NYMEX Natural Gas Future October 2009


Trading Metrics calculated at close of trading on 04-May-2009
Day Change Summary
Previous Current
01-May-2009 04-May-2009 Change Change % Previous Week
Open 3.860 4.028 0.168 4.4% 3.819
High 4.038 4.190 0.152 3.8% 4.038
Low 3.860 3.937 0.077 2.0% 3.754
Close 4.003 4.184 0.181 4.5% 4.003
Range 0.178 0.253 0.075 42.1% 0.284
ATR 0.157 0.164 0.007 4.4% 0.000
Volume 8,699 7,823 -876 -10.1% 33,796
Daily Pivots for day following 04-May-2009
Classic Woodie Camarilla DeMark
R4 4.863 4.776 4.323
R3 4.610 4.523 4.254
R2 4.357 4.357 4.230
R1 4.270 4.270 4.207 4.314
PP 4.104 4.104 4.104 4.125
S1 4.017 4.017 4.161 4.061
S2 3.851 3.851 4.138
S3 3.598 3.764 4.114
S4 3.345 3.511 4.045
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 4.190 3.754 0.436 10.4% 0.170 4.1% 99% True False 7,328
10 4.190 3.754 0.436 10.4% 0.138 3.3% 99% True False 6,660
20 4.410 3.754 0.656 15.7% 0.148 3.5% 66% False False 6,174
40 4.978 3.754 1.224 29.3% 0.166 4.0% 35% False False 6,491
60 5.499 3.754 1.745 41.7% 0.175 4.2% 25% False False 6,306
80 6.555 3.754 2.801 66.9% 0.183 4.4% 15% False False 5,717
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 0.038
Widest range in 26 trading days
Fibonacci Retracements and Extensions
4.250 5.265
2.618 4.852
1.618 4.599
1.000 4.443
0.618 4.346
HIGH 4.190
0.618 4.093
0.500 4.064
0.382 4.034
LOW 3.937
0.618 3.781
1.000 3.684
1.618 3.528
2.618 3.275
4.250 2.862
Fisher Pivots for day following 04-May-2009
Pivot 1 day 3 day
R1 4.144 4.113
PP 4.104 4.043
S1 4.064 3.972

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

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