NYMEX Natural Gas Future September 2009


Trading Metrics calculated at close of trading on 17-Mar-2009
Day Change Summary
Previous Current
16-Mar-2009 17-Mar-2009 Change Change % Previous Week
Open 4.316 4.350 0.034 0.8% 4.380
High 4.411 4.350 -0.061 -1.4% 4.480
Low 4.244 4.249 0.005 0.1% 4.245
Close 4.323 4.280 -0.043 -1.0% 4.400
Range 0.167 0.101 -0.066 -39.5% 0.235
ATR 0.178 0.172 -0.005 -3.1% 0.000
Volume 1,378 1,718 340 24.7% 12,548
Daily Pivots for day following 17-Mar-2009
Classic Woodie Camarilla DeMark
R4 4.596 4.539 4.336
R3 4.495 4.438 4.308
R2 4.394 4.394 4.299
R1 4.337 4.337 4.289 4.315
PP 4.293 4.293 4.293 4.282
S1 4.236 4.236 4.271 4.214
S2 4.192 4.192 4.261
S3 4.091 4.135 4.252
S4 3.990 4.034 4.224
Weekly Pivots for week ending 13-Mar-2009
Classic Woodie Camarilla DeMark
R4 5.080 4.975 4.529
R3 4.845 4.740 4.465
R2 4.610 4.610 4.443
R1 4.505 4.505 4.422 4.558
PP 4.375 4.375 4.375 4.401
S1 4.270 4.270 4.378 4.323
S2 4.140 4.140 4.357
S3 3.905 4.035 4.335
S4 3.670 3.800 4.271
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.480 4.244 0.236 5.5% 0.142 3.3% 15% False False 2,379
10 4.805 4.244 0.561 13.1% 0.154 3.6% 6% False False 2,157
20 4.805 4.244 0.561 13.1% 0.157 3.7% 6% False False 1,794
40 5.392 4.244 1.148 26.8% 0.175 4.1% 3% False False 1,451
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.041
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 4.779
2.618 4.614
1.618 4.513
1.000 4.451
0.618 4.412
HIGH 4.350
0.618 4.311
0.500 4.300
0.382 4.288
LOW 4.249
0.618 4.187
1.000 4.148
1.618 4.086
2.618 3.985
4.250 3.820
Fisher Pivots for day following 17-Mar-2009
Pivot 1 day 3 day
R1 4.300 4.362
PP 4.293 4.335
S1 4.287 4.307

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

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