NYMEX Natural Gas Future December 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 5.437 5.540 0.103 1.9% 5.831
High 5.506 5.570 0.064 1.2% 6.010
Low 5.420 5.430 0.010 0.2% 5.470
Close 5.469 5.537 0.068 1.2% 5.479
Range 0.086 0.140 0.054 62.8% 0.540
ATR 0.185 0.181 -0.003 -1.7% 0.000
Volume 2,837 2,695 -142 -5.0% 12,375
Daily Pivots for day following 31-Mar-2009
Classic Woodie Camarilla DeMark
R4 5.932 5.875 5.614
R3 5.792 5.735 5.576
R2 5.652 5.652 5.563
R1 5.595 5.595 5.550 5.554
PP 5.512 5.512 5.512 5.492
S1 5.455 5.455 5.524 5.414
S2 5.372 5.372 5.511
S3 5.232 5.315 5.499
S4 5.092 5.175 5.460
Weekly Pivots for week ending 27-Mar-2009
Classic Woodie Camarilla DeMark
R4 7.273 6.916 5.776
R3 6.733 6.376 5.628
R2 6.193 6.193 5.578
R1 5.836 5.836 5.529 5.745
PP 5.653 5.653 5.653 5.607
S1 5.296 5.296 5.430 5.205
S2 5.113 5.113 5.380
S3 4.573 4.756 5.331
S4 4.033 4.216 5.182
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.995 5.420 0.575 10.4% 0.178 3.2% 20% False False 2,989
10 6.051 5.316 0.735 13.3% 0.219 4.0% 30% False False 2,900
20 6.051 5.316 0.735 13.3% 0.177 3.2% 30% False False 2,371
40 6.550 5.316 1.234 22.3% 0.164 3.0% 18% False False 2,014
60 7.621 5.316 2.305 41.6% 0.171 3.1% 10% False False 1,699
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.020
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6.165
2.618 5.937
1.618 5.797
1.000 5.710
0.618 5.657
HIGH 5.570
0.618 5.517
0.500 5.500
0.382 5.483
LOW 5.430
0.618 5.343
1.000 5.290
1.618 5.203
2.618 5.063
4.250 4.835
Fisher Pivots for day following 31-Mar-2009
Pivot 1 day 3 day
R1 5.525 5.560
PP 5.512 5.552
S1 5.500 5.545

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

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