NYMEX Natural Gas Future August 2009


Trading Metrics calculated at close of trading on 09-Mar-2009
Day Change Summary
Previous Current
06-Mar-2009 09-Mar-2009 Change Change % Previous Week
Open 4.495 4.335 -0.160 -3.6% 4.642
High 4.516 4.370 -0.146 -3.2% 4.763
Low 4.350 4.242 -0.108 -2.5% 4.350
Close 4.377 4.287 -0.090 -2.1% 4.377
Range 0.166 0.128 -0.038 -22.9% 0.413
ATR 0.202 0.197 -0.005 -2.4% 0.000
Volume 2,772 2,369 -403 -14.5% 14,361
Daily Pivots for day following 09-Mar-2009
Classic Woodie Camarilla DeMark
R4 4.684 4.613 4.357
R3 4.556 4.485 4.322
R2 4.428 4.428 4.310
R1 4.357 4.357 4.299 4.329
PP 4.300 4.300 4.300 4.285
S1 4.229 4.229 4.275 4.201
S2 4.172 4.172 4.264
S3 4.044 4.101 4.252
S4 3.916 3.973 4.217
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 4.242 0.521 12.2% 0.172 4.0% 9% False True 2,591
10 4.763 4.242 0.521 12.2% 0.191 4.5% 9% False True 2,297
20 5.350 4.242 1.108 25.8% 0.186 4.3% 4% False True 1,896
40 6.077 4.242 1.835 42.8% 0.195 4.5% 2% False True 1,554
60 6.619 4.242 2.377 55.4% 0.195 4.6% 2% False True 1,298
Crabel Price Patterns
NR True
NR4 True
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 0.046
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 4.914
2.618 4.705
1.618 4.577
1.000 4.498
0.618 4.449
HIGH 4.370
0.618 4.321
0.500 4.306
0.382 4.291
LOW 4.242
0.618 4.163
1.000 4.114
1.618 4.035
2.618 3.907
4.250 3.698
Fisher Pivots for day following 09-Mar-2009
Pivot 1 day 3 day
R1 4.306 4.503
PP 4.300 4.431
S1 4.293 4.359

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

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