NYMEX Natural Gas Future November 2009


Trading Metrics calculated at close of trading on 31-Mar-2009
Day Change Summary
Previous Current
30-Mar-2009 31-Mar-2009 Change Change % Previous Week
Open 4.840 4.881 0.041 0.8% 5.341
High 4.900 4.932 0.032 0.7% 5.485
Low 4.837 4.800 -0.037 -0.8% 4.862
Close 4.861 4.919 0.058 1.2% 4.869
Range 0.063 0.132 0.069 109.5% 0.623
ATR 0.172 0.169 -0.003 -1.7% 0.000
Volume 1,231 2,078 847 68.8% 7,170
Daily Pivots for day following 31-Mar-2009
Classic Woodie Camarilla DeMark
R4 5.280 5.231 4.992
R3 5.148 5.099 4.955
R2 5.016 5.016 4.943
R1 4.967 4.967 4.931 4.992
PP 4.884 4.884 4.884 4.896
S1 4.835 4.835 4.907 4.860
S2 4.752 4.752 4.895
S3 4.620 4.703 4.883
S4 4.488 4.571 4.846
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 5.460 4.800 0.660 13.4% 0.171 3.5% 18% False True 1,760
10 5.485 4.790 0.695 14.1% 0.180 3.7% 19% False False 1,502
20 5.485 4.790 0.695 14.1% 0.158 3.2% 19% False False 1,237
40 5.975 4.790 1.185 24.1% 0.158 3.2% 11% False False 1,115
60 7.150 4.790 2.360 48.0% 0.164 3.3% 5% False False 1,039
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 0.013
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.493
2.618 5.278
1.618 5.146
1.000 5.064
0.618 5.014
HIGH 4.932
0.618 4.882
0.500 4.866
0.382 4.850
LOW 4.800
0.618 4.718
1.000 4.668
1.618 4.586
2.618 4.454
4.250 4.239
Fisher Pivots for day following 31-Mar-2009
Pivot 1 day 3 day
R1 4.901 4.928
PP 4.884 4.925
S1 4.866 4.922

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

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