NYMEX Natural Gas Future September 2009

Trading Metrics calculated at close of trading on 20-Mar-2009

Day Change Summary
	Previous	Current
	19-Mar-2009	20-Mar-2009	Change	Change %	Previous Week
Open	4.161	4.625	0.464	11.2%	4.316
High	4.860	4.778	-0.082	-1.7%	4.860
Low	4.160	4.574	0.414	10.0%	4.160
Close	4.623	4.696	0.073	1.6%	4.696
Range	0.700	0.204	-0.496	-70.9%	0.700
ATR	0.209	0.208	0.000	-0.2%	0.000
Volume	1,476	2,677	1,201	81.4%	8,378

Daily Pivots for day following 20-Mar-2009
	Classic	Woodie	Camarilla	DeMark
R4	5.295	5.199	4.808
R3	5.091	4.995	4.752
R2	4.887	4.887	4.733
R1	4.791	4.791	4.715	4.839
PP	4.683	4.683	4.683	4.707
S1	4.587	4.587	4.677	4.635
S2	4.479	4.479	4.659
S3	4.275	4.383	4.640
S4	4.071	4.179	4.584

Weekly Pivots for week ending 20-Mar-2009
	Classic	Woodie	Camarilla	DeMark
R4	6.672	6.384	5.081
R3	5.972	5.684	4.889
R2	5.272	5.272	4.824
R1	4.984	4.984	4.760	5.128
PP	4.572	4.572	4.572	4.644
S1	4.284	4.284	4.632	4.428
S2	3.872	3.872	4.568
S3	3.172	3.584	4.504
S4	2.472	2.884	4.311

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	14.9%	0.265	5.6%	77%	False	False	1,675
10	4.860	4.160	0.700	14.9%	0.200	4.3%	77%	False	False	2,092
20	4.860	4.160	0.700	14.9%	0.191	4.1%	77%	False	False	1,856
40	5.392	4.160	1.232	26.2%	0.189	4.0%	44%	False	False	1,524

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.028
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	5.645
2.618	5.312
1.618	5.108
1.000	4.982
0.618	4.904
HIGH	4.778
0.618	4.700
0.500	4.676
0.382	4.652
LOW	4.574
0.618	4.448
1.000	4.370
1.618	4.244
2.618	4.040
4.250	3.707

Fisher Pivots for day following 20-Mar-2009
Pivot	1 day	3 day
R1	4.689	4.634
PP	4.683	4.572
S1	4.676	4.510

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols