NYMEX Natural Gas Future October 2009


Trading Metrics calculated at close of trading on 23-Apr-2009
Day Change Summary
Previous Current
22-Apr-2009 23-Apr-2009 Change Change % Previous Week
Open 4.134 4.112 -0.022 -0.5% 4.195
High 4.141 4.135 -0.006 -0.1% 4.400
Low 4.097 3.996 -0.101 -2.5% 4.131
Close 4.131 4.016 -0.115 -2.8% 4.346
Range 0.044 0.139 0.095 215.9% 0.269
ATR 0.164 0.162 -0.002 -1.1% 0.000
Volume 6,628 6,172 -456 -6.9% 30,032
Daily Pivots for day following 23-Apr-2009
Classic Woodie Camarilla DeMark
R4 4.466 4.380 4.092
R3 4.327 4.241 4.054
R2 4.188 4.188 4.041
R1 4.102 4.102 4.029 4.076
PP 4.049 4.049 4.049 4.036
S1 3.963 3.963 4.003 3.937
S2 3.910 3.910 3.991
S3 3.771 3.824 3.978
S4 3.632 3.685 3.940
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 3.996 0.404 10.1% 0.133 3.3% 5% False True 6,228
10 4.410 3.996 0.414 10.3% 0.140 3.5% 5% False True 5,727
20 4.965 3.996 0.969 24.1% 0.162 4.0% 2% False True 6,271
40 4.978 3.996 0.982 24.5% 0.174 4.3% 2% False True 6,528
60 5.499 3.996 1.503 37.4% 0.182 4.5% 1% False True 6,029
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.033
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 4.726
2.618 4.499
1.618 4.360
1.000 4.274
0.618 4.221
HIGH 4.135
0.618 4.082
0.500 4.066
0.382 4.049
LOW 3.996
0.618 3.910
1.000 3.857
1.618 3.771
2.618 3.632
4.250 3.405
Fisher Pivots for day following 23-Apr-2009
Pivot 1 day 3 day
R1 4.066 4.081
PP 4.049 4.059
S1 4.033 4.038

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

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