NYMEX Natural Gas Future August 2009


Trading Metrics calculated at close of trading on 25-Mar-2009
Day Change Summary
Previous Current
24-Mar-2009 25-Mar-2009 Change Change % Previous Week
Open 4.711 4.788 0.077 1.6% 4.250
High 4.812 4.820 0.008 0.2% 4.728
Low 4.635 4.676 0.041 0.9% 4.099
Close 4.788 4.765 -0.023 -0.5% 4.647
Range 0.177 0.144 -0.033 -18.6% 0.629
ATR 0.196 0.192 -0.004 -1.9% 0.000
Volume 2,797 2,198 -599 -21.4% 10,593
Daily Pivots for day following 25-Mar-2009
Classic Woodie Camarilla DeMark
R4 5.186 5.119 4.844
R3 5.042 4.975 4.805
R2 4.898 4.898 4.791
R1 4.831 4.831 4.778 4.793
PP 4.754 4.754 4.754 4.734
S1 4.687 4.687 4.752 4.649
S2 4.610 4.610 4.739
S3 4.466 4.543 4.725
S4 4.322 4.399 4.686
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 4.820 4.100 0.720 15.1% 0.237 5.0% 92% True False 2,700
10 4.820 4.099 0.721 15.1% 0.195 4.1% 92% True False 2,574
20 4.820 4.099 0.721 15.1% 0.187 3.9% 92% True False 2,711
40 5.350 4.099 1.251 26.3% 0.192 4.0% 53% False False 2,130
60 6.619 4.099 2.520 52.9% 0.197 4.1% 26% False False 1,713
80 6.987 4.099 2.888 60.6% 0.191 4.0% 23% False False 1,481
Crabel Price Patterns
NR True
NR4 False
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 0.037
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.432
2.618 5.197
1.618 5.053
1.000 4.964
0.618 4.909
HIGH 4.820
0.618 4.765
0.500 4.748
0.382 4.731
LOW 4.676
0.618 4.587
1.000 4.532
1.618 4.443
2.618 4.299
4.250 4.064
Fisher Pivots for day following 25-Mar-2009
Pivot 1 day 3 day
R1 4.759 4.753
PP 4.754 4.740
S1 4.748 4.728

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

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