NYMEX Natural Gas Future August 2009


Trading Metrics calculated at close of trading on 07-Apr-2009
Day Change Summary
Previous Current
06-Apr-2009 07-Apr-2009 Change Change % Previous Week
Open 4.196 4.092 -0.104 -2.5% 4.114
High 4.196 4.092 -0.104 -2.5% 4.203
Low 4.040 3.954 -0.086 -2.1% 4.012
Close 4.109 3.961 -0.148 -3.6% 4.178
Range 0.156 0.138 -0.018 -11.5% 0.191
ATR 0.190 0.188 -0.003 -1.3% 0.000
Volume 3,434 2,831 -603 -17.6% 15,331
Daily Pivots for day following 07-Apr-2009
Classic Woodie Camarilla DeMark
R4 4.416 4.327 4.037
R3 4.278 4.189 3.999
R2 4.140 4.140 3.986
R1 4.051 4.051 3.974 4.027
PP 4.002 4.002 4.002 3.990
S1 3.913 3.913 3.948 3.889
S2 3.864 3.864 3.936
S3 3.726 3.775 3.923
S4 3.588 3.637 3.885
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 3.954 0.249 6.3% 0.147 3.7% 3% False True 3,395
10 4.820 3.954 0.866 21.9% 0.182 4.6% 1% False True 2,946
20 4.820 3.954 0.866 21.9% 0.186 4.7% 1% False True 2,975
40 5.316 3.954 1.362 34.4% 0.184 4.6% 1% False True 2,427
60 6.030 3.954 2.076 52.4% 0.190 4.8% 0% False True 2,037
80 6.619 3.954 2.665 67.3% 0.192 4.9% 0% False True 1,731
100 7.230 3.954 3.276 82.7% 0.192 4.9% 0% False True 1,545
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.017
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.679
2.618 4.453
1.618 4.315
1.000 4.230
0.618 4.177
HIGH 4.092
0.618 4.039
0.500 4.023
0.382 4.007
LOW 3.954
0.618 3.869
1.000 3.816
1.618 3.731
2.618 3.593
4.250 3.368
Fisher Pivots for day following 07-Apr-2009
Pivot 1 day 3 day
R1 4.023 4.075
PP 4.002 4.037
S1 3.982 3.999

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

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