NYMEX Natural Gas Future November 2009


Trading Metrics calculated at close of trading on 02-Apr-2009
Day Change Summary
Previous Current
01-Apr-2009 02-Apr-2009 Change Change % Previous Week
Open 4.870 4.875 0.005 0.1% 5.341
High 4.873 4.943 0.070 1.4% 5.485
Low 4.786 4.792 0.006 0.1% 4.862
Close 4.842 4.924 0.082 1.7% 4.869
Range 0.087 0.151 0.064 73.6% 0.623
ATR 0.166 0.165 -0.001 -0.7% 0.000
Volume 1,209 1,709 500 41.4% 7,170
Daily Pivots for day following 02-Apr-2009
Classic Woodie Camarilla DeMark
R4 5.339 5.283 5.007
R3 5.188 5.132 4.966
R2 5.037 5.037 4.952
R1 4.981 4.981 4.938 5.009
PP 4.886 4.886 4.886 4.901
S1 4.830 4.830 4.910 4.858
S2 4.735 4.735 4.896
S3 4.584 4.679 4.882
S4 4.433 4.528 4.841
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 5.055 4.786 0.269 5.5% 0.125 2.5% 51% False False 1,651
10 5.485 4.786 0.699 14.2% 0.154 3.1% 20% False False 1,624
20 5.485 4.786 0.699 14.2% 0.151 3.1% 20% False False 1,266
40 5.975 4.786 1.189 24.1% 0.157 3.2% 12% False False 1,123
60 7.040 4.786 2.254 45.8% 0.161 3.3% 6% False False 1,052
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.020
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 5.585
2.618 5.338
1.618 5.187
1.000 5.094
0.618 5.036
HIGH 4.943
0.618 4.885
0.500 4.868
0.382 4.850
LOW 4.792
0.618 4.699
1.000 4.641
1.618 4.548
2.618 4.397
4.250 4.150
Fisher Pivots for day following 02-Apr-2009
Pivot 1 day 3 day
R1 4.905 4.904
PP 4.886 4.884
S1 4.868 4.865

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

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