NYMEX Natural Gas Future November 2009


Trading Metrics calculated at close of trading on 20-Apr-2009
Day Change Summary
Previous Current
17-Apr-2009 20-Apr-2009 Change Change % Previous Week
Open 4.861 4.937 0.076 1.6% 4.770
High 5.054 4.937 -0.117 -2.3% 5.054
Low 4.860 4.831 -0.029 -0.6% 4.742
Close 5.001 4.845 -0.156 -3.1% 5.001
Range 0.194 0.106 -0.088 -45.4% 0.312
ATR 0.146 0.148 0.002 1.1% 0.000
Volume 1,288 1,952 664 51.6% 4,275
Daily Pivots for day following 20-Apr-2009
Classic Woodie Camarilla DeMark
R4 5.189 5.123 4.903
R3 5.083 5.017 4.874
R2 4.977 4.977 4.864
R1 4.911 4.911 4.855 4.891
PP 4.871 4.871 4.871 4.861
S1 4.805 4.805 4.835 4.785
S2 4.765 4.765 4.826
S3 4.659 4.699 4.816
S4 4.553 4.593 4.787
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 4.819 0.235 4.9% 0.120 2.5% 11% False False 1,117
10 5.054 4.742 0.312 6.4% 0.114 2.3% 33% False False 1,016
20 5.485 4.742 0.743 15.3% 0.130 2.7% 14% False False 1,226
40 5.485 4.742 0.743 15.3% 0.141 2.9% 14% False False 1,116
60 5.975 4.742 1.233 25.4% 0.149 3.1% 8% False False 1,097
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 0.021
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.388
2.618 5.215
1.618 5.109
1.000 5.043
0.618 5.003
HIGH 4.937
0.618 4.897
0.500 4.884
0.382 4.871
LOW 4.831
0.618 4.765
1.000 4.725
1.618 4.659
2.618 4.553
4.250 4.381
Fisher Pivots for day following 20-Apr-2009
Pivot 1 day 3 day
R1 4.884 4.937
PP 4.871 4.906
S1 4.858 4.876

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

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