NYMEX Natural Gas Future August 2009


Trading Metrics calculated at close of trading on 10-Mar-2009
Day Change Summary
Previous Current
09-Mar-2009 10-Mar-2009 Change Change % Previous Week
Open 4.335 4.287 -0.048 -1.1% 4.642
High 4.370 4.372 0.002 0.0% 4.763
Low 4.242 4.244 0.002 0.0% 4.350
Close 4.287 4.270 -0.017 -0.4% 4.377
Range 0.128 0.128 0.000 0.0% 0.413
ATR 0.197 0.192 -0.005 -2.5% 0.000
Volume 2,369 1,736 -633 -26.7% 14,361
Daily Pivots for day following 10-Mar-2009
Classic Woodie Camarilla DeMark
R4 4.679 4.603 4.340
R3 4.551 4.475 4.305
R2 4.423 4.423 4.293
R1 4.347 4.347 4.282 4.321
PP 4.295 4.295 4.295 4.283
S1 4.219 4.219 4.258 4.193
S2 4.167 4.167 4.247
S3 4.039 4.091 4.235
S4 3.911 3.963 4.200
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% 0.173 4.0% 5% False False 2,595
10 4.763 4.242 0.521 12.2% 0.185 4.3% 5% False False 2,363
20 5.316 4.242 1.074 25.2% 0.182 4.3% 3% False False 1,879
40 6.030 4.242 1.788 41.9% 0.193 4.5% 2% False False 1,568
60 6.619 4.242 2.377 55.7% 0.195 4.6% 1% False False 1,317
80 7.230 4.242 2.988 70.0% 0.194 4.5% 1% False False 1,188
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.047
Fibonacci Retracements and Extensions
4.250 4.916
2.618 4.707
1.618 4.579
1.000 4.500
0.618 4.451
HIGH 4.372
0.618 4.323
0.500 4.308
0.382 4.293
LOW 4.244
0.618 4.165
1.000 4.116
1.618 4.037
2.618 3.909
4.250 3.700
Fisher Pivots for day following 10-Mar-2009
Pivot 1 day 3 day
R1 4.308 4.379
PP 4.295 4.343
S1 4.283 4.306

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

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