NYMEX Natural Gas Future September 2009


Trading Metrics calculated at close of trading on 19-Mar-2009
Day Change Summary
Previous Current
18-Mar-2009 19-Mar-2009 Change Change % Previous Week
Open 4.300 4.161 -0.139 -3.2% 4.380
High 4.315 4.860 0.545 12.6% 4.480
Low 4.163 4.160 -0.003 -0.1% 4.245
Close 4.170 4.623 0.453 10.9% 4.400
Range 0.152 0.700 0.548 360.5% 0.235
ATR 0.171 0.209 0.038 22.1% 0.000
Volume 1,129 1,476 347 30.7% 12,548
Daily Pivots for day following 19-Mar-2009
Classic Woodie Camarilla DeMark
R4 6.648 6.335 5.008
R3 5.948 5.635 4.816
R2 5.248 5.248 4.751
R1 4.935 4.935 4.687 5.092
PP 4.548 4.548 4.548 4.626
S1 4.235 4.235 4.559 4.392
S2 3.848 3.848 4.495
S3 3.148 3.535 4.431
S4 2.448 2.835 4.238
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 4.860 4.160 0.700 15.1% 0.247 5.3% 66% True True 1,709
10 4.860 4.160 0.700 15.1% 0.195 4.2% 66% True True 2,074
20 4.860 4.160 0.700 15.1% 0.184 4.0% 66% True True 1,787
40 5.392 4.160 1.232 26.6% 0.188 4.1% 38% False True 1,486
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.027
Widest range in 53 trading days
Fibonacci Retracements and Extensions
4.250 7.835
2.618 6.693
1.618 5.993
1.000 5.560
0.618 5.293
HIGH 4.860
0.618 4.593
0.500 4.510
0.382 4.427
LOW 4.160
0.618 3.727
1.000 3.460
1.618 3.027
2.618 2.327
4.250 1.185
Fisher Pivots for day following 19-Mar-2009
Pivot 1 day 3 day
R1 4.585 4.585
PP 4.548 4.548
S1 4.510 4.510

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

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