NYMEX Natural Gas Future November 2009


Trading Metrics calculated at close of trading on 17-Apr-2009
Day Change Summary
Previous Current
16-Apr-2009 17-Apr-2009 Change Change % Previous Week
Open 4.890 4.861 -0.029 -0.6% 4.770
High 4.897 5.054 0.157 3.2% 5.054
Low 4.819 4.860 0.041 0.9% 4.742
Close 4.875 5.001 0.126 2.6% 5.001
Range 0.078 0.194 0.116 148.7% 0.312
ATR 0.143 0.146 0.004 2.6% 0.000
Volume 895 1,288 393 43.9% 4,275
Daily Pivots for day following 17-Apr-2009
Classic Woodie Camarilla DeMark
R4 5.554 5.471 5.108
R3 5.360 5.277 5.054
R2 5.166 5.166 5.037
R1 5.083 5.083 5.019 5.125
PP 4.972 4.972 4.972 4.992
S1 4.889 4.889 4.983 4.931
S2 4.778 4.778 4.965
S3 4.584 4.695 4.948
S4 4.390 4.501 4.894
Weekly Pivots for week ending 17-Apr-2009
Classic Woodie Camarilla DeMark
R4 5.868 5.747 5.173
R3 5.556 5.435 5.087
R2 5.244 5.244 5.058
R1 5.123 5.123 5.030 5.184
PP 4.932 4.932 4.932 4.963
S1 4.811 4.811 4.972 4.872
S2 4.620 4.620 4.944
S3 4.308 4.499 4.915
S4 3.996 4.187 4.829
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.054 4.742 0.312 6.2% 0.126 2.5% 83% True False 855
10 5.054 4.742 0.312 6.2% 0.112 2.2% 83% True False 918
20 5.485 4.742 0.743 14.9% 0.133 2.7% 35% False False 1,271
40 5.485 4.742 0.743 14.9% 0.140 2.8% 35% False False 1,101
60 5.975 4.742 1.233 24.7% 0.150 3.0% 21% False False 1,076
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 0.025
Widest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 5.879
2.618 5.562
1.618 5.368
1.000 5.248
0.618 5.174
HIGH 5.054
0.618 4.980
0.500 4.957
0.382 4.934
LOW 4.860
0.618 4.740
1.000 4.666
1.618 4.546
2.618 4.352
4.250 4.036
Fisher Pivots for day following 17-Apr-2009
Pivot 1 day 3 day
R1 4.986 4.980
PP 4.972 4.958
S1 4.957 4.937

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

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