NYMEX Natural Gas Future October 2009


Trading Metrics calculated at close of trading on 05-Mar-2009
Day Change Summary
Previous Current
04-Mar-2009 05-Mar-2009 Change Change % Previous Week
Open 4.790 4.881 0.091 1.9% 4.700
High 4.893 4.915 0.022 0.4% 4.861
Low 4.710 4.652 -0.058 -1.2% 4.513
Close 4.892 4.677 -0.215 -4.4% 4.765
Range 0.183 0.263 0.080 43.7% 0.348
ATR 0.202 0.206 0.004 2.2% 0.000
Volume 6,917 10,677 3,760 54.4% 23,860
Daily Pivots for day following 05-Mar-2009
Classic Woodie Camarilla DeMark
R4 5.537 5.370 4.822
R3 5.274 5.107 4.749
R2 5.011 5.011 4.725
R1 4.844 4.844 4.701 4.796
PP 4.748 4.748 4.748 4.724
S1 4.581 4.581 4.653 4.533
S2 4.485 4.485 4.629
S3 4.222 4.318 4.605
S4 3.959 4.055 4.532
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 4.915 4.513 0.402 8.6% 0.237 5.1% 41% True False 7,246
10 4.915 4.513 0.402 8.6% 0.183 3.9% 41% True False 6,252
20 5.499 4.513 0.986 21.1% 0.194 4.1% 17% False False 5,697
40 6.593 4.513 2.080 44.5% 0.200 4.3% 8% False False 4,820
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.043
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 6.033
2.618 5.604
1.618 5.341
1.000 5.178
0.618 5.078
HIGH 4.915
0.618 4.815
0.500 4.784
0.382 4.752
LOW 4.652
0.618 4.489
1.000 4.389
1.618 4.226
2.618 3.963
4.250 3.534
Fisher Pivots for day following 05-Mar-2009
Pivot 1 day 3 day
R1 4.784 4.784
PP 4.748 4.748
S1 4.713 4.713

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

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