NYMEX Natural Gas Future August 2009


Trading Metrics calculated at close of trading on 06-Apr-2009
Day Change Summary
Previous Current
03-Apr-2009 06-Apr-2009 Change Change % Previous Week
Open 4.169 4.196 0.027 0.6% 4.114
High 4.191 4.196 0.005 0.1% 4.203
Low 4.087 4.040 -0.047 -1.1% 4.012
Close 4.178 4.109 -0.069 -1.7% 4.178
Range 0.104 0.156 0.052 50.0% 0.191
ATR 0.193 0.190 -0.003 -1.4% 0.000
Volume 3,158 3,434 276 8.7% 15,331
Daily Pivots for day following 06-Apr-2009
Classic Woodie Camarilla DeMark
R4 4.583 4.502 4.195
R3 4.427 4.346 4.152
R2 4.271 4.271 4.138
R1 4.190 4.190 4.123 4.153
PP 4.115 4.115 4.115 4.096
S1 4.034 4.034 4.095 3.997
S2 3.959 3.959 4.080
S3 3.803 3.878 4.066
S4 3.647 3.722 4.023
Weekly Pivots for week ending 03-Apr-2009
Classic Woodie Camarilla DeMark
R4 4.704 4.632 4.283
R3 4.513 4.441 4.231
R2 4.322 4.322 4.213
R1 4.250 4.250 4.196 4.286
PP 4.131 4.131 4.131 4.149
S1 4.059 4.059 4.160 4.095
S2 3.940 3.940 4.143
S3 3.749 3.868 4.125
S4 3.558 3.677 4.073
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.203 4.012 0.191 4.6% 0.150 3.7% 51% False False 3,079
10 4.820 4.012 0.808 19.7% 0.186 4.5% 12% False False 2,943
20 4.820 4.012 0.808 19.7% 0.186 4.5% 12% False False 2,920
40 5.350 4.012 1.338 32.6% 0.186 4.5% 7% False False 2,408
60 6.077 4.012 2.065 50.3% 0.192 4.7% 5% False False 2,009
80 6.619 4.012 2.607 63.4% 0.193 4.7% 4% False False 1,703
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 0.024
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.859
2.618 4.604
1.618 4.448
1.000 4.352
0.618 4.292
HIGH 4.196
0.618 4.136
0.500 4.118
0.382 4.100
LOW 4.040
0.618 3.944
1.000 3.884
1.618 3.788
2.618 3.632
4.250 3.377
Fisher Pivots for day following 06-Apr-2009
Pivot 1 day 3 day
R1 4.118 4.114
PP 4.115 4.112
S1 4.112 4.111

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

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