NYMEX Natural Gas Future October 2009


Trading Metrics calculated at close of trading on 01-Apr-2009
Day Change Summary
Previous Current
31-Mar-2009 01-Apr-2009 Change Change % Previous Week
Open 4.345 4.340 -0.005 -0.1% 4.862
High 4.375 4.340 -0.035 -0.8% 4.978
Low 4.210 4.199 -0.011 -0.3% 4.286
Close 4.347 4.269 -0.078 -1.8% 4.299
Range 0.165 0.141 -0.024 -14.5% 0.692
ATR 0.203 0.199 -0.004 -1.9% 0.000
Volume 2,559 6,984 4,425 172.9% 34,486
Daily Pivots for day following 01-Apr-2009
Classic Woodie Camarilla DeMark
R4 4.692 4.622 4.347
R3 4.551 4.481 4.308
R2 4.410 4.410 4.295
R1 4.340 4.340 4.282 4.305
PP 4.269 4.269 4.269 4.252
S1 4.199 4.199 4.256 4.164
S2 4.128 4.128 4.243
S3 3.987 4.058 4.230
S4 3.846 3.917 4.191
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 4.965 4.199 0.766 17.9% 0.217 5.1% 9% False True 7,473
10 4.978 4.199 0.779 18.2% 0.223 5.2% 9% False True 7,355
20 4.978 4.199 0.779 18.2% 0.190 4.5% 9% False True 7,086
40 5.499 4.199 1.300 30.5% 0.189 4.4% 5% False True 6,266
60 6.784 4.199 2.585 60.6% 0.197 4.6% 3% False True 5,466
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 2 trading days
Fibonacci Retracements and Extensions
4.250 4.939
2.618 4.709
1.618 4.568
1.000 4.481
0.618 4.427
HIGH 4.340
0.618 4.286
0.500 4.270
0.382 4.253
LOW 4.199
0.618 4.112
1.000 4.058
1.618 3.971
2.618 3.830
4.250 3.600
Fisher Pivots for day following 01-Apr-2009
Pivot 1 day 3 day
R1 4.270 4.287
PP 4.269 4.281
S1 4.269 4.275

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

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