NYMEX Natural Gas Future November 2009

Trading Metrics calculated at close of trading on 04-Mar-2009

Day Change Summary
	Previous	Current
	03-Mar-2009	04-Mar-2009	Change	Change %	Previous Week
Open	5.303	5.271	-0.032	-0.6%	5.220
High	5.319	5.355	0.036	0.7%	5.346
Low	5.249	5.199	-0.050	-1.0%	5.050
Close	5.300	5.357	0.057	1.1%	5.280
Range	0.070	0.156	0.086	122.9%	0.296
ATR	0.168	0.167	-0.001	-0.5%	0.000
Volume	350	945	595	170.0%	4,560

Daily Pivots for day following 04-Mar-2009
	Classic	Woodie	Camarilla	DeMark
R4	5.772	5.720	5.443
R3	5.616	5.564	5.400
R2	5.460	5.460	5.386
R1	5.408	5.408	5.371	5.434
PP	5.304	5.304	5.304	5.317
S1	5.252	5.252	5.343	5.278
S2	5.148	5.148	5.328
S3	4.992	5.096	5.314
S4	4.836	4.940	5.271

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	6.3%	0.154	2.9%	90%	False	False	748
10	5.390	5.050	0.340	6.3%	0.140	2.6%	90%	False	False	939
20	5.975	5.050	0.925	17.3%	0.158	3.0%	33%	False	False	963
40	7.150	5.050	2.100	39.2%	0.166	3.1%	15%	False	False	943

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.037
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	6.018
2.618	5.763
1.618	5.607
1.000	5.511
0.618	5.451
HIGH	5.355
0.618	5.295
0.500	5.277
0.382	5.259
LOW	5.199
0.618	5.103
1.000	5.043
1.618	4.947
2.618	4.791
4.250	4.536

Fisher Pivots for day following 04-Mar-2009
Pivot	1 day	3 day
R1	5.330	5.336
PP	5.304	5.315
S1	5.277	5.295

Download as Excel Spreadsheet

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

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