NYMEX Natural Gas Future September 2009


Trading Metrics calculated at close of trading on 17-Apr-2009
Day Change Summary
Previous Current
16-Apr-2009 17-Apr-2009 Change Change % Previous Week
Open 4.145 4.070 -0.075 -1.8% 4.029
High 4.151 4.266 0.115 2.8% 4.266
Low 4.040 4.068 0.028 0.7% 3.996
Close 4.097 4.213 0.116 2.8% 4.213
Range 0.111 0.198 0.087 78.4% 0.270
ATR 0.168 0.170 0.002 1.3% 0.000
Volume 1,860 2,962 1,102 59.2% 13,248
Daily Pivots for day following 17-Apr-2009
Classic Woodie Camarilla DeMark
R4 4.776 4.693 4.322
R3 4.578 4.495 4.267
R2 4.380 4.380 4.249
R1 4.297 4.297 4.231 4.339
PP 4.182 4.182 4.182 4.203
S1 4.099 4.099 4.195 4.141
S2 3.984 3.984 4.177
S3 3.786 3.901 4.159
S4 3.588 3.703 4.104
Weekly Pivots for week ending 17-Apr-2009
Classic Woodie Camarilla DeMark
R4 4.968 4.861 4.362
R3 4.698 4.591 4.287
R2 4.428 4.428 4.263
R1 4.321 4.321 4.238 4.375
PP 4.158 4.158 4.158 4.185
S1 4.051 4.051 4.188 4.105
S2 3.888 3.888 4.164
S3 3.618 3.781 4.139
S4 3.348 3.511 4.065
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.266 3.996 0.270 6.4% 0.136 3.2% 80% True False 2,649
10 4.272 3.996 0.276 6.6% 0.137 3.2% 79% False False 2,548
20 4.858 3.996 0.862 20.5% 0.154 3.7% 25% False False 2,144
40 4.860 3.996 0.864 20.5% 0.169 4.0% 25% False False 1,965
60 5.392 3.996 1.396 33.1% 0.177 4.2% 16% False False 1,705
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.021
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 5.108
2.618 4.784
1.618 4.586
1.000 4.464
0.618 4.388
HIGH 4.266
0.618 4.190
0.500 4.167
0.382 4.144
LOW 4.068
0.618 3.946
1.000 3.870
1.618 3.748
2.618 3.550
4.250 3.227
Fisher Pivots for day following 17-Apr-2009
Pivot 1 day 3 day
R1 4.198 4.193
PP 4.182 4.173
S1 4.167 4.153

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

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