NYMEX Natural Gas Future October 2009


Trading Metrics calculated at close of trading on 24-Apr-2009
Day Change Summary
Previous Current
23-Apr-2009 24-Apr-2009 Change Change % Previous Week
Open 4.112 3.990 -0.122 -3.0% 4.306
High 4.135 4.030 -0.105 -2.5% 4.306
Low 3.996 3.888 -0.108 -2.7% 3.888
Close 4.016 3.910 -0.106 -2.6% 3.910
Range 0.139 0.142 0.003 2.2% 0.418
ATR 0.162 0.160 -0.001 -0.9% 0.000
Volume 6,172 7,481 1,309 21.2% 31,042
Daily Pivots for day following 24-Apr-2009
Classic Woodie Camarilla DeMark
R4 4.369 4.281 3.988
R3 4.227 4.139 3.949
R2 4.085 4.085 3.936
R1 3.997 3.997 3.923 3.970
PP 3.943 3.943 3.943 3.929
S1 3.855 3.855 3.897 3.828
S2 3.801 3.801 3.884
S3 3.659 3.713 3.871
S4 3.517 3.571 3.832
Weekly Pivots for week ending 24-Apr-2009
Classic Woodie Camarilla DeMark
R4 5.289 5.017 4.140
R3 4.871 4.599 4.025
R2 4.453 4.453 3.987
R1 4.181 4.181 3.948 4.108
PP 4.035 4.035 4.035 3.998
S1 3.763 3.763 3.872 3.690
S2 3.617 3.617 3.833
S3 3.199 3.345 3.795
S4 2.781 2.927 3.680
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.306 3.888 0.418 10.7% 0.115 3.0% 5% False True 6,208
10 4.400 3.888 0.512 13.1% 0.130 3.3% 4% False True 6,107
20 4.520 3.888 0.632 16.2% 0.147 3.8% 3% False True 6,275
40 4.978 3.888 1.090 27.9% 0.175 4.5% 2% False True 6,570
60 5.499 3.888 1.611 41.2% 0.181 4.6% 1% False True 6,073
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 0.030
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 4.634
2.618 4.402
1.618 4.260
1.000 4.172
0.618 4.118
HIGH 4.030
0.618 3.976
0.500 3.959
0.382 3.942
LOW 3.888
0.618 3.800
1.000 3.746
1.618 3.658
2.618 3.516
4.250 3.285
Fisher Pivots for day following 24-Apr-2009
Pivot 1 day 3 day
R1 3.959 4.015
PP 3.943 3.980
S1 3.926 3.945

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

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