NYMEX Natural Gas Future August 2009


Trading Metrics calculated at close of trading on 27-Mar-2009
Day Change Summary
Previous Current
26-Mar-2009 27-Mar-2009 Change Change % Previous Week
Open 4.805 4.330 -0.475 -9.9% 4.710
High 4.805 4.338 -0.467 -9.7% 4.820
Low 4.349 4.108 -0.241 -5.5% 4.108
Close 4.405 4.119 -0.286 -6.5% 4.119
Range 0.456 0.230 -0.226 -49.6% 0.712
ATR 0.211 0.217 0.006 2.9% 0.000
Volume 2,054 3,621 1,567 76.3% 14,065
Daily Pivots for day following 27-Mar-2009
Classic Woodie Camarilla DeMark
R4 4.878 4.729 4.246
R3 4.648 4.499 4.182
R2 4.418 4.418 4.161
R1 4.269 4.269 4.140 4.229
PP 4.188 4.188 4.188 4.168
S1 4.039 4.039 4.098 3.999
S2 3.958 3.958 4.077
S3 3.728 3.809 4.056
S4 3.498 3.579 3.993
Weekly Pivots for week ending 27-Mar-2009
Classic Woodie Camarilla DeMark
R4 6.485 6.014 4.511
R3 5.773 5.302 4.315
R2 5.061 5.061 4.250
R1 4.590 4.590 4.184 4.470
PP 4.349 4.349 4.349 4.289
S1 3.878 3.878 4.054 3.758
S2 3.637 3.637 3.988
S3 2.925 3.166 3.923
S4 2.213 2.454 3.727
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.820 4.108 0.712 17.3% 0.218 5.3% 2% False True 2,813
10 4.820 4.099 0.721 17.5% 0.228 5.5% 3% False False 2,465
20 4.820 4.099 0.721 17.5% 0.199 4.8% 3% False False 2,819
40 5.350 4.099 1.251 30.4% 0.199 4.8% 2% False False 2,192
60 6.619 4.099 2.520 61.2% 0.206 5.0% 1% False False 1,758
80 6.987 4.099 2.888 70.1% 0.196 4.8% 1% False False 1,540
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 0.030
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.316
2.618 4.940
1.618 4.710
1.000 4.568
0.618 4.480
HIGH 4.338
0.618 4.250
0.500 4.223
0.382 4.196
LOW 4.108
0.618 3.966
1.000 3.878
1.618 3.736
2.618 3.506
4.250 3.131
Fisher Pivots for day following 27-Mar-2009
Pivot 1 day 3 day
R1 4.223 4.464
PP 4.188 4.349
S1 4.154 4.234

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

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