NYMEX Natural Gas Future July 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 4.069 4.107 0.038 0.9% 4.015
High 4.105 4.107 0.002 0.0% 4.207
Low 3.990 3.929 -0.061 -1.5% 3.905
Close 4.073 4.001 -0.072 -1.8% 4.073
Range 0.115 0.178 0.063 54.8% 0.302
ATR 0.204 0.202 -0.002 -0.9% 0.000
Volume 7,285 6,506 -779 -10.7% 39,416
Daily Pivots for day following 06-Apr-2009
Classic Woodie Camarilla DeMark
R4 4.546 4.452 4.099
R3 4.368 4.274 4.050
R2 4.190 4.190 4.034
R1 4.096 4.096 4.017 4.054
PP 4.012 4.012 4.012 3.992
S1 3.918 3.918 3.985 3.876
S2 3.834 3.834 3.968
S3 3.656 3.740 3.952
S4 3.478 3.562 3.903
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 7.5% 0.179 4.5% 32% False False 7,617
10 4.721 3.905 0.816 20.4% 0.203 5.1% 12% False False 6,853
20 4.721 3.905 0.816 20.4% 0.196 4.9% 12% False False 6,513
40 5.280 3.905 1.375 34.4% 0.194 4.8% 7% False False 5,865
60 5.977 3.905 2.072 51.8% 0.197 4.9% 5% False False 4,733
80 6.521 3.905 2.616 65.4% 0.200 5.0% 4% False False 3,898
100 7.440 3.905 3.535 88.4% 0.206 5.2% 3% False False 3,357
120 7.708 3.905 3.803 95.1% 0.206 5.1% 3% False False 2,951
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.030
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.864
2.618 4.573
1.618 4.395
1.000 4.285
0.618 4.217
HIGH 4.107
0.618 4.039
0.500 4.018
0.382 3.997
LOW 3.929
0.618 3.819
1.000 3.751
1.618 3.641
2.618 3.463
4.250 3.173
Fisher Pivots for day following 06-Apr-2009
Pivot 1 day 3 day
R1 4.018 4.062
PP 4.012 4.042
S1 4.007 4.021

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

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