NYMEX Natural Gas Future October 2009


Trading Metrics calculated at close of trading on 05-May-2009
Day Change Summary
Previous Current
04-May-2009 05-May-2009 Change Change % Previous Week
Open 4.028 4.150 0.122 3.0% 3.819
High 4.190 4.182 -0.008 -0.2% 4.038
Low 3.937 4.048 0.111 2.8% 3.754
Close 4.184 4.094 -0.090 -2.2% 4.003
Range 0.253 0.134 -0.119 -47.0% 0.284
ATR 0.164 0.162 -0.002 -1.2% 0.000
Volume 7,823 7,143 -680 -8.7% 33,796
Daily Pivots for day following 05-May-2009
Classic Woodie Camarilla DeMark
R4 4.510 4.436 4.168
R3 4.376 4.302 4.131
R2 4.242 4.242 4.119
R1 4.168 4.168 4.106 4.138
PP 4.108 4.108 4.108 4.093
S1 4.034 4.034 4.082 4.004
S2 3.974 3.974 4.069
S3 3.840 3.900 4.057
S4 3.706 3.766 4.020
Weekly Pivots for week ending 01-May-2009
Classic Woodie Camarilla DeMark
R4 4.784 4.677 4.159
R3 4.500 4.393 4.081
R2 4.216 4.216 4.055
R1 4.109 4.109 4.029 4.163
PP 3.932 3.932 3.932 3.958
S1 3.825 3.825 3.977 3.879
S2 3.648 3.648 3.951
S3 3.364 3.541 3.925
S4 3.080 3.257 3.847
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.190 3.754 0.436 10.6% 0.172 4.2% 78% False False 7,773
10 4.190 3.754 0.436 10.6% 0.142 3.5% 78% False False 6,904
20 4.410 3.754 0.656 16.0% 0.146 3.6% 52% False False 6,232
40 4.978 3.754 1.224 29.9% 0.165 4.0% 28% False False 6,491
60 5.499 3.754 1.745 42.6% 0.173 4.2% 19% False False 6,338
80 6.200 3.754 2.446 59.7% 0.179 4.4% 14% False False 5,756
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.040
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 4.752
2.618 4.533
1.618 4.399
1.000 4.316
0.618 4.265
HIGH 4.182
0.618 4.131
0.500 4.115
0.382 4.099
LOW 4.048
0.618 3.965
1.000 3.914
1.618 3.831
2.618 3.697
4.250 3.479
Fisher Pivots for day following 05-May-2009
Pivot 1 day 3 day
R1 4.115 4.071
PP 4.108 4.048
S1 4.101 4.025

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

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