NYMEX Natural Gas Future December 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 5.570 5.515 -0.055 -1.0% 5.437
High 5.580 5.521 -0.059 -1.1% 5.650
Low 5.480 5.444 -0.036 -0.7% 5.400
Close 5.552 5.505 -0.047 -0.8% 5.552
Range 0.100 0.077 -0.023 -23.0% 0.250
ATR 0.177 0.172 -0.005 -2.8% 0.000
Volume 2,114 1,953 -161 -7.6% 11,729
Daily Pivots for day following 06-Apr-2009
Classic Woodie Camarilla DeMark
R4 5.721 5.690 5.547
R3 5.644 5.613 5.526
R2 5.567 5.567 5.519
R1 5.536 5.536 5.512 5.513
PP 5.490 5.490 5.490 5.479
S1 5.459 5.459 5.498 5.436
S2 5.413 5.413 5.491
S3 5.336 5.382 5.484
S4 5.259 5.305 5.463
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% 0.129 2.3% 42% False False 2,169
10 6.010 5.400 0.610 11.1% 0.155 2.8% 17% False False 2,392
20 6.051 5.316 0.735 13.4% 0.170 3.1% 26% False False 2,290
40 6.550 5.316 1.234 22.4% 0.164 3.0% 15% False False 2,038
60 7.143 5.316 1.827 33.2% 0.163 3.0% 10% False False 1,768
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 0.018
Narrowest range in 18 trading days
Fibonacci Retracements and Extensions
4.250 5.848
2.618 5.723
1.618 5.646
1.000 5.598
0.618 5.569
HIGH 5.521
0.618 5.492
0.500 5.483
0.382 5.473
LOW 5.444
0.618 5.396
1.000 5.367
1.618 5.319
2.618 5.242
4.250 5.117
Fisher Pivots for day following 06-Apr-2009
Pivot 1 day 3 day
R1 5.498 5.528
PP 5.490 5.520
S1 5.483 5.513

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

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