NYMEX Natural Gas Future September 2009

Trading Metrics calculated at close of trading on 12-Mar-2009

Day Change Summary
	Previous	Current
	11-Mar-2009	12-Mar-2009	Change	Change %	Previous Week
Open	4.350	4.280	-0.070	-1.6%	4.700
High	4.360	4.474	0.114	2.6%	4.805
Low	4.261	4.245	-0.016	-0.4%	4.391
Close	4.265	4.464	0.199	4.7%	4.420
Range	0.099	0.229	0.130	131.3%	0.414
ATR	0.180	0.183	0.004	1.9%	0.000
Volume	1,980	3,974	1,994	100.7%	9,521

Daily Pivots for day following 12-Mar-2009
	Classic	Woodie	Camarilla	DeMark
R4	5.081	5.002	4.590
R3	4.852	4.773	4.527
R2	4.623	4.623	4.506
R1	4.544	4.544	4.485	4.584
PP	4.394	4.394	4.394	4.414
S1	4.315	4.315	4.443	4.355
S2	4.165	4.165	4.422
S3	3.936	4.086	4.401
S4	3.707	3.857	4.338

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	4.545	4.245	0.300	6.7%	0.143	3.2%	73%	False	True	2,440
10	4.805	4.245	0.560	12.5%	0.185	4.1%	39%	False	True	2,084
20	5.142	4.245	0.897	20.1%	0.164	3.7%	24%	False	True	1,684
40	5.650	4.245	1.405	31.5%	0.178	4.0%	16%	False	True	1,389

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.054
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	5.447
2.618	5.074
1.618	4.845
1.000	4.703
0.618	4.616
HIGH	4.474
0.618	4.387
0.500	4.360
0.382	4.332
LOW	4.245
0.618	4.103
1.000	4.016
1.618	3.874
2.618	3.645
4.250	3.272

Fisher Pivots for day following 12-Mar-2009
Pivot	1 day	3 day
R1	4.429	4.429
PP	4.394	4.394
S1	4.360	4.360

Download as Excel Spreadsheet

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

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