 4.103 4.103 4.145 4.074
S2 4.045 4.045 4.131
S3 3.886 3.944 4.116
S4 3.727 3.785 4.073
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 4.147 0.253 6.1% 0.146 3.5% 5% False True 6,084
10 4.410 4.131 0.279 6.7% 0.158 3.8% 10% False False 5,688
20 4.978 4.131 0.847 20.4% 0.167 4.0% 3% False False 6,214
40 4.978 4.131 0.847 20.4% 0.179 4.3% 3% False False 6,400
60 5.499 4.131 1.368 32.9% 0.185 4.4% 2% False False 5,921
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 4.982
2.618 4.722
1.618 4.563
1.000 4.465
0.618 4.404
HIGH 4.306
0.618 4.245
0.500 4.227
0.382 4.208
LOW 4.147
0.618 4.049
1.000 3.988
1.618 3.890
2.618 3.731
4.250 3.471
Fisher Pivots for day following 20-Apr-2009
Pivot 1 day 3 day
R1 4.227 4.274
PP 4.204 4.236
S1 4.182 4.198

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

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