NYMEX Natural Gas Future August 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 4.075 4.169 0.094 2.3% 4.114
High 4.203 4.191 -0.012 -0.3% 4.203
Low 4.025 4.087 0.062 1.5% 4.012
Close 4.159 4.178 0.019 0.5% 4.178
Range 0.178 0.104 -0.074 -41.6% 0.191
ATR 0.200 0.193 -0.007 -3.4% 0.000
Volume 3,676 3,158 -518 -14.1% 15,331
Daily Pivots for day following 03-Apr-2009
Classic Woodie Camarilla DeMark
R4 4.464 4.425 4.235
R3 4.360 4.321 4.207
R2 4.256 4.256 4.197
R1 4.217 4.217 4.188 4.237
PP 4.152 4.152 4.152 4.162
S1 4.113 4.113 4.168 4.133
S2 4.048 4.048 4.159
S3 3.944 4.009 4.149
S4 3.840 3.905 4.121
Weekly Pivots for week ending 03-Apr-2009
Classic Woodie Camarilla DeMark
R4 4.704 4.632 4.283
R3 4.513 4.441 4.231
R2 4.322 4.322 4.213
R1 4.250 4.250 4.196 4.286
PP 4.131 4.131 4.131 4.149
S1 4.059 4.059 4.160 4.095
S2 3.940 3.940 4.143
S3 3.749 3.868 4.125
S4 3.558 3.677 4.073
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.203 4.012 0.191 4.6% 0.138 3.3% 87% False False 3,066
10 4.820 4.012 0.808 19.3% 0.178 4.3% 21% False False 2,939
20 4.820 4.012 0.808 19.3% 0.184 4.4% 21% False False 2,867
40 5.350 4.012 1.338 32.0% 0.189 4.5% 12% False False 2,387
60 6.344 4.012 2.332 55.8% 0.195 4.7% 7% False False 1,963
80 6.619 4.012 2.607 62.4% 0.193 4.6% 6% False False 1,668
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 0.027
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 4.633
2.618 4.463
1.618 4.359
1.000 4.295
0.618 4.255
HIGH 4.191
0.618 4.151
0.500 4.139
0.382 4.127
LOW 4.087
0.618 4.023
1.000 3.983
1.618 3.919
2.618 3.815
4.250 3.645
Fisher Pivots for day following 03-Apr-2009
Pivot 1 day 3 day
R1 4.165 4.155
PP 4.152 4.131
S1 4.139 4.108

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

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