NYMEX Natural Gas Future December 2009


Trading Metrics calculated at close of trading on 01-May-2009
Day Change Summary
Previous Current
30-Apr-2009 01-May-2009 Change Change % Previous Week
Open 5.233 5.330 0.097 1.9% 5.300
High 5.254 5.364 0.110 2.1% 5.364
Low 5.170 5.235 0.065 1.3% 5.170
Close 5.229 5.333 0.104 2.0% 5.333
Range 0.084 0.129 0.045 53.6% 0.194
ATR 0.131 0.131 0.000 0.2% 0.000
Volume 3,314 2,595 -719 -21.7% 11,785
Daily Pivots for day following 01-May-2009
Classic Woodie Camarilla DeMark
R4 5.698 5.644 5.404
R3 5.569 5.515 5.368
R2 5.440 5.440 5.357
R1 5.386 5.386 5.345 5.413
PP 5.311 5.311 5.311 5.324
S1 5.257 5.257 5.321 5.284
S2 5.182 5.182 5.309
S3 5.053 5.128 5.298
S4 4.924 4.999 5.262
Weekly Pivots for week ending 01-May-2009
Classic Woodie Camarilla DeMark
R4 5.871 5.796 5.440
R3 5.677 5.602 5.386
R2 5.483 5.483 5.369
R1 5.408 5.408 5.351 5.446
PP 5.289 5.289 5.289 5.308
S1 5.214 5.214 5.315 5.252
S2 5.095 5.095 5.297
S3 4.901 5.020 5.280
S4 4.707 4.826 5.226
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.364 5.170 0.194 3.6% 0.097 1.8% 84% True False 2,357
10 5.650 5.170 0.480 9.0% 0.098 1.8% 34% False False 2,615
20 5.732 5.170 0.562 10.5% 0.109 2.0% 29% False False 2,200
40 6.051 5.170 0.881 16.5% 0.141 2.6% 19% False False 2,228
60 6.550 5.170 1.380 25.9% 0.147 2.8% 12% False False 2,072
80 7.500 5.170 2.330 43.7% 0.154 2.9% 7% False False 1,852
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 0.018
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 5.912
2.618 5.702
1.618 5.573
1.000 5.493
0.618 5.444
HIGH 5.364
0.618 5.315
0.500 5.300
0.382 5.284
LOW 5.235
0.618 5.155
1.000 5.106
1.618 5.026
2.618 4.897
4.250 4.687
Fisher Pivots for day following 01-May-2009
Pivot 1 day 3 day
R1 5.322 5.311
PP 5.311 5.289
S1 5.300 5.267

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

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