NYMEX Natural Gas Future November 2009


Trading Metrics calculated at close of trading on 30-Apr-2009
Day Change Summary
Previous Current
29-Apr-2009 30-Apr-2009 Change Change % Previous Week
Open 4.632 4.490 -0.142 -3.1% 4.937
High 4.632 4.546 -0.086 -1.9% 4.937
Low 4.500 4.434 -0.066 -1.5% 4.594
Close 4.557 4.519 -0.038 -0.8% 4.613
Range 0.132 0.112 -0.020 -15.2% 0.343
ATR 0.132 0.132 -0.001 -0.5% 0.000
Volume 1,966 1,570 -396 -20.1% 6,265
Daily Pivots for day following 30-Apr-2009
Classic Woodie Camarilla DeMark
R4 4.836 4.789 4.581
R3 4.724 4.677 4.550
R2 4.612 4.612 4.540
R1 4.565 4.565 4.529 4.589
PP 4.500 4.500 4.500 4.511
S1 4.453 4.453 4.509 4.477
S2 4.388 4.388 4.498
S3 4.276 4.341 4.488
S4 4.164 4.229 4.457
Weekly Pivots for week ending 24-Apr-2009
Classic Woodie Camarilla DeMark
R4 5.744 5.521 4.802
R3 5.401 5.178 4.707
R2 5.058 5.058 4.676
R1 4.835 4.835 4.644 4.775
PP 4.715 4.715 4.715 4.685
S1 4.492 4.492 4.582 4.432
S2 4.372 4.372 4.550
S3 4.029 4.149 4.519
S4 3.686 3.806 4.424
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.725 4.434 0.291 6.4% 0.109 2.4% 29% False True 1,376
10 5.054 4.434 0.620 13.7% 0.108 2.4% 14% False True 1,308
20 5.054 4.434 0.620 13.7% 0.108 2.4% 14% False True 1,134
40 5.485 4.434 1.051 23.3% 0.131 2.9% 8% False True 1,192
60 5.975 4.434 1.541 34.1% 0.140 3.1% 6% False True 1,116
80 7.150 4.434 2.716 60.1% 0.148 3.3% 3% False True 1,068
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 0.014
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.022
2.618 4.839
1.618 4.727
1.000 4.658
0.618 4.615
HIGH 4.546
0.618 4.503
0.500 4.490
0.382 4.477
LOW 4.434
0.618 4.365
1.000 4.322
1.618 4.253
2.618 4.141
4.250 3.958
Fisher Pivots for day following 30-Apr-2009
Pivot 1 day 3 day
R1 4.509 4.533
PP 4.500 4.528
S1 4.490 4.524

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

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