NYMEX Natural Gas Future December 2009


Trading Metrics calculated at close of trading on 23-Apr-2009
Day Change Summary
Previous Current
22-Apr-2009 23-Apr-2009 Change Change % Previous Week
Open 5.569 5.529 -0.040 -0.7% 5.426
High 5.569 5.529 -0.040 -0.7% 5.732
Low 5.514 5.420 -0.094 -1.7% 5.371
Close 5.546 5.441 -0.105 -1.9% 5.671
Range 0.055 0.109 0.054 98.2% 0.361
ATR 0.142 0.141 -0.001 -0.8% 0.000
Volume 2,501 4,072 1,571 62.8% 9,391
Daily Pivots for day following 23-Apr-2009
Classic Woodie Camarilla DeMark
R4 5.790 5.725 5.501
R3 5.681 5.616 5.471
R2 5.572 5.572 5.461
R1 5.507 5.507 5.451 5.485
PP 5.463 5.463 5.463 5.453
S1 5.398 5.398 5.431 5.376
S2 5.354 5.354 5.421
S3 5.245 5.289 5.411
S4 5.136 5.180 5.381
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 5.420 0.312 5.7% 0.113 2.1% 7% False True 2,542
10 5.732 5.371 0.361 6.6% 0.120 2.2% 19% False False 2,092
20 5.990 5.371 0.619 11.4% 0.134 2.5% 11% False False 2,267
40 6.051 5.316 0.735 13.5% 0.154 2.8% 17% False False 2,124
60 6.550 5.316 1.234 22.7% 0.152 2.8% 10% False False 1,971
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 0.031
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 5.992
2.618 5.814
1.618 5.705
1.000 5.638
0.618 5.596
HIGH 5.529
0.618 5.487
0.500 5.475
0.382 5.462
LOW 5.420
0.618 5.353
1.000 5.311
1.618 5.244
2.618 5.135
4.250 4.957
Fisher Pivots for day following 23-Apr-2009
Pivot 1 day 3 day
R1 5.475 5.495
PP 5.463 5.477
S1 5.452 5.459

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

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