NYMEX Natural Gas Future October 2009


Trading Metrics calculated at close of trading on 17-Mar-2009
Day Change Summary
Previous Current
16-Mar-2009 17-Mar-2009 Change Change % Previous Week
Open 4.480 4.430 -0.050 -1.1% 4.499
High 4.526 4.443 -0.083 -1.8% 4.593
Low 4.362 4.350 -0.012 -0.3% 4.349
Close 4.438 4.397 -0.041 -0.9% 4.511
Range 0.164 0.093 -0.071 -43.3% 0.244
ATR 0.184 0.178 -0.007 -3.5% 0.000
Volume 4,548 7,949 3,401 74.8% 31,858
Daily Pivots for day following 17-Mar-2009
Classic Woodie Camarilla DeMark
R4 4.676 4.629 4.448
R3 4.583 4.536 4.423
R2 4.490 4.490 4.414
R1 4.443 4.443 4.406 4.420
PP 4.397 4.397 4.397 4.385
S1 4.350 4.350 4.388 4.327
S2 4.304 4.304 4.380
S3 4.211 4.257 4.371
S4 4.118 4.164 4.346
Weekly Pivots for week ending 13-Mar-2009
Classic Woodie Camarilla DeMark
R4 5.216 5.108 4.645
R3 4.972 4.864 4.578
R2 4.728 4.728 4.556
R1 4.620 4.620 4.533 4.674
PP 4.484 4.484 4.484 4.512
S1 4.376 4.376 4.489 4.430
S2 4.240 4.240 4.466
S3 3.996 4.132 4.444
S4 3.752 3.888 4.377
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.593 4.349 0.244 5.5% 0.143 3.3% 20% False False 6,411
10 4.915 4.349 0.566 12.9% 0.160 3.6% 8% False False 7,051
20 4.915 4.349 0.566 12.9% 0.165 3.8% 8% False False 6,299
40 5.499 4.349 1.150 26.2% 0.185 4.2% 4% False False 5,410
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.039
Narrowest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 4.838
2.618 4.686
1.618 4.593
1.000 4.536
0.618 4.500
HIGH 4.443
0.618 4.407
0.500 4.397
0.382 4.386
LOW 4.350
0.618 4.293
1.000 4.257
1.618 4.200
2.618 4.107
4.250 3.955
Fisher Pivots for day following 17-Mar-2009
Pivot 1 day 3 day
R1 4.397 4.472
PP 4.397 4.447
S1 4.397 4.422

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

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