NYMEX Natural Gas Future September 2009


Trading Metrics calculated at close of trading on 10-Mar-2009
Day Change Summary
Previous Current
09-Mar-2009 10-Mar-2009 Change Change % Previous Week
Open 4.380 4.332 -0.048 -1.1% 4.700
High 4.410 4.411 0.001 0.0% 4.805
Low 4.290 4.299 0.009 0.2% 4.391
Close 4.333 4.318 -0.015 -0.3% 4.420
Range 0.120 0.112 -0.008 -6.7% 0.414
ATR 0.192 0.186 -0.006 -3.0% 0.000
Volume 2,530 1,219 -1,311 -51.8% 9,521
Daily Pivots for day following 10-Mar-2009
Classic Woodie Camarilla DeMark
R4 4.679 4.610 4.380
R3 4.567 4.498 4.349
R2 4.455 4.455 4.339
R1 4.386 4.386 4.328 4.365
PP 4.343 4.343 4.343 4.332
S1 4.274 4.274 4.308 4.253
S2 4.231 4.231 4.297
S3 4.119 4.162 4.287
S4 4.007 4.050 4.256
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 4.290 0.515 11.9% 0.165 3.8% 5% False False 1,936
10 4.805 4.290 0.515 11.9% 0.179 4.2% 5% False False 1,795
20 5.361 4.290 1.071 24.8% 0.171 3.9% 3% False False 1,528
40 6.091 4.290 1.801 41.7% 0.181 4.2% 2% False False 1,292
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.054
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 4.887
2.618 4.704
1.618 4.592
1.000 4.523
0.618 4.480
HIGH 4.411
0.618 4.368
0.500 4.355
0.382 4.342
LOW 4.299
0.618 4.230
1.000 4.187
1.618 4.118
2.618 4.006
4.250 3.823
Fisher Pivots for day following 10-Mar-2009
Pivot 1 day 3 day
R1 4.355 4.418
PP 4.343 4.384
S1 4.330 4.351

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

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