NYMEX Natural Gas Future August 2009


Trading Metrics calculated at close of trading on 30-Mar-2009
Day Change Summary
Previous Current
27-Mar-2009 30-Mar-2009 Change Change % Previous Week
Open 4.330 4.114 -0.216 -5.0% 4.710
High 4.338 4.170 -0.168 -3.9% 4.820
Low 4.108 4.074 -0.034 -0.8% 4.108
Close 4.119 4.116 -0.003 -0.1% 4.119
Range 0.230 0.096 -0.134 -58.3% 0.712
ATR 0.217 0.209 -0.009 -4.0% 0.000
Volume 3,621 3,370 -251 -6.9% 14,065
Daily Pivots for day following 30-Mar-2009
Classic Woodie Camarilla DeMark
R4 4.408 4.358 4.169
R3 4.312 4.262 4.142
R2 4.216 4.216 4.134
R1 4.166 4.166 4.125 4.191
PP 4.120 4.120 4.120 4.133
S1 4.070 4.070 4.107 4.095
S2 4.024 4.024 4.098
S3 3.928 3.974 4.090
S4 3.832 3.878 4.063
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 4.074 0.746 18.1% 0.221 5.4% 6% False True 2,808
10 4.820 4.074 0.746 18.1% 0.222 5.4% 6% False True 2,631
20 4.820 4.074 0.746 18.1% 0.191 4.6% 6% False True 2,798
40 5.350 4.074 1.276 31.0% 0.196 4.8% 3% False True 2,241
60 6.619 4.074 2.545 61.8% 0.203 4.9% 2% False True 1,810
80 6.837 4.074 2.763 67.1% 0.194 4.7% 2% False True 1,579
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.028
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 4.578
2.618 4.421
1.618 4.325
1.000 4.266
0.618 4.229
HIGH 4.170
0.618 4.133
0.500 4.122
0.382 4.111
LOW 4.074
0.618 4.015
1.000 3.978
1.618 3.919
2.618 3.823
4.250 3.666
Fisher Pivots for day following 30-Mar-2009
Pivot 1 day 3 day
R1 4.122 4.440
PP 4.120 4.332
S1 4.118 4.224

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

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