NYMEX Natural Gas Future September 2009


Trading Metrics calculated at close of trading on 03-Apr-2009
Day Change Summary
Previous Current
02-Apr-2009 03-Apr-2009 Change Change % Previous Week
Open 4.150 4.260 0.110 2.7% 4.185
High 4.263 4.260 -0.003 -0.1% 4.263
Low 4.085 4.154 0.069 1.7% 4.076
Close 4.219 4.240 0.021 0.5% 4.240
Range 0.178 0.106 -0.072 -40.4% 0.187
ATR 0.195 0.188 -0.006 -3.3% 0.000
Volume 1,582 1,767 185 11.7% 8,692
Daily Pivots for day following 03-Apr-2009
Classic Woodie Camarilla DeMark
R4 4.536 4.494 4.298
R3 4.430 4.388 4.269
R2 4.324 4.324 4.259
R1 4.282 4.282 4.250 4.250
PP 4.218 4.218 4.218 4.202
S1 4.176 4.176 4.230 4.144
S2 4.112 4.112 4.221
S3 4.006 4.070 4.211
S4 3.900 3.964 4.182
Weekly Pivots for week ending 03-Apr-2009
Classic Woodie Camarilla DeMark
R4 4.754 4.684 4.343
R3 4.567 4.497 4.291
R2 4.380 4.380 4.274
R1 4.310 4.310 4.257 4.345
PP 4.193 4.193 4.193 4.211
S1 4.123 4.123 4.223 4.158
S2 4.006 4.006 4.206
S3 3.819 3.936 4.189
S4 3.632 3.749 4.137
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.263 4.076 0.187 4.4% 0.123 2.9% 88% False False 1,738
10 4.858 4.076 0.782 18.4% 0.162 3.8% 21% False False 1,649
20 4.860 4.076 0.784 18.5% 0.181 4.3% 21% False False 1,870
40 5.392 4.076 1.316 31.0% 0.182 4.3% 12% False False 1,670
60 6.401 4.076 2.325 54.8% 0.187 4.4% 7% False False 1,448
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.021
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.711
2.618 4.538
1.618 4.432
1.000 4.366
0.618 4.326
HIGH 4.260
0.618 4.220
0.500 4.207
0.382 4.194
LOW 4.154
0.618 4.088
1.000 4.048
1.618 3.982
2.618 3.876
4.250 3.704
Fisher Pivots for day following 03-Apr-2009
Pivot 1 day 3 day
R1 4.229 4.217
PP 4.218 4.194
S1 4.207 4.172

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

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