NYMEX Natural Gas Future November 2009


Trading Metrics calculated at close of trading on 01-Apr-2009
Day Change Summary
Previous Current
31-Mar-2009 01-Apr-2009 Change Change % Previous Week
Open 4.881 4.870 -0.011 -0.2% 5.341
High 4.932 4.873 -0.059 -1.2% 5.485
Low 4.800 4.786 -0.014 -0.3% 4.862
Close 4.919 4.842 -0.077 -1.6% 4.869
Range 0.132 0.087 -0.045 -34.1% 0.623
ATR 0.169 0.166 -0.003 -1.5% 0.000
Volume 2,078 1,209 -869 -41.8% 7,170
Daily Pivots for day following 01-Apr-2009
Classic Woodie Camarilla DeMark
R4 5.095 5.055 4.890
R3 5.008 4.968 4.866
R2 4.921 4.921 4.858
R1 4.881 4.881 4.850 4.858
PP 4.834 4.834 4.834 4.822
S1 4.794 4.794 4.834 4.771
S2 4.747 4.747 4.826
S3 4.660 4.707 4.818
S4 4.573 4.620 4.794
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 5.435 4.786 0.649 13.4% 0.171 3.5% 9% False True 1,811
10 5.485 4.786 0.699 14.4% 0.180 3.7% 8% False True 1,523
20 5.485 4.786 0.699 14.4% 0.154 3.2% 8% False True 1,250
40 5.975 4.786 1.189 24.6% 0.156 3.2% 5% False True 1,107
60 7.150 4.786 2.364 48.8% 0.162 3.3% 2% False True 1,046
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.013
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.243
2.618 5.101
1.618 5.014
1.000 4.960
0.618 4.927
HIGH 4.873
0.618 4.840
0.500 4.830
0.382 4.819
LOW 4.786
0.618 4.732
1.000 4.699
1.618 4.645
2.618 4.558
4.250 4.416
Fisher Pivots for day following 01-Apr-2009
Pivot 1 day 3 day
R1 4.838 4.859
PP 4.834 4.853
S1 4.830 4.848

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

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