NYMEX Natural Gas Future November 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 5.030 4.840 -0.190 -3.8% 5.341
High 5.055 4.900 -0.155 -3.1% 5.485
Low 4.862 4.837 -0.025 -0.5% 4.862
Close 4.869 4.861 -0.008 -0.2% 4.869
Range 0.193 0.063 -0.130 -67.4% 0.623
ATR 0.180 0.172 -0.008 -4.6% 0.000
Volume 2,030 1,231 -799 -39.4% 7,170
Daily Pivots for day following 30-Mar-2009
Classic Woodie Camarilla DeMark
R4 5.055 5.021 4.896
R3 4.992 4.958 4.878
R2 4.929 4.929 4.873
R1 4.895 4.895 4.867 4.912
PP 4.866 4.866 4.866 4.875
S1 4.832 4.832 4.855 4.849
S2 4.803 4.803 4.849
S3 4.740 4.769 4.844
S4 4.677 4.706 4.826
Weekly Pivots for week ending 27-Mar-2009
Classic Woodie Camarilla DeMark
R4 6.941 6.528 5.212
R3 6.318 5.905 5.040
R2 5.695 5.695 4.983
R1 5.282 5.282 4.926 5.177
PP 5.072 5.072 5.072 5.020
S1 4.659 4.659 4.812 4.554
S2 4.449 4.449 4.755
S3 3.826 4.036 4.698
S4 3.203 3.413 4.526
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.485 4.837 0.648 13.3% 0.177 3.6% 4% False True 1,443
10 5.485 4.790 0.695 14.3% 0.173 3.6% 10% False False 1,378
20 5.485 4.790 0.695 14.3% 0.155 3.2% 10% False False 1,151
40 5.975 4.790 1.185 24.4% 0.161 3.3% 6% False False 1,087
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.008
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 5.168
2.618 5.065
1.618 5.002
1.000 4.963
0.618 4.939
HIGH 4.900
0.618 4.876
0.500 4.869
0.382 4.861
LOW 4.837
0.618 4.798
1.000 4.774
1.618 4.735
2.618 4.672
4.250 4.569
Fisher Pivots for day following 30-Mar-2009
Pivot 1 day 3 day
R1 4.869 5.136
PP 4.866 5.044
S1 4.864 4.953

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

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