NYMEX Natural Gas Future December 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 5.480 5.485 0.005 0.1% 5.831
High 5.481 5.650 0.169 3.1% 6.010
Low 5.400 5.405 0.005 0.1% 5.470
Close 5.452 5.517 0.065 1.2% 5.479
Range 0.081 0.245 0.164 202.5% 0.540
ATR 0.178 0.183 0.005 2.7% 0.000
Volume 1,739 2,344 605 34.8% 12,375
Daily Pivots for day following 02-Apr-2009
Classic Woodie Camarilla DeMark
R4 6.259 6.133 5.652
R3 6.014 5.888 5.584
R2 5.769 5.769 5.562
R1 5.643 5.643 5.539 5.706
PP 5.524 5.524 5.524 5.556
S1 5.398 5.398 5.495 5.461
S2 5.279 5.279 5.472
S3 5.034 5.153 5.450
S4 4.789 4.908 5.382
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 5.700 5.400 0.300 5.4% 0.156 2.8% 39% False False 2,795
10 6.010 5.400 0.610 11.1% 0.169 3.1% 19% False False 3,042
20 6.051 5.316 0.735 13.3% 0.173 3.1% 27% False False 2,257
40 6.550 5.316 1.234 22.4% 0.167 3.0% 16% False False 2,008
60 7.500 5.316 2.184 39.6% 0.169 3.1% 9% False False 1,737
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.027
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 6.691
2.618 6.291
1.618 6.046
1.000 5.895
0.618 5.801
HIGH 5.650
0.618 5.556
0.500 5.528
0.382 5.499
LOW 5.405
0.618 5.254
1.000 5.160
1.618 5.009
2.618 4.764
4.250 4.364
Fisher Pivots for day following 02-Apr-2009
Pivot 1 day 3 day
R1 5.528 5.525
PP 5.524 5.522
S1 5.521 5.520

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

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