NYMEX Natural Gas Future June 2009


Trading Metrics calculated at close of trading on 23-Mar-2009
Day Change Summary
Previous Current
20-Mar-2009 23-Mar-2009 Change Change % Previous Week
Open 4.375 4.440 0.065 1.5% 4.078
High 4.525 4.550 0.025 0.6% 4.609
Low 4.305 4.426 0.121 2.8% 3.870
Close 4.431 4.503 0.072 1.6% 4.431
Range 0.220 0.124 -0.096 -43.6% 0.739
ATR 0.236 0.228 -0.008 -3.4% 0.000
Volume 12,519 9,289 -3,230 -25.8% 37,983
Daily Pivots for day following 23-Mar-2009
Classic Woodie Camarilla DeMark
R4 4.865 4.808 4.571
R3 4.741 4.684 4.537
R2 4.617 4.617 4.526
R1 4.560 4.560 4.514 4.589
PP 4.493 4.493 4.493 4.507
S1 4.436 4.436 4.492 4.465
S2 4.369 4.369 4.480
S3 4.245 4.312 4.469
S4 4.121 4.188 4.435
Weekly Pivots for week ending 20-Mar-2009
Classic Woodie Camarilla DeMark
R4 6.520 6.215 4.837
R3 5.781 5.476 4.634
R2 5.042 5.042 4.566
R1 4.737 4.737 4.499 4.890
PP 4.303 4.303 4.303 4.380
S1 3.998 3.998 4.363 4.151
S2 3.564 3.564 4.296
S3 2.825 3.259 4.228
S4 2.086 2.520 4.025
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.609 3.870 0.739 16.4% 0.274 6.1% 86% False False 8,367
10 4.609 3.870 0.739 16.4% 0.217 4.8% 86% False False 10,602
20 4.609 3.870 0.739 16.4% 0.225 5.0% 86% False False 8,810
40 5.140 3.870 1.270 28.2% 0.219 4.9% 50% False False 6,723
60 6.413 3.870 2.543 56.5% 0.221 4.9% 25% False False 5,130
80 6.995 3.870 3.125 69.4% 0.220 4.9% 20% False False 4,227
100 7.599 3.870 3.729 82.8% 0.226 5.0% 17% False False 3,652
120 8.249 3.870 4.379 97.2% 0.219 4.9% 14% False False 3,234
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 False
Bear Hook False
Bull Hook False
Stretch 0.032
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 5.077
2.618 4.875
1.618 4.751
1.000 4.674
0.618 4.627
HIGH 4.550
0.618 4.503
0.500 4.488
0.382 4.473
LOW 4.426
0.618 4.349
1.000 4.302
1.618 4.225
2.618 4.101
4.250 3.899
Fisher Pivots for day following 23-Mar-2009
Pivot 1 day 3 day
R1 4.498 4.416
PP 4.493 4.329
S1 4.488 4.242

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

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