NYMEX Natural Gas Future August 2009


Trading Metrics calculated at close of trading on 05-Mar-2009
Day Change Summary
Previous Current
04-Mar-2009 05-Mar-2009 Change Change % Previous Week
Open 4.670 4.745 0.075 1.6% 4.551
High 4.756 4.763 0.007 0.1% 4.717
Low 4.560 4.518 -0.042 -0.9% 4.370
Close 4.754 4.533 -0.221 -4.6% 4.626
Range 0.196 0.245 0.049 25.0% 0.347
ATR 0.200 0.204 0.003 1.6% 0.000
Volume 2,938 3,160 222 7.6% 7,168
Daily Pivots for day following 05-Mar-2009
Classic Woodie Camarilla DeMark
R4 5.340 5.181 4.668
R3 5.095 4.936 4.600
R2 4.850 4.850 4.578
R1 4.691 4.691 4.555 4.648
PP 4.605 4.605 4.605 4.583
S1 4.446 4.446 4.511 4.403
S2 4.360 4.360 4.488
S3 4.115 4.201 4.466
S4 3.870 3.956 4.398
Weekly Pivots for week ending 27-Feb-2009
Classic Woodie Camarilla DeMark
R4 5.612 5.466 4.817
R3 5.265 5.119 4.721
R2 4.918 4.918 4.690
R1 4.772 4.772 4.658 4.845
PP 4.571 4.571 4.571 4.608
S1 4.425 4.425 4.594 4.498
S2 4.224 4.224 4.562
S3 3.877 4.078 4.531
S4 3.530 3.731 4.435
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.763 4.370 0.393 8.7% 0.231 5.1% 41% True False 2,678
10 4.763 4.370 0.393 8.7% 0.182 4.0% 41% True False 2,077
20 5.350 4.370 0.980 21.6% 0.196 4.3% 17% False False 1,824
40 6.430 4.370 2.060 45.4% 0.201 4.4% 8% False False 1,456
60 6.619 4.370 2.249 49.6% 0.196 4.3% 7% False False 1,236
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.050
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 5.804
2.618 5.404
1.618 5.159
1.000 5.008
0.618 4.914
HIGH 4.763
0.618 4.669
0.500 4.641
0.382 4.612
LOW 4.518
0.618 4.367
1.000 4.273
1.618 4.122
2.618 3.877
4.250 3.477
Fisher Pivots for day following 05-Mar-2009
Pivot 1 day 3 day
R1 4.641 4.641
PP 4.605 4.605
S1 4.569 4.569

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

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