NYMEX Natural Gas Future October 2009


Trading Metrics calculated at close of trading on 27-Apr-2009
Day Change Summary
Previous Current
24-Apr-2009 27-Apr-2009 Change Change % Previous Week
Open 3.990 3.819 -0.171 -4.3% 4.306
High 4.030 3.881 -0.149 -3.7% 4.306
Low 3.888 3.773 -0.115 -3.0% 3.888
Close 3.910 3.868 -0.042 -1.1% 3.910
Range 0.142 0.108 -0.034 -23.9% 0.418
ATR 0.160 0.159 -0.002 -1.0% 0.000
Volume 7,481 4,978 -2,503 -33.5% 31,042
Daily Pivots for day following 27-Apr-2009
Classic Woodie Camarilla DeMark
R4 4.165 4.124 3.927
R3 4.057 4.016 3.898
R2 3.949 3.949 3.888
R1 3.908 3.908 3.878 3.929
PP 3.841 3.841 3.841 3.851
S1 3.800 3.800 3.858 3.821
S2 3.733 3.733 3.848
S3 3.625 3.692 3.838
S4 3.517 3.584 3.809
Weekly Pivots for week ending 24-Apr-2009
Classic Woodie Camarilla DeMark
R4 5.289 5.017 4.140
R3 4.871 4.599 4.025
R2 4.453 4.453 3.987
R1 4.181 4.181 3.948 4.108
PP 4.035 4.035 4.035 3.998
S1 3.763 3.763 3.872 3.690
S2 3.617 3.617 3.833
S3 3.199 3.345 3.795
S4 2.781 2.927 3.680
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.165 3.773 0.392 10.1% 0.105 2.7% 24% False True 5,993
10 4.400 3.773 0.627 16.2% 0.126 3.3% 15% False True 6,038
20 4.410 3.773 0.637 16.5% 0.140 3.6% 15% False True 5,988
40 4.978 3.773 1.205 31.2% 0.169 4.4% 8% False True 6,553
60 5.499 3.773 1.726 44.6% 0.179 4.6% 6% False True 6,115
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 0.028
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 4.340
2.618 4.164
1.618 4.056
1.000 3.989
0.618 3.948
HIGH 3.881
0.618 3.840
0.500 3.827
0.382 3.814
LOW 3.773
0.618 3.706
1.000 3.665
1.618 3.598
2.618 3.490
4.250 3.314
Fisher Pivots for day following 27-Apr-2009
Pivot 1 day 3 day
R1 3.854 3.954
PP 3.841 3.925
S1 3.827 3.897

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

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