NYMEX Natural Gas Future September 2009


Trading Metrics calculated at close of trading on 06-Mar-2009
Day Change Summary
Previous Current
05-Mar-2009 06-Mar-2009 Change Change % Previous Week
Open 4.723 4.499 -0.224 -4.7% 4.700
High 4.805 4.545 -0.260 -5.4% 4.805
Low 4.550 4.391 -0.159 -3.5% 4.391
Close 4.572 4.420 -0.152 -3.3% 4.420
Range 0.255 0.154 -0.101 -39.6% 0.414
ATR 0.198 0.197 -0.001 -0.6% 0.000
Volume 2,328 2,500 172 7.4% 9,521
Daily Pivots for day following 06-Mar-2009
Classic Woodie Camarilla DeMark
R4 4.914 4.821 4.505
R3 4.760 4.667 4.462
R2 4.606 4.606 4.448
R1 4.513 4.513 4.434 4.483
PP 4.452 4.452 4.452 4.437
S1 4.359 4.359 4.406 4.329
S2 4.298 4.298 4.392
S3 4.144 4.205 4.378
S4 3.990 4.051 4.335
Weekly Pivots for week ending 06-Mar-2009
Classic Woodie Camarilla DeMark
R4 5.781 5.514 4.648
R3 5.367 5.100 4.534
R2 4.953 4.953 4.496
R1 4.686 4.686 4.458 4.613
PP 4.539 4.539 4.539 4.502
S1 4.272 4.272 4.382 4.199
S2 4.125 4.125 4.344
S3 3.711 3.858 4.306
S4 3.297 3.444 4.192
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.805 4.391 0.414 9.4% 0.191 4.3% 7% False True 1,904
10 4.805 4.391 0.414 9.4% 0.183 4.1% 7% False True 1,621
20 5.392 4.391 1.001 22.6% 0.183 4.1% 3% False True 1,470
40 6.401 4.391 2.010 45.5% 0.190 4.3% 1% False True 1,237
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 0.051
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 5.200
2.618 4.948
1.618 4.794
1.000 4.699
0.618 4.640
HIGH 4.545
0.618 4.486
0.500 4.468
0.382 4.450
LOW 4.391
0.618 4.296
1.000 4.237
1.618 4.142
2.618 3.988
4.250 3.737
Fisher Pivots for day following 06-Mar-2009
Pivot 1 day 3 day
R1 4.468 4.598
PP 4.452 4.539
S1 4.436 4.479

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

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