NYMEX Natural Gas Future October 2009


Trading Metrics calculated at close of trading on 13-Mar-2009
Day Change Summary
Previous Current
12-Mar-2009 13-Mar-2009 Change Change % Previous Week
Open 4.388 4.560 0.172 3.9% 4.499
High 4.585 4.593 0.008 0.2% 4.593
Low 4.349 4.477 0.128 2.9% 4.349
Close 4.568 4.511 -0.057 -1.2% 4.511
Range 0.236 0.116 -0.120 -50.8% 0.244
ATR 0.191 0.186 -0.005 -2.8% 0.000
Volume 7,070 7,253 183 2.6% 31,858
Daily Pivots for day following 13-Mar-2009
Classic Woodie Camarilla DeMark
R4 4.875 4.809 4.575
R3 4.759 4.693 4.543
R2 4.643 4.643 4.532
R1 4.577 4.577 4.522 4.552
PP 4.527 4.527 4.527 4.515
S1 4.461 4.461 4.500 4.436
S2 4.411 4.411 4.490
S3 4.295 4.345 4.479
S4 4.179 4.229 4.447
Weekly Pivots for week ending 13-Mar-2009
Classic Woodie Camarilla DeMark
R4 5.216 5.108 4.645
R3 4.972 4.864 4.578
R2 4.728 4.728 4.556
R1 4.620 4.620 4.533 4.674
PP 4.484 4.484 4.484 4.512
S1 4.376 4.376 4.489 4.430
S2 4.240 4.240 4.466
S3 3.996 4.132 4.444
S4 3.752 3.888 4.377
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.593 4.349 0.244 5.4% 0.145 3.2% 66% True False 6,371
10 4.915 4.349 0.566 12.5% 0.173 3.8% 29% False False 7,098
20 5.140 4.349 0.791 17.5% 0.169 3.7% 20% False False 6,053
40 5.650 4.349 1.301 28.8% 0.188 4.2% 12% False False 5,291
Crabel Price Patterns
NR True
NR4 False
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 0.047
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.086
2.618 4.897
1.618 4.781
1.000 4.709
0.618 4.665
HIGH 4.593
0.618 4.549
0.500 4.535
0.382 4.521
LOW 4.477
0.618 4.405
1.000 4.361
1.618 4.289
2.618 4.173
4.250 3.984
Fisher Pivots for day following 13-Mar-2009
Pivot 1 day 3 day
R1 4.535 4.498
PP 4.527 4.484
S1 4.519 4.471

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

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