NYMEX Natural Gas Future August 2009


Trading Metrics calculated at close of trading on 06-Mar-2009
Day Change Summary
Previous Current
05-Mar-2009 06-Mar-2009 Change Change % Previous Week
Open 4.745 4.495 -0.250 -5.3% 4.642
High 4.763 4.516 -0.247 -5.2% 4.763
Low 4.518 4.350 -0.168 -3.7% 4.350
Close 4.533 4.377 -0.156 -3.4% 4.377
Range 0.245 0.166 -0.079 -32.2% 0.413
ATR 0.204 0.202 -0.001 -0.7% 0.000
Volume 3,160 2,772 -388 -12.3% 14,361
Daily Pivots for day following 06-Mar-2009
Classic Woodie Camarilla DeMark
R4 4.912 4.811 4.468
R3 4.746 4.645 4.423
R2 4.580 4.580 4.407
R1 4.479 4.479 4.392 4.447
PP 4.414 4.414 4.414 4.398
S1 4.313 4.313 4.362 4.281
S2 4.248 4.248 4.347
S3 4.082 4.147 4.331
S4 3.916 3.981 4.286
Weekly Pivots for week ending 06-Mar-2009
Classic Woodie Camarilla DeMark
R4 5.736 5.469 4.604
R3 5.323 5.056 4.491
R2 4.910 4.910 4.453
R1 4.643 4.643 4.415 4.570
PP 4.497 4.497 4.497 4.460
S1 4.230 4.230 4.339 4.157
S2 4.084 4.084 4.301
S3 3.671 3.817 4.263
S4 3.258 3.404 4.150
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.763 4.350 0.413 9.4% 0.195 4.4% 7% False True 2,872
10 4.763 4.350 0.413 9.4% 0.192 4.4% 7% False True 2,152
20 5.350 4.350 1.000 22.8% 0.194 4.4% 3% False True 1,907
40 6.344 4.350 1.994 45.6% 0.201 4.6% 1% False True 1,512
60 6.619 4.350 2.269 51.8% 0.196 4.5% 1% False True 1,269
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 0.049
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 5.222
2.618 4.951
1.618 4.785
1.000 4.682
0.618 4.619
HIGH 4.516
0.618 4.453
0.500 4.433
0.382 4.413
LOW 4.350
0.618 4.247
1.000 4.184
1.618 4.081
2.618 3.915
4.250 3.645
Fisher Pivots for day following 06-Mar-2009
Pivot 1 day 3 day
R1 4.433 4.557
PP 4.414 4.497
S1 4.396 4.437

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

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