NYMEX Natural Gas Future October 2009


Trading Metrics calculated at close of trading on 01-May-2009
Day Change Summary
Previous Current
30-Apr-2009 01-May-2009 Change Change % Previous Week
Open 3.820 3.860 0.040 1.0% 3.819
High 3.889 4.038 0.149 3.8% 4.038
Low 3.754 3.860 0.106 2.8% 3.754
Close 3.854 4.003 0.149 3.9% 4.003
Range 0.135 0.178 0.043 31.9% 0.284
ATR 0.155 0.157 0.002 1.3% 0.000
Volume 8,657 8,699 42 0.5% 33,796
Daily Pivots for day following 01-May-2009
Classic Woodie Camarilla DeMark
R4 4.501 4.430 4.101
R3 4.323 4.252 4.052
R2 4.145 4.145 4.036
R1 4.074 4.074 4.019 4.110
PP 3.967 3.967 3.967 3.985
S1 3.896 3.896 3.987 3.932
S2 3.789 3.789 3.970
S3 3.611 3.718 3.954
S4 3.433 3.540 3.905
Weekly Pivots for week ending 01-May-2009
Classic Woodie Camarilla DeMark
R4 4.784 4.677 4.159
R3 4.500 4.393 4.081
R2 4.216 4.216 4.055
R1 4.109 4.109 4.029 4.163
PP 3.932 3.932 3.932 3.958
S1 3.825 3.825 3.977 3.879
S2 3.648 3.648 3.951
S3 3.364 3.541 3.925
S4 3.080 3.257 3.847
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.038 3.754 0.284 7.1% 0.141 3.5% 88% True False 6,759
10 4.306 3.754 0.552 13.8% 0.128 3.2% 45% False False 6,483
20 4.410 3.754 0.656 16.4% 0.141 3.5% 38% False False 6,087
40 4.978 3.754 1.224 30.6% 0.163 4.1% 20% False False 6,509
60 5.499 3.754 1.745 43.6% 0.173 4.3% 14% False False 6,238
80 6.593 3.754 2.839 70.9% 0.182 4.5% 9% False False 5,665
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 0.028
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 4.795
2.618 4.504
1.618 4.326
1.000 4.216
0.618 4.148
HIGH 4.038
0.618 3.970
0.500 3.949
0.382 3.928
LOW 3.860
0.618 3.750
1.000 3.682
1.618 3.572
2.618 3.394
4.250 3.104
Fisher Pivots for day following 01-May-2009
Pivot 1 day 3 day
R1 3.985 3.967
PP 3.967 3.932
S1 3.949 3.896

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

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