NYMEX Natural Gas Future October 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 4.510 4.297 -0.213 -4.7% 4.862
High 4.520 4.349 -0.171 -3.8% 4.978
Low 4.286 4.250 -0.036 -0.8% 4.286
Close 4.299 4.293 -0.006 -0.1% 4.299
Range 0.234 0.099 -0.135 -57.7% 0.692
ATR 0.214 0.206 -0.008 -3.8% 0.000
Volume 10,715 9,726 -989 -9.2% 34,486
Daily Pivots for day following 30-Mar-2009
Classic Woodie Camarilla DeMark
R4 4.594 4.543 4.347
R3 4.495 4.444 4.320
R2 4.396 4.396 4.311
R1 4.345 4.345 4.302 4.321
PP 4.297 4.297 4.297 4.286
S1 4.246 4.246 4.284 4.222
S2 4.198 4.198 4.275
S3 4.099 4.147 4.266
S4 4.000 4.048 4.239
Weekly Pivots for week ending 27-Mar-2009
Classic Woodie Camarilla DeMark
R4 6.597 6.140 4.680
R3 5.905 5.448 4.489
R2 5.213 5.213 4.426
R1 4.756 4.756 4.362 4.639
PP 4.521 4.521 4.521 4.462
S1 4.064 4.064 4.236 3.947
S2 3.829 3.829 4.172
S3 3.137 3.372 4.109
S4 2.445 2.680 3.918
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.978 4.250 0.728 17.0% 0.211 4.9% 6% False True 7,696
10 4.978 4.250 0.728 17.0% 0.217 5.1% 6% False True 7,654
20 4.978 4.250 0.728 17.0% 0.191 4.4% 6% False True 7,182
40 5.499 4.250 1.249 29.1% 0.195 4.6% 3% False True 6,320
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
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 0.020
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 4.770
2.618 4.608
1.618 4.509
1.000 4.448
0.618 4.410
HIGH 4.349
0.618 4.311
0.500 4.300
0.382 4.288
LOW 4.250
0.618 4.189
1.000 4.151
1.618 4.090
2.618 3.991
4.250 3.829
Fisher Pivots for day following 30-Mar-2009
Pivot 1 day 3 day
R1 4.300 4.608
PP 4.297 4.503
S1 4.295 4.398

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

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