NYMEX Natural Gas Future December 2009


Trading Metrics calculated at close of trading on 22-Apr-2009
Day Change Summary
Previous Current
21-Apr-2009 22-Apr-2009 Change Change % Previous Week
Open 5.536 5.569 0.033 0.6% 5.426
High 5.546 5.569 0.023 0.4% 5.732
Low 5.475 5.514 0.039 0.7% 5.371
Close 5.531 5.546 0.015 0.3% 5.671
Range 0.071 0.055 -0.016 -22.5% 0.361
ATR 0.149 0.142 -0.007 -4.5% 0.000
Volume 1,283 2,501 1,218 94.9% 9,391
Daily Pivots for day following 22-Apr-2009
Classic Woodie Camarilla DeMark
R4 5.708 5.682 5.576
R3 5.653 5.627 5.561
R2 5.598 5.598 5.556
R1 5.572 5.572 5.551 5.558
PP 5.543 5.543 5.543 5.536
S1 5.517 5.517 5.541 5.503
S2 5.488 5.488 5.536
S3 5.433 5.462 5.531
S4 5.378 5.407 5.516
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% 0.106 1.9% 28% False False 2,184
10 5.732 5.371 0.361 6.5% 0.119 2.1% 48% False False 1,903
20 5.995 5.371 0.624 11.3% 0.133 2.4% 28% False False 2,172
40 6.051 5.316 0.735 13.3% 0.154 2.8% 31% False False 2,051
60 6.550 5.316 1.234 22.3% 0.152 2.7% 19% False False 1,922
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.034
Narrowest range in 76 trading days
Fibonacci Retracements and Extensions
4.250 5.803
2.618 5.713
1.618 5.658
1.000 5.624
0.618 5.603
HIGH 5.569
0.618 5.548
0.500 5.542
0.382 5.535
LOW 5.514
0.618 5.480
1.000 5.459
1.618 5.425
2.618 5.370
4.250 5.280
Fisher Pivots for day following 22-Apr-2009
Pivot 1 day 3 day
R1 5.545 5.563
PP 5.543 5.557
S1 5.542 5.552

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

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