NYMEX Natural Gas Future October 2009


Trading Metrics calculated at close of trading on 21-Apr-2009
Day Change Summary
Previous Current
20-Apr-2009 21-Apr-2009 Change Change % Previous Week
Open 4.306 4.160 -0.146 -3.4% 4.195
High 4.306 4.165 -0.141 -3.3% 4.400
Low 4.147 4.072 -0.075 -1.8% 4.131
Close 4.160 4.125 -0.035 -0.8% 4.346
Range 0.159 0.093 -0.066 -41.5% 0.269
ATR 0.179 0.173 -0.006 -3.4% 0.000
Volume 6,054 4,707 -1,347 -22.2% 30,032
Daily Pivots for day following 21-Apr-2009
Classic Woodie Camarilla DeMark
R4 4.400 4.355 4.176
R3 4.307 4.262 4.151
R2 4.214 4.214 4.142
R1 4.169 4.169 4.134 4.145
PP 4.121 4.121 4.121 4.109
S1 4.076 4.076 4.116 4.052
S2 4.028 4.028 4.108
S3 3.935 3.983 4.099
S4 3.842 3.890 4.074
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 4.072 0.328 8.0% 0.140 3.4% 16% False True 6,027
10 4.410 4.072 0.338 8.2% 0.150 3.6% 16% False True 5,560
20 4.978 4.072 0.906 22.0% 0.166 4.0% 6% False True 6,163
40 4.978 4.072 0.906 22.0% 0.179 4.3% 6% False True 6,403
60 5.499 4.072 1.427 34.6% 0.183 4.4% 4% False True 5,939
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.032
Narrowest range in 24 trading days
Fibonacci Retracements and Extensions
4.250 4.560
2.618 4.408
1.618 4.315
1.000 4.258
0.618 4.222
HIGH 4.165
0.618 4.129
0.500 4.119
0.382 4.108
LOW 4.072
0.618 4.015
1.000 3.979
1.618 3.922
2.618 3.829
4.250 3.677
Fisher Pivots for day following 21-Apr-2009
Pivot 1 day 3 day
R1 4.123 4.236
PP 4.121 4.199
S1 4.119 4.162

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

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