NYMEX Natural Gas Future July 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 3.965 4.069 0.104 2.6% 4.015
High 4.207 4.105 -0.102 -2.4% 4.207
Low 3.917 3.990 0.073 1.9% 3.905
Close 4.059 4.073 0.014 0.3% 4.073
Range 0.290 0.115 -0.175 -60.3% 0.302
ATR 0.211 0.204 -0.007 -3.2% 0.000
Volume 8,113 7,285 -828 -10.2% 39,416
Daily Pivots for day following 03-Apr-2009
Classic Woodie Camarilla DeMark
R4 4.401 4.352 4.136
R3 4.286 4.237 4.105
R2 4.171 4.171 4.094
R1 4.122 4.122 4.084 4.147
PP 4.056 4.056 4.056 4.068
S1 4.007 4.007 4.062 4.032
S2 3.941 3.941 4.052
S3 3.826 3.892 4.041
S4 3.711 3.777 4.010
Weekly Pivots for week ending 03-Apr-2009
Classic Woodie Camarilla DeMark
R4 4.968 4.822 4.239
R3 4.666 4.520 4.156
R2 4.364 4.364 4.128
R1 4.218 4.218 4.101 4.291
PP 4.062 4.062 4.062 4.098
S1 3.916 3.916 4.045 3.989
S2 3.760 3.760 4.018
S3 3.458 3.614 3.990
S4 3.156 3.312 3.907
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.207 3.905 0.302 7.4% 0.163 4.0% 56% False False 7,883
10 4.721 3.905 0.816 20.0% 0.194 4.8% 21% False False 6,824
20 4.721 3.905 0.816 20.0% 0.194 4.8% 21% False False 6,661
40 5.280 3.905 1.375 33.8% 0.196 4.8% 12% False False 5,804
60 6.295 3.905 2.390 58.7% 0.201 4.9% 7% False False 4,652
80 6.521 3.905 2.616 64.2% 0.200 4.9% 6% False False 3,826
100 7.670 3.905 3.765 92.4% 0.207 5.1% 4% False False 3,295
120 7.708 3.905 3.803 93.4% 0.205 5.0% 4% False False 2,905
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.030
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 4.594
2.618 4.406
1.618 4.291
1.000 4.220
0.618 4.176
HIGH 4.105
0.618 4.061
0.500 4.048
0.382 4.034
LOW 3.990
0.618 3.919
1.000 3.875
1.618 3.804
2.618 3.689
4.250 3.501
Fisher Pivots for day following 03-Apr-2009
Pivot 1 day 3 day
R1 4.065 4.067
PP 4.056 4.062
S1 4.048 4.056

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

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