NYMEX Natural Gas Future July 2009


Trading Metrics calculated at close of trading on 31-Mar-2009
Day Change Summary
Previous Current
30-Mar-2009 31-Mar-2009 Change Change % Previous Week
Open 4.015 4.086 0.071 1.8% 4.593
High 4.069 4.100 0.031 0.8% 4.721
Low 3.970 3.929 -0.041 -1.0% 4.011
Close 4.020 4.061 0.041 1.0% 4.020
Range 0.099 0.171 0.072 72.7% 0.710
ATR 0.211 0.208 -0.003 -1.4% 0.000
Volume 7,836 7,243 -593 -7.6% 28,827
Daily Pivots for day following 31-Mar-2009
Classic Woodie Camarilla DeMark
R4 4.543 4.473 4.155
R3 4.372 4.302 4.108
R2 4.201 4.201 4.092
R1 4.131 4.131 4.077 4.081
PP 4.030 4.030 4.030 4.005
S1 3.960 3.960 4.045 3.910
S2 3.859 3.859 4.030
S3 3.688 3.789 4.014
S4 3.517 3.618 3.967
Weekly Pivots for week ending 27-Mar-2009
Classic Woodie Camarilla DeMark
R4 6.381 5.910 4.411
R3 5.671 5.200 4.215
R2 4.961 4.961 4.150
R1 4.490 4.490 4.085 4.371
PP 4.251 4.251 4.251 4.191
S1 3.780 3.780 3.955 3.661
S2 3.541 3.541 3.890
S3 2.831 3.070 3.825
S4 2.121 2.360 3.630
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.720 3.929 0.791 19.5% 0.227 5.6% 17% False True 6,740
10 4.721 3.929 0.792 19.5% 0.234 5.8% 17% False True 5,666
20 4.721 3.929 0.792 19.5% 0.199 4.9% 17% False True 6,342
40 5.280 3.929 1.351 33.3% 0.198 4.9% 10% False True 5,493
60 6.521 3.929 2.592 63.8% 0.204 5.0% 5% False True 4,309
80 6.640 3.929 2.711 66.8% 0.201 5.0% 5% False True 3,585
100 7.700 3.929 3.771 92.9% 0.207 5.1% 4% False True 3,084
120 7.708 3.929 3.779 93.1% 0.205 5.0% 3% False True 2,732
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.028
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.827
2.618 4.548
1.618 4.377
1.000 4.271
0.618 4.206
HIGH 4.100
0.618 4.035
0.500 4.015
0.382 3.994
LOW 3.929
0.618 3.823
1.000 3.758
1.618 3.652
2.618 3.481
4.250 3.202
Fisher Pivots for day following 31-Mar-2009
Pivot 1 day 3 day
R1 4.046 4.112
PP 4.030 4.095
S1 4.015 4.078

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

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