NYMEX Natural Gas Future October 2009


Trading Metrics calculated at close of trading on 12-Mar-2009
Day Change Summary
Previous Current
11-Mar-2009 12-Mar-2009 Change Change % Previous Week
Open 4.430 4.388 -0.042 -0.9% 4.770
High 4.474 4.585 0.111 2.5% 4.915
Low 4.368 4.349 -0.019 -0.4% 4.500
Close 4.370 4.568 0.198 4.5% 4.525
Range 0.106 0.236 0.130 122.6% 0.415
ATR 0.188 0.191 0.003 1.8% 0.000
Volume 5,236 7,070 1,834 35.0% 39,130
Daily Pivots for day following 12-Mar-2009
Classic Woodie Camarilla DeMark
R4 5.209 5.124 4.698
R3 4.973 4.888 4.633
R2 4.737 4.737 4.611
R1 4.652 4.652 4.590 4.695
PP 4.501 4.501 4.501 4.522
S1 4.416 4.416 4.546 4.459
S2 4.265 4.265 4.525
S3 4.029 4.180 4.503
S4 3.793 3.944 4.438
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 4.671 4.349 0.322 7.0% 0.156 3.4% 68% False True 6,633
10 4.915 4.349 0.566 12.4% 0.197 4.3% 39% False True 6,939
20 5.260 4.349 0.911 19.9% 0.175 3.8% 24% False True 5,999
40 5.799 4.349 1.450 31.7% 0.189 4.1% 15% False True 5,218
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.052
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 5.588
2.618 5.203
1.618 4.967
1.000 4.821
0.618 4.731
HIGH 4.585
0.618 4.495
0.500 4.467
0.382 4.439
LOW 4.349
0.618 4.203
1.000 4.113
1.618 3.967
2.618 3.731
4.250 3.346
Fisher Pivots for day following 12-Mar-2009
Pivot 1 day 3 day
R1 4.534 4.534
PP 4.501 4.501
S1 4.467 4.467

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

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