NYMEX Natural Gas Future September 2009


Trading Metrics calculated at close of trading on 02-Apr-2009
Day Change Summary
Previous Current
01-Apr-2009 02-Apr-2009 Change Change % Previous Week
Open 4.180 4.150 -0.030 -0.7% 4.729
High 4.180 4.263 0.083 2.0% 4.858
Low 4.080 4.085 0.005 0.1% 4.172
Close 4.139 4.219 0.080 1.9% 4.179
Range 0.100 0.178 0.078 78.0% 0.686
ATR 0.196 0.195 -0.001 -0.6% 0.000
Volume 2,276 1,582 -694 -30.5% 7,798
Daily Pivots for day following 02-Apr-2009
Classic Woodie Camarilla DeMark
R4 4.723 4.649 4.317
R3 4.545 4.471 4.268
R2 4.367 4.367 4.252
R1 4.293 4.293 4.235 4.330
PP 4.189 4.189 4.189 4.208
S1 4.115 4.115 4.203 4.152
S2 4.011 4.011 4.186
S3 3.833 3.937 4.170
S4 3.655 3.759 4.121
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 4.420 4.076 0.344 8.2% 0.151 3.6% 42% False False 1,714
10 4.858 4.076 0.782 18.5% 0.172 4.1% 18% False False 1,740
20 4.860 4.076 0.784 18.6% 0.184 4.3% 18% False False 1,907
40 5.392 4.076 1.316 31.2% 0.183 4.3% 11% False False 1,645
60 6.480 4.076 2.404 57.0% 0.188 4.5% 6% False False 1,429
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.026
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 5.020
2.618 4.729
1.618 4.551
1.000 4.441
0.618 4.373
HIGH 4.263
0.618 4.195
0.500 4.174
0.382 4.153
LOW 4.085
0.618 3.975
1.000 3.907
1.618 3.797
2.618 3.619
4.250 3.329
Fisher Pivots for day following 02-Apr-2009
Pivot 1 day 3 day
R1 4.204 4.203
PP 4.189 4.186
S1 4.174 4.170

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

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