NYMEX Natural Gas Future September 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 4.185 4.200 0.015 0.4% 4.729
High 4.218 4.235 0.017 0.4% 4.858
Low 4.147 4.076 -0.071 -1.7% 4.172
Close 4.173 4.220 0.047 1.1% 4.179
Range 0.071 0.159 0.088 123.9% 0.686
ATR 0.203 0.200 -0.003 -1.6% 0.000
Volume 2,304 763 -1,541 -66.9% 7,798
Daily Pivots for day following 31-Mar-2009
Classic Woodie Camarilla DeMark
R4 4.654 4.596 4.307
R3 4.495 4.437 4.264
R2 4.336 4.336 4.249
R1 4.278 4.278 4.235 4.307
PP 4.177 4.177 4.177 4.192
S1 4.119 4.119 4.205 4.148
S2 4.018 4.018 4.191
S3 3.859 3.960 4.176
S4 3.700 3.801 4.133
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 4.838 4.076 0.762 18.1% 0.197 4.7% 19% False True 1,561
10 4.860 4.076 0.784 18.6% 0.230 5.4% 18% False True 1,614
20 4.860 4.076 0.784 18.6% 0.192 4.5% 18% False True 1,886
40 5.392 4.076 1.316 31.2% 0.185 4.4% 11% False True 1,612
60 6.665 4.076 2.589 61.4% 0.192 4.5% 6% False True 1,387
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 0.021
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.911
2.618 4.651
1.618 4.492
1.000 4.394
0.618 4.333
HIGH 4.235
0.618 4.174
0.500 4.156
0.382 4.137
LOW 4.076
0.618 3.978
1.000 3.917
1.618 3.819
2.618 3.660
4.250 3.400
Fisher Pivots for day following 31-Mar-2009
Pivot 1 day 3 day
R1 4.199 4.248
PP 4.177 4.239
S1 4.156 4.229

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

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