NYMEX Natural Gas Future November 2009


Trading Metrics calculated at close of trading on 03-Apr-2009
Day Change Summary
Previous Current
02-Apr-2009 03-Apr-2009 Change Change % Previous Week
Open 4.875 4.910 0.035 0.7% 4.840
High 4.943 4.960 0.017 0.3% 4.960
Low 4.792 4.871 0.079 1.6% 4.786
Close 4.924 4.945 0.021 0.4% 4.945
Range 0.151 0.089 -0.062 -41.1% 0.174
ATR 0.165 0.160 -0.005 -3.3% 0.000
Volume 1,709 968 -741 -43.4% 7,195
Daily Pivots for day following 03-Apr-2009
Classic Woodie Camarilla DeMark
R4 5.192 5.158 4.994
R3 5.103 5.069 4.969
R2 5.014 5.014 4.961
R1 4.980 4.980 4.953 4.997
PP 4.925 4.925 4.925 4.934
S1 4.891 4.891 4.937 4.908
S2 4.836 4.836 4.929
S3 4.747 4.802 4.921
S4 4.658 4.713 4.896
Weekly Pivots for week ending 03-Apr-2009
Classic Woodie Camarilla DeMark
R4 5.419 5.356 5.041
R3 5.245 5.182 4.993
R2 5.071 5.071 4.977
R1 5.008 5.008 4.961 5.040
PP 4.897 4.897 4.897 4.913
S1 4.834 4.834 4.929 4.866
S2 4.723 4.723 4.913
S3 4.549 4.660 4.897
S4 4.375 4.486 4.849
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.960 4.786 0.174 3.5% 0.104 2.1% 91% True False 1,439
10 5.485 4.786 0.699 14.1% 0.146 3.0% 23% False False 1,436
20 5.485 4.786 0.699 14.1% 0.147 3.0% 23% False False 1,274
40 5.975 4.786 1.189 24.0% 0.156 3.2% 13% False False 1,104
60 6.902 4.786 2.116 42.8% 0.159 3.2% 8% False False 1,049
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.023
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.338
2.618 5.193
1.618 5.104
1.000 5.049
0.618 5.015
HIGH 4.960
0.618 4.926
0.500 4.916
0.382 4.905
LOW 4.871
0.618 4.816
1.000 4.782
1.618 4.727
2.618 4.638
4.250 4.493
Fisher Pivots for day following 03-Apr-2009
Pivot 1 day 3 day
R1 4.935 4.921
PP 4.925 4.897
S1 4.916 4.873

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

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