NYMEX Natural Gas Future December 2009


Trading Metrics calculated at close of trading on 30-Apr-2009
Day Change Summary
Previous Current
29-Apr-2009 30-Apr-2009 Change Change % Previous Week
Open 5.300 5.233 -0.067 -1.3% 5.650
High 5.330 5.254 -0.076 -1.4% 5.650
Low 5.210 5.170 -0.040 -0.8% 5.310
Close 5.267 5.229 -0.038 -0.7% 5.338
Range 0.120 0.084 -0.036 -30.0% 0.340
ATR 0.134 0.131 -0.003 -2.0% 0.000
Volume 2,021 3,314 1,293 64.0% 14,369
Daily Pivots for day following 30-Apr-2009
Classic Woodie Camarilla DeMark
R4 5.470 5.433 5.275
R3 5.386 5.349 5.252
R2 5.302 5.302 5.244
R1 5.265 5.265 5.237 5.242
PP 5.218 5.218 5.218 5.206
S1 5.181 5.181 5.221 5.158
S2 5.134 5.134 5.214
S3 5.050 5.097 5.206
S4 4.966 5.013 5.183
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 5.458 5.170 0.288 5.5% 0.100 1.9% 20% False True 2,585
10 5.732 5.170 0.562 10.7% 0.107 2.0% 10% False True 2,563
20 5.732 5.170 0.562 10.7% 0.115 2.2% 10% False True 2,187
40 6.051 5.170 0.881 16.8% 0.145 2.8% 7% False True 2,279
60 6.550 5.170 1.380 26.4% 0.147 2.8% 4% False True 2,066
80 7.621 5.170 2.451 46.9% 0.155 3.0% 2% False True 1,829
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 True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.019
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.611
2.618 5.474
1.618 5.390
1.000 5.338
0.618 5.306
HIGH 5.254
0.618 5.222
0.500 5.212
0.382 5.202
LOW 5.170
0.618 5.118
1.000 5.086
1.618 5.034
2.618 4.950
4.250 4.813
Fisher Pivots for day following 30-Apr-2009
Pivot 1 day 3 day
R1 5.223 5.250
PP 5.218 5.243
S1 5.212 5.236

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

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