NYMEX Natural Gas Future October 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 4.255 4.386 0.131 3.1% 4.297
High 4.398 4.386 -0.012 -0.3% 4.398
Low 4.210 4.280 0.070 1.7% 4.199
Close 4.349 4.367 0.018 0.4% 4.367
Range 0.188 0.106 -0.082 -43.6% 0.199
ATR 0.198 0.192 -0.007 -3.3% 0.000
Volume 7,581 6,081 -1,500 -19.8% 32,931
Daily Pivots for day following 03-Apr-2009
Classic Woodie Camarilla DeMark
R4 4.662 4.621 4.425
R3 4.556 4.515 4.396
R2 4.450 4.450 4.386
R1 4.409 4.409 4.377 4.377
PP 4.344 4.344 4.344 4.328
S1 4.303 4.303 4.357 4.271
S2 4.238 4.238 4.348
S3 4.132 4.197 4.338
S4 4.026 4.091 4.309
Weekly Pivots for week ending 03-Apr-2009
Classic Woodie Camarilla DeMark
R4 4.918 4.842 4.476
R3 4.719 4.643 4.422
R2 4.520 4.520 4.403
R1 4.444 4.444 4.385 4.482
PP 4.321 4.321 4.321 4.341
S1 4.245 4.245 4.349 4.283
S2 4.122 4.122 4.331
S3 3.923 4.046 4.312
S4 3.724 3.847 4.258
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.398 4.199 0.199 4.6% 0.140 3.2% 84% False False 6,586
10 4.978 4.199 0.779 17.8% 0.175 4.0% 22% False False 6,741
20 4.978 4.199 0.779 17.8% 0.183 4.2% 22% False False 6,807
40 5.499 4.199 1.300 29.8% 0.188 4.3% 13% False False 6,372
60 6.555 4.199 2.356 54.0% 0.194 4.4% 7% False False 5,565
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.021
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 4.837
2.618 4.664
1.618 4.558
1.000 4.492
0.618 4.452
HIGH 4.386
0.618 4.346
0.500 4.333
0.382 4.320
LOW 4.280
0.618 4.214
1.000 4.174
1.618 4.108
2.618 4.002
4.250 3.830
Fisher Pivots for day following 03-Apr-2009
Pivot 1 day 3 day
R1 4.356 4.344
PP 4.344 4.321
S1 4.333 4.299

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

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