NYMEX Natural Gas Future July 2009


Trading Metrics calculated at close of trading on 08-Apr-2009
Day Change Summary
Previous Current
07-Apr-2009 08-Apr-2009 Change Change % Previous Week
Open 3.990 3.869 -0.121 -3.0% 4.015
High 3.998 3.946 -0.052 -1.3% 4.207
Low 3.839 3.828 -0.011 -0.3% 3.905
Close 3.850 3.923 0.073 1.9% 4.073
Range 0.159 0.118 -0.041 -25.8% 0.302
ATR 0.199 0.193 -0.006 -2.9% 0.000
Volume 6,867 16,409 9,542 139.0% 39,416
Daily Pivots for day following 08-Apr-2009
Classic Woodie Camarilla DeMark
R4 4.253 4.206 3.988
R3 4.135 4.088 3.955
R2 4.017 4.017 3.945
R1 3.970 3.970 3.934 3.994
PP 3.899 3.899 3.899 3.911
S1 3.852 3.852 3.912 3.876
S2 3.781 3.781 3.901
S3 3.663 3.734 3.891
S4 3.545 3.616 3.858
Weekly Pivots for week ending 03-Apr-2009
Classic Woodie Camarilla DeMark
R4 4.968 4.822 4.239
R3 4.666 4.520 4.156
R2 4.364 4.364 4.128
R1 4.218 4.218 4.101 4.291
PP 4.062 4.062 4.062 4.098
S1 3.916 3.916 4.045 3.989
S2 3.760 3.760 4.018
S3 3.458 3.614 3.990
S4 3.156 3.312 3.907
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.207 3.828 0.379 9.7% 0.172 4.4% 25% False True 9,036
10 4.720 3.828 0.892 22.7% 0.202 5.2% 11% False True 8,204
20 4.721 3.828 0.893 22.8% 0.198 5.0% 11% False True 6,925
40 5.126 3.828 1.298 33.1% 0.187 4.8% 7% False True 6,274
60 5.800 3.828 1.972 50.3% 0.194 5.0% 5% False True 5,057
80 6.521 3.828 2.693 68.6% 0.199 5.1% 4% False True 4,119
100 7.121 3.828 3.293 83.9% 0.203 5.2% 3% False True 3,572
120 7.708 3.828 3.880 98.9% 0.205 5.2% 2% False True 3,132
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.027
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 4.448
2.618 4.255
1.618 4.137
1.000 4.064
0.618 4.019
HIGH 3.946
0.618 3.901
0.500 3.887
0.382 3.873
LOW 3.828
0.618 3.755
1.000 3.710
1.618 3.637
2.618 3.519
4.250 3.327
Fisher Pivots for day following 08-Apr-2009
Pivot 1 day 3 day
R1 3.911 3.968
PP 3.899 3.953
S1 3.887 3.938

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

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