NYMEX Natural Gas Future June 2009


Trading Metrics calculated at close of trading on 02-Apr-2009
Day Change Summary
Previous Current
01-Apr-2009 02-Apr-2009 Change Change % Previous Week
Open 3.920 3.816 -0.104 -2.7% 4.440
High 3.923 4.102 0.179 4.6% 4.589
Low 3.760 3.770 0.010 0.3% 3.864
Close 3.830 3.912 0.082 2.1% 3.874
Range 0.163 0.332 0.169 103.7% 0.725
ATR 0.222 0.230 0.008 3.5% 0.000
Volume 13,640 15,381 1,741 12.8% 45,525
Daily Pivots for day following 02-Apr-2009
Classic Woodie Camarilla DeMark
R4 4.924 4.750 4.095
R3 4.592 4.418 4.003
R2 4.260 4.260 3.973
R1 4.086 4.086 3.942 4.173
PP 3.928 3.928 3.928 3.972
S1 3.754 3.754 3.882 3.841
S2 3.596 3.596 3.851
S3 3.264 3.422 3.821
S4 2.932 3.090 3.729
Weekly Pivots for week ending 27-Mar-2009
Classic Woodie Camarilla DeMark
R4 6.284 5.804 4.273
R3 5.559 5.079 4.073
R2 4.834 4.834 4.007
R1 4.354 4.354 3.940 4.232
PP 4.109 4.109 4.109 4.048
S1 3.629 3.629 3.808 3.507
S2 3.384 3.384 3.741
S3 2.659 2.904 3.675
S4 1.934 2.179 3.475
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.171 3.760 0.411 10.5% 0.219 5.6% 37% False False 13,382
10 4.589 3.760 0.829 21.2% 0.220 5.6% 18% False False 10,968
20 4.609 3.760 0.849 21.7% 0.222 5.7% 18% False False 10,732
40 5.140 3.760 1.380 35.3% 0.221 5.6% 11% False False 8,187
60 6.278 3.760 2.518 64.4% 0.221 5.6% 6% False False 6,421
80 6.413 3.760 2.653 67.8% 0.218 5.6% 6% False False 5,185
100 7.532 3.760 3.772 96.4% 0.222 5.7% 4% False False 4,416
120 7.599 3.760 3.839 98.1% 0.221 5.6% 4% False False 3,881
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 0.031
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 5.513
2.618 4.971
1.618 4.639
1.000 4.434
0.618 4.307
HIGH 4.102
0.618 3.975
0.500 3.936
0.382 3.897
LOW 3.770
0.618 3.565
1.000 3.438
1.618 3.233
2.618 2.901
4.250 2.359
Fisher Pivots for day following 02-Apr-2009
Pivot 1 day 3 day
R1 3.936 3.931
PP 3.928 3.925
S1 3.920 3.918

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

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