NYMEX Natural Gas Future August 2009

Trading Metrics calculated at close of trading on 01-Apr-2009

Day Change Summary
	Previous	Current
	31-Mar-2009	01-Apr-2009	Change	Change %	Previous Week
Open	4.173	4.170	-0.003	-0.1%	4.710
High	4.186	4.170	-0.016	-0.4%	4.820
Low	4.030	4.012	-0.018	-0.4%	4.108
Close	4.161	4.079	-0.082	-2.0%	4.119
Range	0.156	0.158	0.002	1.3%	0.712
ATR	0.205	0.202	-0.003	-1.6%	0.000
Volume	1,250	3,877	2,627	210.2%	14,065

Daily Pivots for day following 01-Apr-2009
	Classic	Woodie	Camarilla	DeMark
R4	4.561	4.478	4.166
R3	4.403	4.320	4.122
R2	4.245	4.245	4.108
R1	4.162	4.162	4.093	4.125
PP	4.087	4.087	4.087	4.068
S1	4.004	4.004	4.065	3.967
S2	3.929	3.929	4.050
S3	3.771	3.846	4.036
S4	3.613	3.688	3.992

Weekly Pivots for week ending 27-Mar-2009
	Classic	Woodie	Camarilla	DeMark
R4	6.485	6.014	4.511
R3	5.773	5.302	4.315
R2	5.061	5.061	4.250
R1	4.590	4.590	4.184	4.470
PP	4.349	4.349	4.349	4.289
S1	3.878	3.878	4.054	3.758
S2	3.637	3.637	3.988
S3	2.925	3.166	3.923
S4	2.213	2.454	3.727

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.805	4.012	0.793	19.4%	0.219	5.4%	8%	False	True	2,834
10	4.820	4.012	0.808	19.8%	0.228	5.6%	8%	False	True	2,767
20	4.820	4.012	0.808	19.8%	0.191	4.7%	8%	False	True	2,822
40	5.350	4.012	1.338	32.8%	0.191	4.7%	5%	False	True	2,292
60	6.619	4.012	2.607	63.9%	0.198	4.9%	3%	False	True	1,875
80	6.619	4.012	2.607	63.9%	0.193	4.7%	3%	False	True	1,618

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.027
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	4.842
2.618	4.584
1.618	4.426
1.000	4.328
0.618	4.268
HIGH	4.170
0.618	4.110
0.500	4.091
0.382	4.072
LOW	4.012
0.618	3.914
1.000	3.854
1.618	3.756
2.618	3.598
4.250	3.341

Fisher Pivots for day following 01-Apr-2009
Pivot	1 day	3 day
R1	4.091	4.099
PP	4.087	4.092
S1	4.083	4.086

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols