NYMEX Natural Gas Future September 2009

Trading Metrics calculated at close of trading on 26-Mar-2009

Day Change Summary
	Previous	Current
	25-Mar-2009	26-Mar-2009	Change	Change %	Previous Week
Open	4.838	4.818	-0.020	-0.4%	4.316
High	4.838	4.818	-0.020	-0.4%	4.860
Low	4.737	4.413	-0.324	-6.8%	4.160
Close	4.817	4.460	-0.357	-7.4%	4.696
Range	0.101	0.405	0.304	301.0%	0.700
ATR	0.193	0.208	0.015	7.9%	0.000
Volume	1,301	1,793	492	37.8%	8,378

Daily Pivots for day following 26-Mar-2009
	Classic	Woodie	Camarilla	DeMark
R4	5.779	5.524	4.683
R3	5.374	5.119	4.571
R2	4.969	4.969	4.534
R1	4.714	4.714	4.497	4.639
PP	4.564	4.564	4.564	4.526
S1	4.309	4.309	4.423	4.234
S2	4.159	4.159	4.386
S3	3.754	3.904	4.349
S4	3.349	3.499	4.237

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	4.858	4.413	0.445	10.0%	0.193	4.3%	11%	False	True	1,765
10	4.860	4.160	0.700	15.7%	0.220	4.9%	43%	False	False	1,737
20	4.860	4.160	0.700	15.7%	0.203	4.5%	43%	False	False	1,910
40	5.392	4.160	1.232	27.6%	0.191	4.3%	24%	False	False	1,580

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.025
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	6.539
2.618	5.878
1.618	5.473
1.000	5.223
0.618	5.068
HIGH	4.818
0.618	4.663
0.500	4.616
0.382	4.568
LOW	4.413
0.618	4.163
1.000	4.008
1.618	3.758
2.618	3.353
4.250	2.692

Fisher Pivots for day following 26-Mar-2009
Pivot	1 day	3 day
R1	4.616	4.636
PP	4.564	4.577
S1	4.512	4.519

Download as Excel Spreadsheet

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

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