NYMEX Natural Gas Future November 2009


Trading Metrics calculated at close of trading on 06-Apr-2009
Day Change Summary
Previous Current
03-Apr-2009 06-Apr-2009 Change Change % Previous Week
Open 4.910 4.875 -0.035 -0.7% 4.840
High 4.960 4.907 -0.053 -1.1% 4.960
Low 4.871 4.835 -0.036 -0.7% 4.786
Close 4.945 4.893 -0.052 -1.1% 4.945
Range 0.089 0.072 -0.017 -19.1% 0.174
ATR 0.160 0.156 -0.004 -2.2% 0.000
Volume 968 1,629 661 68.3% 7,195
Daily Pivots for day following 06-Apr-2009
Classic Woodie Camarilla DeMark
R4 5.094 5.066 4.933
R3 5.022 4.994 4.913
R2 4.950 4.950 4.906
R1 4.922 4.922 4.900 4.936
PP 4.878 4.878 4.878 4.886
S1 4.850 4.850 4.886 4.864
S2 4.806 4.806 4.880
S3 4.734 4.778 4.873
S4 4.662 4.706 4.853
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 3.6% 0.106 2.2% 61% False False 1,518
10 5.485 4.786 0.699 14.3% 0.142 2.9% 15% False False 1,480
20 5.485 4.786 0.699 14.3% 0.146 3.0% 15% False False 1,327
40 5.975 4.786 1.189 24.3% 0.152 3.1% 9% False False 1,127
60 6.647 4.786 1.861 38.0% 0.155 3.2% 6% False False 1,061
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.024
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 5.213
2.618 5.095
1.618 5.023
1.000 4.979
0.618 4.951
HIGH 4.907
0.618 4.879
0.500 4.871
0.382 4.863
LOW 4.835
0.618 4.791
1.000 4.763
1.618 4.719
2.618 4.647
4.250 4.529
Fisher Pivots for day following 06-Apr-2009
Pivot 1 day 3 day
R1 4.886 4.887
PP 4.878 4.882
S1 4.871 4.876

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

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