NYMEX Natural Gas Future December 2009


Trading Metrics calculated at close of trading on 29-Apr-2009
Day Change Summary
Previous Current
28-Apr-2009 29-Apr-2009 Change Change % Previous Week
Open 5.248 5.300 0.052 1.0% 5.650
High 5.290 5.330 0.040 0.8% 5.650
Low 5.214 5.210 -0.004 -0.1% 5.310
Close 5.286 5.267 -0.019 -0.4% 5.338
Range 0.076 0.120 0.044 57.9% 0.340
ATR 0.135 0.134 -0.001 -0.8% 0.000
Volume 1,500 2,021 521 34.7% 14,369
Daily Pivots for day following 29-Apr-2009
Classic Woodie Camarilla DeMark
R4 5.629 5.568 5.333
R3 5.509 5.448 5.300
R2 5.389 5.389 5.289
R1 5.328 5.328 5.278 5.299
PP 5.269 5.269 5.269 5.254
S1 5.208 5.208 5.256 5.179
S2 5.149 5.149 5.245
S3 5.029 5.088 5.234
S4 4.909 4.968 5.201
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 5.529 5.210 0.319 6.1% 0.105 2.0% 18% False True 2,736
10 5.732 5.210 0.522 9.9% 0.106 2.0% 11% False True 2,460
20 5.732 5.210 0.522 9.9% 0.115 2.2% 11% False True 2,108
40 6.051 5.210 0.841 16.0% 0.146 2.8% 7% False True 2,240
60 6.550 5.210 1.340 25.4% 0.148 2.8% 4% False True 2,046
80 7.621 5.210 2.411 45.8% 0.157 3.0% 2% False True 1,801
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.020
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 5.840
2.618 5.644
1.618 5.524
1.000 5.450
0.618 5.404
HIGH 5.330
0.618 5.284
0.500 5.270
0.382 5.256
LOW 5.210
0.618 5.136
1.000 5.090
1.618 5.016
2.618 4.896
4.250 4.700
Fisher Pivots for day following 29-Apr-2009
Pivot 1 day 3 day
R1 5.270 5.270
PP 5.269 5.269
S1 5.268 5.268

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

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