NYMEX Natural Gas Future August 2009


Trading Metrics calculated at close of trading on 16-Apr-2009
Day Change Summary
Previous Current
15-Apr-2009 16-Apr-2009 Change Change % Previous Week
Open 4.141 4.125 -0.016 -0.4% 4.196
High 4.149 4.125 -0.024 -0.6% 4.233
Low 4.044 3.960 -0.084 -2.1% 3.947
Close 4.112 4.020 -0.092 -2.2% 4.024
Range 0.105 0.165 0.060 57.1% 0.286
ATR 0.176 0.175 -0.001 -0.4% 0.000
Volume 3,439 2,451 -988 -28.7% 15,882
Daily Pivots for day following 16-Apr-2009
Classic Woodie Camarilla DeMark
R4 4.530 4.440 4.111
R3 4.365 4.275 4.065
R2 4.200 4.200 4.050
R1 4.110 4.110 4.035 4.073
PP 4.035 4.035 4.035 4.016
S1 3.945 3.945 4.005 3.908
S2 3.870 3.870 3.990
S3 3.705 3.780 3.975
S4 3.540 3.615 3.929
Weekly Pivots for week ending 10-Apr-2009
Classic Woodie Camarilla DeMark
R4 4.926 4.761 4.181
R3 4.640 4.475 4.103
R2 4.354 4.354 4.076
R1 4.189 4.189 4.050 4.129
PP 4.068 4.068 4.068 4.038
S1 3.903 3.903 3.998 3.843
S2 3.782 3.782 3.972
S3 3.496 3.617 3.945
S4 3.210 3.331 3.867
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.233 3.924 0.309 7.7% 0.162 4.0% 31% False False 3,400
10 4.233 3.924 0.309 7.7% 0.150 3.7% 31% False False 3,601
20 4.820 3.924 0.896 22.3% 0.189 4.7% 11% False False 3,184
40 4.820 3.924 0.896 22.3% 0.178 4.4% 11% False False 2,791
60 5.350 3.924 1.426 35.5% 0.186 4.6% 7% False False 2,317
80 6.619 3.924 2.695 67.0% 0.194 4.8% 4% False False 1,958
100 7.153 3.924 3.229 80.3% 0.189 4.7% 3% False False 1,729
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.024
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 4.826
2.618 4.557
1.618 4.392
1.000 4.290
0.618 4.227
HIGH 4.125
0.618 4.062
0.500 4.043
0.382 4.023
LOW 3.960
0.618 3.858
1.000 3.795
1.618 3.693
2.618 3.528
4.250 3.259
Fisher Pivots for day following 16-Apr-2009
Pivot 1 day 3 day
R1 4.043 4.055
PP 4.035 4.043
S1 4.028 4.032

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

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