NYMEX Natural Gas Future October 2009


Trading Metrics calculated at close of trading on 29-Apr-2009
Day Change Summary
Previous Current
28-Apr-2009 29-Apr-2009 Change Change % Previous Week
Open 3.870 3.939 0.069 1.8% 4.306
High 3.940 3.980 0.040 1.0% 4.306
Low 3.814 3.820 0.006 0.2% 3.888
Close 3.934 3.882 -0.052 -1.3% 3.910
Range 0.126 0.160 0.034 27.0% 0.418
ATR 0.156 0.157 0.000 0.2% 0.000
Volume 4,917 6,545 1,628 33.1% 31,042
Daily Pivots for day following 29-Apr-2009
Classic Woodie Camarilla DeMark
R4 4.374 4.288 3.970
R3 4.214 4.128 3.926
R2 4.054 4.054 3.911
R1 3.968 3.968 3.897 3.931
PP 3.894 3.894 3.894 3.876
S1 3.808 3.808 3.867 3.771
S2 3.734 3.734 3.853
S3 3.574 3.648 3.838
S4 3.414 3.488 3.794
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 4.135 3.773 0.362 9.3% 0.135 3.5% 30% False False 6,018
10 4.400 3.773 0.627 16.2% 0.131 3.4% 17% False False 6,114
20 4.410 3.773 0.637 16.4% 0.141 3.6% 17% False False 5,947
40 4.978 3.773 1.205 31.0% 0.167 4.3% 9% False False 6,515
60 5.499 3.773 1.726 44.5% 0.175 4.5% 6% False False 6,151
80 6.784 3.773 3.011 77.6% 0.184 4.8% 4% False False 5,531
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.029
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 4.660
2.618 4.399
1.618 4.239
1.000 4.140
0.618 4.079
HIGH 3.980
0.618 3.919
0.500 3.900
0.382 3.881
LOW 3.820
0.618 3.721
1.000 3.660
1.618 3.561
2.618 3.401
4.250 3.140
Fisher Pivots for day following 29-Apr-2009
Pivot 1 day 3 day
R1 3.900 3.880
PP 3.894 3.878
S1 3.888 3.877

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

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