NYMEX Natural Gas Future December 2009


Trading Metrics calculated at close of trading on 21-Apr-2009
Day Change Summary
Previous Current
20-Apr-2009 21-Apr-2009 Change Change % Previous Week
Open 5.650 5.536 -0.114 -2.0% 5.426
High 5.650 5.546 -0.104 -1.8% 5.732
Low 5.533 5.475 -0.058 -1.0% 5.371
Close 5.545 5.531 -0.014 -0.3% 5.671
Range 0.117 0.071 -0.046 -39.3% 0.361
ATR 0.155 0.149 -0.006 -3.9% 0.000
Volume 2,778 1,283 -1,495 -53.8% 9,391
Daily Pivots for day following 21-Apr-2009
Classic Woodie Camarilla DeMark
R4 5.730 5.702 5.570
R3 5.659 5.631 5.551
R2 5.588 5.588 5.544
R1 5.560 5.560 5.538 5.539
PP 5.517 5.517 5.517 5.507
S1 5.489 5.489 5.524 5.468
S2 5.446 5.446 5.518
S3 5.375 5.418 5.511
S4 5.304 5.347 5.492
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 5.475 0.257 4.6% 0.112 2.0% 22% False True 2,048
10 5.732 5.371 0.361 6.5% 0.121 2.2% 44% False False 1,784
20 6.010 5.371 0.639 11.6% 0.138 2.5% 25% False False 2,088
40 6.051 5.316 0.735 13.3% 0.157 2.8% 29% False False 2,047
60 6.550 5.316 1.234 22.3% 0.154 2.8% 17% False False 1,901
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.034
Narrowest range in 28 trading days
Fibonacci Retracements and Extensions
4.250 5.848
2.618 5.732
1.618 5.661
1.000 5.617
0.618 5.590
HIGH 5.546
0.618 5.519
0.500 5.511
0.382 5.502
LOW 5.475
0.618 5.431
1.000 5.404
1.618 5.360
2.618 5.289
4.250 5.173
Fisher Pivots for day following 21-Apr-2009
Pivot 1 day 3 day
R1 5.524 5.604
PP 5.517 5.579
S1 5.511 5.555

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

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