NYMEX Natural Gas Future August 2009


Trading Metrics calculated at close of trading on 18-Mar-2009
Day Change Summary
Previous Current
17-Mar-2009 18-Mar-2009 Change Change % Previous Week
Open 4.252 4.240 -0.012 -0.3% 4.335
High 4.265 4.255 -0.010 -0.2% 4.445
Low 4.175 4.099 -0.076 -1.8% 4.196
Close 4.223 4.113 -0.110 -2.6% 4.350
Range 0.090 0.156 0.066 73.3% 0.249
ATR 0.176 0.175 -0.001 -0.8% 0.000
Volume 2,001 1,768 -233 -11.6% 17,361
Daily Pivots for day following 18-Mar-2009
Classic Woodie Camarilla DeMark
R4 4.624 4.524 4.199
R3 4.468 4.368 4.156
R2 4.312 4.312 4.142
R1 4.212 4.212 4.127 4.184
PP 4.156 4.156 4.156 4.142
S1 4.056 4.056 4.099 4.028
S2 4.000 4.000 4.084
S3 3.844 3.900 4.070
S4 3.688 3.744 4.027
Weekly Pivots for week ending 13-Mar-2009
Classic Woodie Camarilla DeMark
R4 5.077 4.963 4.487
R3 4.828 4.714 4.418
R2 4.579 4.579 4.396
R1 4.465 4.465 4.373 4.522
PP 4.330 4.330 4.330 4.359
S1 4.216 4.216 4.327 4.273
S2 4.081 4.081 4.304
S3 3.832 3.967 4.282
S4 3.583 3.718 4.213
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.445 4.099 0.346 8.4% 0.153 3.7% 4% False True 2,448
10 4.763 4.099 0.664 16.1% 0.154 3.7% 2% False True 2,877
20 4.763 4.099 0.664 16.1% 0.167 4.0% 2% False True 2,398
40 5.350 4.099 1.251 30.4% 0.184 4.5% 1% False True 1,883
60 6.619 4.099 2.520 61.3% 0.195 4.7% 1% False True 1,549
80 7.153 4.099 3.054 74.3% 0.188 4.6% 0% False True 1,365
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.031
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.918
2.618 4.663
1.618 4.507
1.000 4.411
0.618 4.351
HIGH 4.255
0.618 4.195
0.500 4.177
0.382 4.159
LOW 4.099
0.618 4.003
1.000 3.943
1.618 3.847
2.618 3.691
4.250 3.436
Fisher Pivots for day following 18-Mar-2009
Pivot 1 day 3 day
R1 4.177 4.225
PP 4.156 4.188
S1 4.134 4.150

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

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