NYMEX Natural Gas Future December 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 5.540 5.480 -0.060 -1.1% 5.831
High 5.570 5.481 -0.089 -1.6% 6.010
Low 5.430 5.400 -0.030 -0.6% 5.470
Close 5.537 5.452 -0.085 -1.5% 5.479
Range 0.140 0.081 -0.059 -42.1% 0.540
ATR 0.181 0.178 -0.003 -1.8% 0.000
Volume 2,695 1,739 -956 -35.5% 12,375
Daily Pivots for day following 01-Apr-2009
Classic Woodie Camarilla DeMark
R4 5.687 5.651 5.497
R3 5.606 5.570 5.474
R2 5.525 5.525 5.467
R1 5.489 5.489 5.459 5.467
PP 5.444 5.444 5.444 5.433
S1 5.408 5.408 5.445 5.386
S2 5.363 5.363 5.437
S3 5.282 5.327 5.430
S4 5.201 5.246 5.407
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 5.990 5.400 0.590 10.8% 0.177 3.2% 9% False True 2,905
10 6.051 5.348 0.703 12.9% 0.215 3.9% 15% False False 2,926
20 6.051 5.316 0.735 13.5% 0.174 3.2% 19% False False 2,371
40 6.550 5.316 1.234 22.6% 0.163 3.0% 11% False False 2,005
60 7.621 5.316 2.305 42.3% 0.169 3.1% 6% False False 1,710
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.020
Narrowest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 5.825
2.618 5.693
1.618 5.612
1.000 5.562
0.618 5.531
HIGH 5.481
0.618 5.450
0.500 5.441
0.382 5.431
LOW 5.400
0.618 5.350
1.000 5.319
1.618 5.269
2.618 5.188
4.250 5.056
Fisher Pivots for day following 01-Apr-2009
Pivot 1 day 3 day
R1 5.448 5.485
PP 5.444 5.474
S1 5.441 5.463

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

View Archives - Comment on this page... - Back to Index of Symbols