NYMEX Natural Gas Future November 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 4.537 4.615 0.078 1.7% 4.539
High 4.670 4.828 0.158 3.4% 4.670
Low 4.520 4.578 0.058 1.3% 4.434
Close 4.643 4.824 0.181 3.9% 4.643
Range 0.150 0.250 0.100 66.7% 0.236
ATR 0.133 0.141 0.008 6.3% 0.000
Volume 3,707 2,982 -725 -19.6% 9,234
Daily Pivots for day following 04-May-2009
Classic Woodie Camarilla DeMark
R4 5.493 5.409 4.962
R3 5.243 5.159 4.893
R2 4.993 4.993 4.870
R1 4.909 4.909 4.847 4.951
PP 4.743 4.743 4.743 4.765
S1 4.659 4.659 4.801 4.701
S2 4.493 4.493 4.778
S3 4.243 4.409 4.755
S4 3.993 4.159 4.687
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 4.828 4.434 0.394 8.2% 0.147 3.0% 99% True False 2,253
10 4.842 4.434 0.408 8.5% 0.118 2.4% 96% False False 1,652
20 5.054 4.434 0.620 12.9% 0.116 2.4% 63% False False 1,334
40 5.485 4.434 1.051 21.8% 0.131 2.7% 37% False False 1,304
60 5.975 4.434 1.541 31.9% 0.143 3.0% 25% False False 1,181
80 6.902 4.434 2.468 51.2% 0.148 3.1% 16% False False 1,120
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 0.019
Widest range in 26 trading days
Fibonacci Retracements and Extensions
4.250 5.891
2.618 5.483
1.618 5.233
1.000 5.078
0.618 4.983
HIGH 4.828
0.618 4.733
0.500 4.703
0.382 4.674
LOW 4.578
0.618 4.424
1.000 4.328
1.618 4.174
2.618 3.924
4.250 3.516
Fisher Pivots for day following 04-May-2009
Pivot 1 day 3 day
R1 4.784 4.760
PP 4.743 4.695
S1 4.703 4.631

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

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