NYMEX Natural Gas Future September 2009


Trading Metrics calculated at close of trading on 30-Mar-2009
Day Change Summary
Previous Current
27-Mar-2009 30-Mar-2009 Change Change % Previous Week
Open 4.420 4.185 -0.235 -5.3% 4.729
High 4.420 4.218 -0.202 -4.6% 4.858
Low 4.172 4.147 -0.025 -0.6% 4.172
Close 4.179 4.173 -0.006 -0.1% 4.179
Range 0.248 0.071 -0.177 -71.4% 0.686
ATR 0.213 0.203 -0.010 -4.8% 0.000
Volume 1,647 2,304 657 39.9% 7,798
Daily Pivots for day following 30-Mar-2009
Classic Woodie Camarilla DeMark
R4 4.392 4.354 4.212
R3 4.321 4.283 4.193
R2 4.250 4.250 4.186
R1 4.212 4.212 4.180 4.196
PP 4.179 4.179 4.179 4.171
S1 4.141 4.141 4.166 4.125
S2 4.108 4.108 4.160
S3 4.037 4.070 4.153
S4 3.966 3.999 4.134
Weekly Pivots for week ending 27-Mar-2009
Classic Woodie Camarilla DeMark
R4 6.461 6.006 4.556
R3 5.775 5.320 4.368
R2 5.089 5.089 4.305
R1 4.634 4.634 4.242 4.519
PP 4.403 4.403 4.403 4.345
S1 3.948 3.948 4.116 3.833
S2 3.717 3.717 4.053
S3 3.031 3.262 3.990
S4 2.345 2.576 3.802
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.858 4.147 0.711 17.0% 0.199 4.8% 4% False True 1,621
10 4.860 4.147 0.713 17.1% 0.224 5.4% 4% False True 1,710
20 4.860 4.147 0.713 17.1% 0.190 4.6% 4% False True 1,903
40 5.392 4.147 1.245 29.8% 0.188 4.5% 2% False True 1,618
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
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 0.018
Narrowest range in 26 trading days
Fibonacci Retracements and Extensions
4.250 4.520
2.618 4.404
1.618 4.333
1.000 4.289
0.618 4.262
HIGH 4.218
0.618 4.191
0.500 4.183
0.382 4.174
LOW 4.147
0.618 4.103
1.000 4.076
1.618 4.032
2.618 3.961
4.250 3.845
Fisher Pivots for day following 30-Mar-2009
Pivot 1 day 3 day
R1 4.183 4.483
PP 4.179 4.379
S1 4.176 4.276

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

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