NYMEX Natural Gas Future November 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 4.490 4.537 0.047 1.0% 4.539
High 4.546 4.670 0.124 2.7% 4.670
Low 4.434 4.520 0.086 1.9% 4.434
Close 4.519 4.643 0.124 2.7% 4.643
Range 0.112 0.150 0.038 33.9% 0.236
ATR 0.132 0.133 0.001 1.1% 0.000
Volume 1,570 3,707 2,137 136.1% 9,234
Daily Pivots for day following 01-May-2009
Classic Woodie Camarilla DeMark
R4 5.061 5.002 4.726
R3 4.911 4.852 4.684
R2 4.761 4.761 4.671
R1 4.702 4.702 4.657 4.732
PP 4.611 4.611 4.611 4.626
S1 4.552 4.552 4.629 4.582
S2 4.461 4.461 4.616
S3 4.311 4.402 4.602
S4 4.161 4.252 4.561
Weekly Pivots for week ending 01-May-2009
Classic Woodie Camarilla DeMark
R4 5.290 5.203 4.773
R3 5.054 4.967 4.708
R2 4.818 4.818 4.686
R1 4.731 4.731 4.665 4.775
PP 4.582 4.582 4.582 4.604
S1 4.495 4.495 4.621 4.539
S2 4.346 4.346 4.600
S3 4.110 4.259 4.578
S4 3.874 4.023 4.513
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.670 4.434 0.236 5.1% 0.113 2.4% 89% True False 1,846
10 4.937 4.434 0.503 10.8% 0.103 2.2% 42% False False 1,549
20 5.054 4.434 0.620 13.4% 0.108 2.3% 34% False False 1,234
40 5.485 4.434 1.051 22.6% 0.129 2.8% 20% False False 1,250
60 5.975 4.434 1.541 33.2% 0.140 3.0% 14% False False 1,160
80 7.040 4.434 2.606 56.1% 0.147 3.2% 8% False False 1,098
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 0.016
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 5.308
2.618 5.063
1.618 4.913
1.000 4.820
0.618 4.763
HIGH 4.670
0.618 4.613
0.500 4.595
0.382 4.577
LOW 4.520
0.618 4.427
1.000 4.370
1.618 4.277
2.618 4.127
4.250 3.883
Fisher Pivots for day following 01-May-2009
Pivot 1 day 3 day
R1 4.627 4.613
PP 4.611 4.582
S1 4.595 4.552

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

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