NYMEX Natural Gas Future December 2009


Trading Metrics calculated at close of trading on 24-Apr-2009
Day Change Summary
Previous Current
23-Apr-2009 24-Apr-2009 Change Change % Previous Week
Open 5.529 5.412 -0.117 -2.1% 5.650
High 5.529 5.458 -0.071 -1.3% 5.650
Low 5.420 5.310 -0.110 -2.0% 5.310
Close 5.441 5.338 -0.103 -1.9% 5.338
Range 0.109 0.148 0.039 35.8% 0.340
ATR 0.141 0.141 0.001 0.4% 0.000
Volume 4,072 3,735 -337 -8.3% 14,369
Daily Pivots for day following 24-Apr-2009
Classic Woodie Camarilla DeMark
R4 5.813 5.723 5.419
R3 5.665 5.575 5.379
R2 5.517 5.517 5.365
R1 5.427 5.427 5.352 5.398
PP 5.369 5.369 5.369 5.354
S1 5.279 5.279 5.324 5.250
S2 5.221 5.221 5.311
S3 5.073 5.131 5.297
S4 4.925 4.983 5.257
Weekly Pivots for week ending 24-Apr-2009
Classic Woodie Camarilla DeMark
R4 6.453 6.235 5.525
R3 6.113 5.895 5.432
R2 5.773 5.773 5.400
R1 5.555 5.555 5.369 5.494
PP 5.433 5.433 5.433 5.402
S1 5.215 5.215 5.307 5.154
S2 5.093 5.093 5.276
S3 4.753 4.875 5.245
S4 4.413 4.535 5.151
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.650 5.310 0.340 6.4% 0.100 1.9% 8% False True 2,873
10 5.732 5.310 0.422 7.9% 0.113 2.1% 7% False True 2,376
20 5.732 5.310 0.422 7.9% 0.124 2.3% 7% False True 2,309
40 6.051 5.310 0.741 13.9% 0.156 2.9% 4% False True 2,169
60 6.550 5.310 1.240 23.2% 0.151 2.8% 2% False True 2,017
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 0.028
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 6.087
2.618 5.845
1.618 5.697
1.000 5.606
0.618 5.549
HIGH 5.458
0.618 5.401
0.500 5.384
0.382 5.367
LOW 5.310
0.618 5.219
1.000 5.162
1.618 5.071
2.618 4.923
4.250 4.681
Fisher Pivots for day following 24-Apr-2009
Pivot 1 day 3 day
R1 5.384 5.440
PP 5.369 5.406
S1 5.353 5.372

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

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