NYMEX Natural Gas Future June 2009

Trading Metrics calculated at close of trading on 13-Mar-2009

Day Change Summary
	Previous	Current
	12-Mar-2009	13-Mar-2009	Change	Change %	Previous Week
Open	3.979	4.193	0.214	5.4%	4.100
High	4.207	4.211	0.004	0.1%	4.211
Low	3.945	4.086	0.141	3.6%	3.945
Close	4.181	4.126	-0.055	-1.3%	4.126
Range	0.262	0.125	-0.137	-52.3%	0.266
ATR	0.216	0.210	-0.007	-3.0%	0.000
Volume	12,085	15,962	3,877	32.1%	69,470

Daily Pivots for day following 13-Mar-2009
	Classic	Woodie	Camarilla	DeMark
R4	4.516	4.446	4.195
R3	4.391	4.321	4.160
R2	4.266	4.266	4.149
R1	4.196	4.196	4.137	4.169
PP	4.141	4.141	4.141	4.127
S1	4.071	4.071	4.115	4.044
S2	4.016	4.016	4.103
S3	3.891	3.946	4.092
S4	3.766	3.821	4.057

Weekly Pivots for week ending 13-Mar-2009
	Classic	Woodie	Camarilla	DeMark
R4	4.892	4.775	4.272
R3	4.626	4.509	4.199
R2	4.360	4.360	4.175
R1	4.243	4.243	4.150	4.302
PP	4.094	4.094	4.094	4.123
S1	3.977	3.977	4.102	4.036
S2	3.828	3.828	4.077
S3	3.562	3.711	4.053
S4	3.296	3.445	3.980

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.211	3.945	0.266	6.4%	0.159	3.8%	68%	True	False	13,894
10	4.586	3.945	0.641	15.5%	0.207	5.0%	28%	False	False	10,977
20	4.770	3.945	0.825	20.0%	0.196	4.7%	22%	False	False	8,206
40	5.255	3.945	1.310	31.7%	0.210	5.1%	14%	False	False	5,917
60	6.413	3.945	2.468	59.8%	0.216	5.2%	7%	False	False	4,508
80	6.995	3.945	3.050	73.9%	0.215	5.2%	6%	False	False	3,752
100	7.599	3.945	3.654	88.6%	0.222	5.4%	5%	False	False	3,229
120	8.510	3.945	4.565	110.6%	0.217	5.3%	4%	False	False	2,864

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	0.042
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	4.742
2.618	4.538
1.618	4.413
1.000	4.336
0.618	4.288
HIGH	4.211
0.618	4.163
0.500	4.149
0.382	4.134
LOW	4.086
0.618	4.009
1.000	3.961
1.618	3.884
2.618	3.759
4.250	3.555

Fisher Pivots for day following 13-Mar-2009
Pivot	1 day	3 day
R1	4.149	4.110
PP	4.141	4.094
S1	4.134	4.078

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols