NYMEX Natural Gas Future August 2009


Trading Metrics calculated at close of trading on 23-Mar-2009
Day Change Summary
Previous Current
20-Mar-2009 23-Mar-2009 Change Change % Previous Week
Open 4.583 4.710 0.127 2.8% 4.250
High 4.728 4.765 0.037 0.8% 4.728
Low 4.521 4.680 0.159 3.5% 4.099
Close 4.647 4.722 0.075 1.6% 4.647
Range 0.207 0.085 -0.122 -58.9% 0.629
ATR 0.204 0.198 -0.006 -3.0% 0.000
Volume 3,250 3,395 145 4.5% 10,593
Daily Pivots for day following 23-Mar-2009
Classic Woodie Camarilla DeMark
R4 4.977 4.935 4.769
R3 4.892 4.850 4.745
R2 4.807 4.807 4.738
R1 4.765 4.765 4.730 4.786
PP 4.722 4.722 4.722 4.733
S1 4.680 4.680 4.714 4.701
S2 4.637 4.637 4.706
S3 4.552 4.595 4.699
S4 4.467 4.510 4.675
Weekly Pivots for week ending 20-Mar-2009
Classic Woodie Camarilla DeMark
R4 6.378 6.142 4.993
R3 5.749 5.513 4.820
R2 5.120 5.120 4.762
R1 4.884 4.884 4.705 5.002
PP 4.491 4.491 4.491 4.551
S1 4.255 4.255 4.589 4.373
S2 3.862 3.862 4.532
S3 3.233 3.626 4.474
S4 2.604 2.997 4.301
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.765 4.099 0.666 14.1% 0.222 4.7% 94% True False 2,455
10 4.765 4.099 0.666 14.1% 0.186 3.9% 94% True False 2,898
20 4.765 4.099 0.666 14.1% 0.189 4.0% 94% True False 2,597
40 5.350 4.099 1.251 26.5% 0.191 4.1% 50% False False 2,042
60 6.619 4.099 2.520 53.4% 0.197 4.2% 25% False False 1,646
80 7.153 4.099 3.054 64.7% 0.194 4.1% 20% False False 1,436
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.033
Narrowest range in 21 trading days
Fibonacci Retracements and Extensions
4.250 5.126
2.618 4.988
1.618 4.903
1.000 4.850
0.618 4.818
HIGH 4.765
0.618 4.733
0.500 4.723
0.382 4.712
LOW 4.680
0.618 4.627
1.000 4.595
1.618 4.542
2.618 4.457
4.250 4.319
Fisher Pivots for day following 23-Mar-2009
Pivot 1 day 3 day
R1 4.723 4.626
PP 4.722 4.529
S1 4.722 4.433

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

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