NYMEX Natural Gas Future December 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 5.570 5.650 0.080 1.4% 5.426
High 5.732 5.650 -0.082 -1.4% 5.732
Low 5.520 5.533 0.013 0.2% 5.371
Close 5.671 5.545 -0.126 -2.2% 5.671
Range 0.212 0.117 -0.095 -44.8% 0.361
ATR 0.156 0.155 -0.001 -0.8% 0.000
Volume 2,080 2,778 698 33.6% 9,391
Daily Pivots for day following 20-Apr-2009
Classic Woodie Camarilla DeMark
R4 5.927 5.853 5.609
R3 5.810 5.736 5.577
R2 5.693 5.693 5.566
R1 5.619 5.619 5.556 5.598
PP 5.576 5.576 5.576 5.565
S1 5.502 5.502 5.534 5.481
S2 5.459 5.459 5.524
S3 5.342 5.385 5.513
S4 5.225 5.268 5.481
Weekly Pivots for week ending 17-Apr-2009
Classic Woodie Camarilla DeMark
R4 6.674 6.534 5.870
R3 6.313 6.173 5.770
R2 5.952 5.952 5.737
R1 5.812 5.812 5.704 5.882
PP 5.591 5.591 5.591 5.627
S1 5.451 5.451 5.638 5.521
S2 5.230 5.230 5.605
S3 4.869 5.090 5.572
S4 4.508 4.729 5.472
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.732 5.457 0.275 5.0% 0.123 2.2% 32% False False 2,078
10 5.732 5.371 0.361 6.5% 0.121 2.2% 48% False False 1,851
20 6.010 5.371 0.639 11.5% 0.141 2.5% 27% False False 2,130
40 6.051 5.316 0.735 13.3% 0.158 2.8% 31% False False 2,042
60 6.550 5.316 1.234 22.3% 0.155 2.8% 19% False False 1,904
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.033
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6.147
2.618 5.956
1.618 5.839
1.000 5.767
0.618 5.722
HIGH 5.650
0.618 5.605
0.500 5.592
0.382 5.578
LOW 5.533
0.618 5.461
1.000 5.416
1.618 5.344
2.618 5.227
4.250 5.036
Fisher Pivots for day following 20-Apr-2009
Pivot 1 day 3 day
R1 5.592 5.611
PP 5.576 5.589
S1 5.561 5.567

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

View Archives - Comment on this page... - Back to Index of Symbols