NYMEX Natural Gas Future December 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 5.534 5.570 0.036 0.7% 5.426
High 5.563 5.732 0.169 3.0% 5.732
Low 5.490 5.520 0.030 0.5% 5.371
Close 5.542 5.671 0.129 2.3% 5.671
Range 0.073 0.212 0.139 190.4% 0.361
ATR 0.152 0.156 0.004 2.8% 0.000
Volume 2,279 2,080 -199 -8.7% 9,391
Daily Pivots for day following 17-Apr-2009
Classic Woodie Camarilla DeMark
R4 6.277 6.186 5.788
R3 6.065 5.974 5.729
R2 5.853 5.853 5.710
R1 5.762 5.762 5.690 5.808
PP 5.641 5.641 5.641 5.664
S1 5.550 5.550 5.652 5.596
S2 5.429 5.429 5.632
S3 5.217 5.338 5.613
S4 5.005 5.126 5.554
Weekly Pivots for week ending 17-Apr-2009
Classic Woodie Camarilla DeMark
R4 6.674 6.534 5.870
R3 6.313 6.173 5.770
R2 5.952 5.952 5.737
R1 5.812 5.812 5.704 5.882
PP 5.591 5.591 5.591 5.627
S1 5.451 5.451 5.638 5.521
S2 5.230 5.230 5.605
S3 4.869 5.090 5.572
S4 4.508 4.729 5.472
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.732 5.371 0.361 6.4% 0.127 2.2% 83% True False 1,878
10 5.732 5.371 0.361 6.4% 0.120 2.1% 83% True False 1,785
20 6.010 5.371 0.639 11.3% 0.144 2.5% 47% False False 2,413
40 6.051 5.316 0.735 13.0% 0.157 2.8% 48% False False 2,075
60 6.550 5.316 1.234 21.8% 0.156 2.8% 29% False False 1,912
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 0.034
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 6.633
2.618 6.287
1.618 6.075
1.000 5.944
0.618 5.863
HIGH 5.732
0.618 5.651
0.500 5.626
0.382 5.601
LOW 5.520
0.618 5.389
1.000 5.308
1.618 5.177
2.618 4.965
4.250 4.619
Fisher Pivots for day following 17-Apr-2009
Pivot 1 day 3 day
R1 5.656 5.651
PP 5.641 5.631
S1 5.626 5.611

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

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