NYMEX Natural Gas Future October 2009


Trading Metrics calculated at close of trading on 30-Apr-2009
Day Change Summary
Previous Current
29-Apr-2009 30-Apr-2009 Change Change % Previous Week
Open 3.939 3.820 -0.119 -3.0% 4.306
High 3.980 3.889 -0.091 -2.3% 4.306
Low 3.820 3.754 -0.066 -1.7% 3.888
Close 3.882 3.854 -0.028 -0.7% 3.910
Range 0.160 0.135 -0.025 -15.6% 0.418
ATR 0.157 0.155 -0.002 -1.0% 0.000
Volume 6,545 8,657 2,112 32.3% 31,042
Daily Pivots for day following 30-Apr-2009
Classic Woodie Camarilla DeMark
R4 4.237 4.181 3.928
R3 4.102 4.046 3.891
R2 3.967 3.967 3.879
R1 3.911 3.911 3.866 3.939
PP 3.832 3.832 3.832 3.847
S1 3.776 3.776 3.842 3.804
S2 3.697 3.697 3.829
S3 3.562 3.641 3.817
S4 3.427 3.506 3.780
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 4.030 3.754 0.276 7.2% 0.134 3.5% 36% False True 6,515
10 4.400 3.754 0.646 16.8% 0.133 3.5% 15% False True 6,371
20 4.410 3.754 0.656 17.0% 0.141 3.7% 15% False True 6,031
40 4.978 3.754 1.224 31.8% 0.166 4.3% 8% False True 6,559
60 5.499 3.754 1.745 45.3% 0.173 4.5% 6% False True 6,188
80 6.784 3.754 3.030 78.6% 0.183 4.8% 3% False True 5,607
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.034
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.463
2.618 4.242
1.618 4.107
1.000 4.024
0.618 3.972
HIGH 3.889
0.618 3.837
0.500 3.822
0.382 3.806
LOW 3.754
0.618 3.671
1.000 3.619
1.618 3.536
2.618 3.401
4.250 3.180
Fisher Pivots for day following 30-Apr-2009
Pivot 1 day 3 day
R1 3.843 3.867
PP 3.832 3.863
S1 3.822 3.858

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

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