NYMEX Natural Gas Future October 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 4.340 4.255 -0.085 -2.0% 4.862
High 4.340 4.398 0.058 1.3% 4.978
Low 4.199 4.210 0.011 0.3% 4.286
Close 4.269 4.349 0.080 1.9% 4.299
Range 0.141 0.188 0.047 33.3% 0.692
ATR 0.199 0.198 -0.001 -0.4% 0.000
Volume 6,984 7,581 597 8.5% 34,486
Daily Pivots for day following 02-Apr-2009
Classic Woodie Camarilla DeMark
R4 4.883 4.804 4.452
R3 4.695 4.616 4.401
R2 4.507 4.507 4.383
R1 4.428 4.428 4.366 4.468
PP 4.319 4.319 4.319 4.339
S1 4.240 4.240 4.332 4.280
S2 4.131 4.131 4.315
S3 3.943 4.052 4.297
S4 3.755 3.864 4.246
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 4.520 4.199 0.321 7.4% 0.165 3.8% 47% False False 7,513
10 4.978 4.199 0.779 17.9% 0.184 4.2% 19% False False 7,488
20 4.978 4.199 0.779 17.9% 0.186 4.3% 19% False False 6,932
40 5.499 4.199 1.300 29.9% 0.190 4.4% 12% False False 6,314
60 6.593 4.199 2.394 55.0% 0.196 4.5% 6% False False 5,524
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 0.022
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 5.197
2.618 4.890
1.618 4.702
1.000 4.586
0.618 4.514
HIGH 4.398
0.618 4.326
0.500 4.304
0.382 4.282
LOW 4.210
0.618 4.094
1.000 4.022
1.618 3.906
2.618 3.718
4.250 3.411
Fisher Pivots for day following 02-Apr-2009
Pivot 1 day 3 day
R1 4.334 4.332
PP 4.319 4.315
S1 4.304 4.299

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

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