NYMEX Natural Gas Future December 2009


Trading Metrics calculated at close of trading on 27-Apr-2009
Day Change Summary
Previous Current
24-Apr-2009 27-Apr-2009 Change Change % Previous Week
Open 5.412 5.300 -0.112 -2.1% 5.650
High 5.458 5.300 -0.158 -2.9% 5.650
Low 5.310 5.226 -0.084 -1.6% 5.310
Close 5.338 5.274 -0.064 -1.2% 5.338
Range 0.148 0.074 -0.074 -50.0% 0.340
ATR 0.141 0.139 -0.002 -1.5% 0.000
Volume 3,735 2,355 -1,380 -36.9% 14,369
Daily Pivots for day following 27-Apr-2009
Classic Woodie Camarilla DeMark
R4 5.489 5.455 5.315
R3 5.415 5.381 5.294
R2 5.341 5.341 5.288
R1 5.307 5.307 5.281 5.287
PP 5.267 5.267 5.267 5.257
S1 5.233 5.233 5.267 5.213
S2 5.193 5.193 5.260
S3 5.119 5.159 5.254
S4 5.045 5.085 5.233
Weekly Pivots for week ending 24-Apr-2009
Classic Woodie Camarilla DeMark
R4 6.453 6.235 5.525
R3 6.113 5.895 5.432
R2 5.773 5.773 5.400
R1 5.555 5.555 5.369 5.494
PP 5.433 5.433 5.433 5.402
S1 5.215 5.215 5.307 5.154
S2 5.093 5.093 5.276
S3 4.753 4.875 5.245
S4 4.413 4.535 5.151
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.569 5.226 0.343 6.5% 0.091 1.7% 14% False True 2,789
10 5.732 5.226 0.506 9.6% 0.107 2.0% 9% False True 2,433
20 5.732 5.226 0.506 9.6% 0.116 2.2% 9% False True 2,209
40 6.051 5.226 0.825 15.6% 0.150 2.8% 6% False True 2,202
60 6.550 5.226 1.324 25.1% 0.150 2.8% 4% False True 2,032
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.023
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 5.615
2.618 5.494
1.618 5.420
1.000 5.374
0.618 5.346
HIGH 5.300
0.618 5.272
0.500 5.263
0.382 5.254
LOW 5.226
0.618 5.180
1.000 5.152
1.618 5.106
2.618 5.032
4.250 4.912
Fisher Pivots for day following 27-Apr-2009
Pivot 1 day 3 day
R1 5.270 5.378
PP 5.267 5.343
S1 5.263 5.309

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

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