NYMEX Natural Gas Future October 2009


Trading Metrics calculated at close of trading on 28-Apr-2009
Day Change Summary
Previous Current
27-Apr-2009 28-Apr-2009 Change Change % Previous Week
Open 3.819 3.870 0.051 1.3% 4.306
High 3.881 3.940 0.059 1.5% 4.306
Low 3.773 3.814 0.041 1.1% 3.888
Close 3.868 3.934 0.066 1.7% 3.910
Range 0.108 0.126 0.018 16.7% 0.418
ATR 0.159 0.156 -0.002 -1.5% 0.000
Volume 4,978 4,917 -61 -1.2% 31,042
Daily Pivots for day following 28-Apr-2009
Classic Woodie Camarilla DeMark
R4 4.274 4.230 4.003
R3 4.148 4.104 3.969
R2 4.022 4.022 3.957
R1 3.978 3.978 3.946 4.000
PP 3.896 3.896 3.896 3.907
S1 3.852 3.852 3.922 3.874
S2 3.770 3.770 3.911
S3 3.644 3.726 3.899
S4 3.518 3.600 3.865
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 4.141 3.773 0.368 9.4% 0.112 2.8% 44% False False 6,035
10 4.400 3.773 0.627 15.9% 0.126 3.2% 26% False False 6,031
20 4.410 3.773 0.637 16.2% 0.142 3.6% 25% False False 5,748
40 4.978 3.773 1.205 30.6% 0.166 4.2% 13% False False 6,465
60 5.499 3.773 1.726 43.9% 0.177 4.5% 9% False False 6,129
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
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 0.028
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.476
2.618 4.270
1.618 4.144
1.000 4.066
0.618 4.018
HIGH 3.940
0.618 3.892
0.500 3.877
0.382 3.862
LOW 3.814
0.618 3.736
1.000 3.688
1.618 3.610
2.618 3.484
4.250 3.279
Fisher Pivots for day following 28-Apr-2009
Pivot 1 day 3 day
R1 3.915 3.923
PP 3.896 3.912
S1 3.877 3.902

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

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