NYMEX Natural Gas Future November 2009


Trading Metrics calculated at close of trading on 03-Mar-2009
Day Change Summary
Previous Current
02-Mar-2009 03-Mar-2009 Change Change % Previous Week
Open 5.326 5.303 -0.023 -0.4% 5.220
High 5.390 5.319 -0.071 -1.3% 5.346
Low 5.212 5.249 0.037 0.7% 5.050
Close 5.233 5.300 0.067 1.3% 5.280
Range 0.178 0.070 -0.108 -60.7% 0.296
ATR 0.174 0.168 -0.006 -3.6% 0.000
Volume 946 350 -596 -63.0% 4,560
Daily Pivots for day following 03-Mar-2009
Classic Woodie Camarilla DeMark
R4 5.499 5.470 5.339
R3 5.429 5.400 5.319
R2 5.359 5.359 5.313
R1 5.330 5.330 5.306 5.310
PP 5.289 5.289 5.289 5.279
S1 5.260 5.260 5.294 5.240
S2 5.219 5.219 5.287
S3 5.149 5.190 5.281
S4 5.079 5.120 5.262
Weekly Pivots for week ending 27-Feb-2009
Classic Woodie Camarilla DeMark
R4 6.113 5.993 5.443
R3 5.817 5.697 5.361
R2 5.521 5.521 5.334
R1 5.401 5.401 5.307 5.461
PP 5.225 5.225 5.225 5.256
S1 5.105 5.105 5.253 5.165
S2 4.929 4.929 5.226
S3 4.633 4.809 5.199
S4 4.337 4.513 5.117
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.390 5.050 0.340 6.4% 0.151 2.8% 74% False False 745
10 5.390 5.050 0.340 6.4% 0.137 2.6% 74% False False 919
20 5.975 5.050 0.925 17.5% 0.159 3.0% 27% False False 993
40 7.150 5.050 2.100 39.6% 0.167 3.2% 12% False False 940
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.032
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 5.617
2.618 5.502
1.618 5.432
1.000 5.389
0.618 5.362
HIGH 5.319
0.618 5.292
0.500 5.284
0.382 5.276
LOW 5.249
0.618 5.206
1.000 5.179
1.618 5.136
2.618 5.066
4.250 4.952
Fisher Pivots for day following 03-Mar-2009
Pivot 1 day 3 day
R1 5.295 5.273
PP 5.289 5.247
S1 5.284 5.220

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

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