NYMEX Natural Gas Future December 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 5.485 5.570 0.085 1.5% 5.437
High 5.650 5.580 -0.070 -1.2% 5.650
Low 5.405 5.480 0.075 1.4% 5.400
Close 5.517 5.552 0.035 0.6% 5.552
Range 0.245 0.100 -0.145 -59.2% 0.250
ATR 0.183 0.177 -0.006 -3.2% 0.000
Volume 2,344 2,114 -230 -9.8% 11,729
Daily Pivots for day following 03-Apr-2009
Classic Woodie Camarilla DeMark
R4 5.837 5.795 5.607
R3 5.737 5.695 5.580
R2 5.637 5.637 5.570
R1 5.595 5.595 5.561 5.566
PP 5.537 5.537 5.537 5.523
S1 5.495 5.495 5.543 5.466
S2 5.437 5.437 5.534
S3 5.337 5.395 5.525
S4 5.237 5.295 5.497
Weekly Pivots for week ending 03-Apr-2009
Classic Woodie Camarilla DeMark
R4 6.284 6.168 5.690
R3 6.034 5.918 5.621
R2 5.784 5.784 5.598
R1 5.668 5.668 5.575 5.726
PP 5.534 5.534 5.534 5.563
S1 5.418 5.418 5.529 5.476
S2 5.284 5.284 5.506
S3 5.034 5.168 5.483
S4 4.784 4.918 5.415
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.650 5.400 0.250 4.5% 0.130 2.3% 61% False False 2,345
10 6.010 5.400 0.610 11.0% 0.160 2.9% 25% False False 2,410
20 6.051 5.316 0.735 13.2% 0.171 3.1% 32% False False 2,244
40 6.550 5.316 1.234 22.2% 0.166 3.0% 19% False False 2,020
60 7.450 5.316 2.134 38.4% 0.168 3.0% 11% False False 1,758
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.021
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6.005
2.618 5.842
1.618 5.742
1.000 5.680
0.618 5.642
HIGH 5.580
0.618 5.542
0.500 5.530
0.382 5.518
LOW 5.480
0.618 5.418
1.000 5.380
1.618 5.318
2.618 5.218
4.250 5.055
Fisher Pivots for day following 03-Apr-2009
Pivot 1 day 3 day
R1 5.545 5.543
PP 5.537 5.534
S1 5.530 5.525

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

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