NYMEX Natural Gas Future October 2009


Trading Metrics calculated at close of trading on 04-Mar-2009
Day Change Summary
Previous Current
03-Mar-2009 04-Mar-2009 Change Change % Previous Week
Open 4.752 4.790 0.038 0.8% 4.700
High 4.865 4.893 0.028 0.6% 4.861
Low 4.728 4.710 -0.018 -0.4% 4.513
Close 4.820 4.892 0.072 1.5% 4.765
Range 0.137 0.183 0.046 33.6% 0.348
ATR 0.203 0.202 -0.001 -0.7% 0.000
Volume 4,529 6,917 2,388 52.7% 23,860
Daily Pivots for day following 04-Mar-2009
Classic Woodie Camarilla DeMark
R4 5.381 5.319 4.993
R3 5.198 5.136 4.942
R2 5.015 5.015 4.926
R1 4.953 4.953 4.909 4.984
PP 4.832 4.832 4.832 4.847
S1 4.770 4.770 4.875 4.801
S2 4.649 4.649 4.858
S3 4.466 4.587 4.842
S4 4.283 4.404 4.791
Weekly Pivots for week ending 27-Feb-2009
Classic Woodie Camarilla DeMark
R4 5.757 5.609 4.956
R3 5.409 5.261 4.861
R2 5.061 5.061 4.829
R1 4.913 4.913 4.797 4.987
PP 4.713 4.713 4.713 4.750
S1 4.565 4.565 4.733 4.639
S2 4.365 4.365 4.701
S3 4.017 4.217 4.669
S4 3.669 3.869 4.574
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.893 4.513 0.380 7.8% 0.202 4.1% 100% True False 6,269
10 4.893 4.513 0.380 7.8% 0.175 3.6% 100% True False 5,870
20 5.499 4.513 0.986 20.2% 0.188 3.8% 38% False False 5,447
40 6.784 4.513 2.271 46.4% 0.201 4.1% 17% False False 4,656
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.040
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.671
2.618 5.372
1.618 5.189
1.000 5.076
0.618 5.006
HIGH 4.893
0.618 4.823
0.500 4.802
0.382 4.780
LOW 4.710
0.618 4.597
1.000 4.527
1.618 4.414
2.618 4.231
4.250 3.932
Fisher Pivots for day following 04-Mar-2009
Pivot 1 day 3 day
R1 4.862 4.849
PP 4.832 4.805
S1 4.802 4.762

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

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