NYMEX Natural Gas Future October 2009


Trading Metrics calculated at close of trading on 06-Apr-2009
Day Change Summary
Previous Current
03-Apr-2009 06-Apr-2009 Change Change % Previous Week
Open 4.386 4.400 0.014 0.3% 4.297
High 4.386 4.400 0.014 0.3% 4.398
Low 4.280 4.229 -0.051 -1.2% 4.199
Close 4.367 4.300 -0.067 -1.5% 4.367
Range 0.106 0.171 0.065 61.3% 0.199
ATR 0.192 0.190 -0.001 -0.8% 0.000
Volume 6,081 5,988 -93 -1.5% 32,931
Daily Pivots for day following 06-Apr-2009
Classic Woodie Camarilla DeMark
R4 4.823 4.732 4.394
R3 4.652 4.561 4.347
R2 4.481 4.481 4.331
R1 4.390 4.390 4.316 4.350
PP 4.310 4.310 4.310 4.290
S1 4.219 4.219 4.284 4.179
S2 4.139 4.139 4.269
S3 3.968 4.048 4.253
S4 3.797 3.877 4.206
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 4.400 4.199 0.201 4.7% 0.154 3.6% 50% True False 5,838
10 4.978 4.199 0.779 18.1% 0.183 4.2% 13% False False 6,767
20 4.978 4.199 0.779 18.1% 0.184 4.3% 13% False False 6,751
40 5.499 4.199 1.300 30.2% 0.186 4.3% 8% False False 6,391
60 6.200 4.199 2.001 46.5% 0.190 4.4% 5% False False 5,597
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.018
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.127
2.618 4.848
1.618 4.677
1.000 4.571
0.618 4.506
HIGH 4.400
0.618 4.335
0.500 4.315
0.382 4.294
LOW 4.229
0.618 4.123
1.000 4.058
1.618 3.952
2.618 3.781
4.250 3.502
Fisher Pivots for day following 06-Apr-2009
Pivot 1 day 3 day
R1 4.315 4.305
PP 4.310 4.303
S1 4.305 4.302

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

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