NYMEX Natural Gas Future August 2009


Trading Metrics calculated at close of trading on 19-Mar-2009
Day Change Summary
Previous Current
18-Mar-2009 19-Mar-2009 Change Change % Previous Week
Open 4.240 4.104 -0.136 -3.2% 4.335
High 4.255 4.674 0.419 9.8% 4.445
Low 4.099 4.100 0.001 0.0% 4.196
Close 4.113 4.572 0.459 11.2% 4.350
Range 0.156 0.574 0.418 267.9% 0.249
ATR 0.175 0.204 0.028 16.3% 0.000
Volume 1,768 1,864 96 5.4% 17,361
Daily Pivots for day following 19-Mar-2009
Classic Woodie Camarilla DeMark
R4 6.171 5.945 4.888
R3 5.597 5.371 4.730
R2 5.023 5.023 4.677
R1 4.797 4.797 4.625 4.910
PP 4.449 4.449 4.449 4.505
S1 4.223 4.223 4.519 4.336
S2 3.875 3.875 4.467
S3 3.301 3.649 4.414
S4 2.727 3.075 4.256
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 4.674 4.099 0.575 12.6% 0.218 4.8% 82% True False 2,070
10 4.674 4.099 0.575 12.6% 0.186 4.1% 82% True False 2,747
20 4.763 4.099 0.664 14.5% 0.184 4.0% 71% False False 2,412
40 5.350 4.099 1.251 27.4% 0.195 4.3% 38% False False 1,916
60 6.619 4.099 2.520 55.1% 0.200 4.4% 19% False False 1,561
80 7.153 4.099 3.054 66.8% 0.194 4.2% 15% False False 1,377
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.029
Widest range in 88 trading days
Fibonacci Retracements and Extensions
4.250 7.114
2.618 6.177
1.618 5.603
1.000 5.248
0.618 5.029
HIGH 4.674
0.618 4.455
0.500 4.387
0.382 4.319
LOW 4.100
0.618 3.745
1.000 3.526
1.618 3.171
2.618 2.597
4.250 1.661
Fisher Pivots for day following 19-Mar-2009
Pivot 1 day 3 day
R1 4.510 4.510
PP 4.449 4.448
S1 4.387 4.387

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

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