NYMEX Natural Gas Future October 2009

Trading Metrics calculated at close of trading on 19-Mar-2009

Day Change Summary
	Previous	Current
	18-Mar-2009	19-Mar-2009	Change	Change %	Previous Week
Open	4.413	4.317	-0.096	-2.2%	4.499
High	4.429	4.863	0.434	9.8%	4.593
Low	4.274	4.288	0.014	0.3%	4.349
Close	4.286	4.743	0.457	10.7%	4.511
Range	0.155	0.575	0.420	271.0%	0.244
ATR	0.176	0.205	0.029	16.2%	0.000
Volume	4,587	6,253	1,666	36.3%	31,858

Daily Pivots for day following 19-Mar-2009
	Classic	Woodie	Camarilla	DeMark
R4	6.356	6.125	5.059
R3	5.781	5.550	4.901
R2	5.206	5.206	4.848
R1	4.975	4.975	4.796	5.091
PP	4.631	4.631	4.631	4.689
S1	4.400	4.400	4.690	4.516
S2	4.056	4.056	4.638
S3	3.481	3.825	4.585
S4	2.906	3.250	4.427

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	4.863	4.274	0.589	12.4%	0.221	4.7%	80%	True	False	6,118
10	4.863	4.274	0.589	12.4%	0.188	4.0%	80%	True	False	6,375
20	4.915	4.274	0.641	13.5%	0.185	3.9%	73%	False	False	6,314
40	5.499	4.274	1.225	25.8%	0.195	4.1%	38%	False	False	5,556

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.032
Widest range in 53 trading days

Fibonacci Retracements and Extensions
4.250	7.307
2.618	6.368
1.618	5.793
1.000	5.438
0.618	5.218
HIGH	4.863
0.618	4.643
0.500	4.576
0.382	4.508
LOW	4.288
0.618	3.933
1.000	3.713
1.618	3.358
2.618	2.783
4.250	1.844

Fisher Pivots for day following 19-Mar-2009
Pivot	1 day	3 day
R1	4.687	4.685
PP	4.631	4.627
S1	4.576	4.569

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols