NYMEX Natural Gas Future December 2009


Trading Metrics calculated at close of trading on 04-May-2009
Day Change Summary
Previous Current
01-May-2009 04-May-2009 Change Change % Previous Week
Open 5.330 5.360 0.030 0.6% 5.300
High 5.364 5.526 0.162 3.0% 5.364
Low 5.235 5.276 0.041 0.8% 5.170
Close 5.333 5.509 0.176 3.3% 5.333
Range 0.129 0.250 0.121 93.8% 0.194
ATR 0.131 0.140 0.008 6.5% 0.000
Volume 2,595 2,495 -100 -3.9% 11,785
Daily Pivots for day following 04-May-2009
Classic Woodie Camarilla DeMark
R4 6.187 6.098 5.647
R3 5.937 5.848 5.578
R2 5.687 5.687 5.555
R1 5.598 5.598 5.532 5.643
PP 5.437 5.437 5.437 5.459
S1 5.348 5.348 5.486 5.393
S2 5.187 5.187 5.463
S3 4.937 5.098 5.440
S4 4.687 4.848 5.372
Weekly Pivots for week ending 01-May-2009
Classic Woodie Camarilla DeMark
R4 5.871 5.796 5.440
R3 5.677 5.602 5.386
R2 5.483 5.483 5.369
R1 5.408 5.408 5.351 5.446
PP 5.289 5.289 5.289 5.308
S1 5.214 5.214 5.315 5.252
S2 5.095 5.095 5.297
S3 4.901 5.020 5.280
S4 4.707 4.826 5.226
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.526 5.170 0.356 6.5% 0.132 2.4% 95% True False 2,385
10 5.569 5.170 0.399 7.2% 0.112 2.0% 85% False False 2,587
20 5.732 5.170 0.562 10.2% 0.117 2.1% 60% False False 2,219
40 6.051 5.170 0.881 16.0% 0.144 2.6% 38% False False 2,232
60 6.550 5.170 1.380 25.0% 0.150 2.7% 25% False False 2,086
80 7.450 5.170 2.280 41.4% 0.155 2.8% 15% False False 1,873
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.026
Widest range in 26 trading days
Fibonacci Retracements and Extensions
4.250 6.589
2.618 6.181
1.618 5.931
1.000 5.776
0.618 5.681
HIGH 5.526
0.618 5.431
0.500 5.401
0.382 5.372
LOW 5.276
0.618 5.122
1.000 5.026
1.618 4.872
2.618 4.622
4.250 4.214
Fisher Pivots for day following 04-May-2009
Pivot 1 day 3 day
R1 5.473 5.455
PP 5.437 5.402
S1 5.401 5.348

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

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