NYMEX Natural Gas Future July 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 4.040 3.965 -0.075 -1.9% 4.593
High 4.045 4.207 0.162 4.0% 4.721
Low 3.905 3.917 0.012 0.3% 4.011
Close 3.979 4.059 0.080 2.0% 4.020
Range 0.140 0.290 0.150 107.1% 0.710
ATR 0.204 0.211 0.006 3.0% 0.000
Volume 8,939 8,113 -826 -9.2% 28,827
Daily Pivots for day following 02-Apr-2009
Classic Woodie Camarilla DeMark
R4 4.931 4.785 4.219
R3 4.641 4.495 4.139
R2 4.351 4.351 4.112
R1 4.205 4.205 4.086 4.278
PP 4.061 4.061 4.061 4.098
S1 3.915 3.915 4.032 3.988
S2 3.771 3.771 4.006
S3 3.481 3.625 3.979
S4 3.191 3.335 3.900
Weekly Pivots for week ending 27-Mar-2009
Classic Woodie Camarilla DeMark
R4 6.381 5.910 4.411
R3 5.671 5.200 4.215
R2 4.961 4.961 4.150
R1 4.490 4.490 4.085 4.371
PP 4.251 4.251 4.251 4.191
S1 3.780 3.780 3.955 3.661
S2 3.541 3.541 3.890
S3 2.831 3.070 3.825
S4 2.121 2.360 3.630
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.295 3.905 0.390 9.6% 0.197 4.8% 39% False False 8,034
10 4.721 3.905 0.816 20.1% 0.204 5.0% 19% False False 6,722
20 4.721 3.905 0.816 20.1% 0.197 4.8% 19% False False 6,674
40 5.280 3.905 1.375 33.9% 0.198 4.9% 11% False False 5,692
60 6.390 3.905 2.485 61.2% 0.203 5.0% 6% False False 4,551
80 6.521 3.905 2.616 64.4% 0.201 4.9% 6% False False 3,749
100 7.670 3.905 3.765 92.8% 0.207 5.1% 4% False False 3,233
120 7.708 3.905 3.803 93.7% 0.205 5.1% 4% False False 2,851
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 0.032
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 5.440
2.618 4.966
1.618 4.676
1.000 4.497
0.618 4.386
HIGH 4.207
0.618 4.096
0.500 4.062
0.382 4.028
LOW 3.917
0.618 3.738
1.000 3.627
1.618 3.448
2.618 3.158
4.250 2.685
Fisher Pivots for day following 02-Apr-2009
Pivot 1 day 3 day
R1 4.062 4.058
PP 4.061 4.057
S1 4.060 4.056

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

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