NYMEX Natural Gas Future December 2009


Trading Metrics calculated at close of trading on 28-Apr-2009
Day Change Summary
Previous Current
27-Apr-2009 28-Apr-2009 Change Change % Previous Week
Open 5.300 5.248 -0.052 -1.0% 5.650
High 5.300 5.290 -0.010 -0.2% 5.650
Low 5.226 5.214 -0.012 -0.2% 5.310
Close 5.274 5.286 0.012 0.2% 5.338
Range 0.074 0.076 0.002 2.7% 0.340
ATR 0.139 0.135 -0.005 -3.2% 0.000
Volume 2,355 1,500 -855 -36.3% 14,369
Daily Pivots for day following 28-Apr-2009
Classic Woodie Camarilla DeMark
R4 5.491 5.465 5.328
R3 5.415 5.389 5.307
R2 5.339 5.339 5.300
R1 5.313 5.313 5.293 5.326
PP 5.263 5.263 5.263 5.270
S1 5.237 5.237 5.279 5.250
S2 5.187 5.187 5.272
S3 5.111 5.161 5.265
S4 5.035 5.085 5.244
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 5.214 0.355 6.7% 0.092 1.7% 20% False True 2,832
10 5.732 5.214 0.518 9.8% 0.102 1.9% 14% False True 2,440
20 5.732 5.214 0.518 9.8% 0.116 2.2% 14% False True 2,142
40 6.051 5.214 0.837 15.8% 0.146 2.8% 9% False True 2,201
60 6.550 5.214 1.336 25.3% 0.149 2.8% 5% False True 2,043
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.021
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.613
2.618 5.489
1.618 5.413
1.000 5.366
0.618 5.337
HIGH 5.290
0.618 5.261
0.500 5.252
0.382 5.243
LOW 5.214
0.618 5.167
1.000 5.138
1.618 5.091
2.618 5.015
4.250 4.891
Fisher Pivots for day following 28-Apr-2009
Pivot 1 day 3 day
R1 5.275 5.336
PP 5.263 5.319
S1 5.252 5.303

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

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