NYMEX Natural Gas Future October 2009


Trading Metrics calculated at close of trading on 09-Mar-2009
Day Change Summary
Previous Current
06-Mar-2009 09-Mar-2009 Change Change % Previous Week
Open 4.638 4.499 -0.139 -3.0% 4.770
High 4.671 4.535 -0.136 -2.9% 4.915
Low 4.500 4.391 -0.109 -2.4% 4.500
Close 4.525 4.440 -0.085 -1.9% 4.525
Range 0.171 0.144 -0.027 -15.8% 0.415
ATR 0.204 0.200 -0.004 -2.1% 0.000
Volume 8,563 7,125 -1,438 -16.8% 39,130
Daily Pivots for day following 09-Mar-2009
Classic Woodie Camarilla DeMark
R4 4.887 4.808 4.519
R3 4.743 4.664 4.480
R2 4.599 4.599 4.466
R1 4.520 4.520 4.453 4.488
PP 4.455 4.455 4.455 4.439
S1 4.376 4.376 4.427 4.344
S2 4.311 4.311 4.414
S3 4.167 4.232 4.400
S4 4.023 4.088 4.361
Weekly Pivots for week ending 06-Mar-2009
Classic Woodie Camarilla DeMark
R4 5.892 5.623 4.753
R3 5.477 5.208 4.639
R2 5.062 5.062 4.601
R1 4.793 4.793 4.563 4.720
PP 4.647 4.647 4.647 4.610
S1 4.378 4.378 4.487 4.305
S2 4.232 4.232 4.449
S3 3.817 3.963 4.411
S4 3.402 3.548 4.297
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.915 4.391 0.524 11.8% 0.180 4.0% 9% False True 7,562
10 4.915 4.391 0.524 11.8% 0.196 4.4% 9% False True 6,550
20 5.499 4.391 1.108 25.0% 0.188 4.2% 4% False True 6,031
40 6.200 4.391 1.809 40.7% 0.193 4.4% 3% False True 5,020
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.044
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 5.147
2.618 4.912
1.618 4.768
1.000 4.679
0.618 4.624
HIGH 4.535
0.618 4.480
0.500 4.463
0.382 4.446
LOW 4.391
0.618 4.302
1.000 4.247
1.618 4.158
2.618 4.014
4.250 3.779
Fisher Pivots for day following 09-Mar-2009
Pivot 1 day 3 day
R1 4.463 4.653
PP 4.455 4.582
S1 4.448 4.511

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

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