NYMEX Natural Gas Future November 2009


Trading Metrics calculated at close of trading on 05-Mar-2009
Day Change Summary
Previous Current
04-Mar-2009 05-Mar-2009 Change Change % Previous Week
Open 5.271 5.350 0.079 1.5% 5.220
High 5.355 5.360 0.005 0.1% 5.346
Low 5.199 5.135 -0.064 -1.2% 5.050
Close 5.357 5.152 -0.205 -3.8% 5.280
Range 0.156 0.225 0.069 44.2% 0.296
ATR 0.167 0.171 0.004 2.5% 0.000
Volume 945 1,386 441 46.7% 4,560
Daily Pivots for day following 05-Mar-2009
Classic Woodie Camarilla DeMark
R4 5.891 5.746 5.276
R3 5.666 5.521 5.214
R2 5.441 5.441 5.193
R1 5.296 5.296 5.173 5.256
PP 5.216 5.216 5.216 5.196
S1 5.071 5.071 5.131 5.031
S2 4.991 4.991 5.111
S3 4.766 4.846 5.090
S4 4.541 4.621 5.028
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 6.6% 0.185 3.6% 30% False False 814
10 5.390 5.050 0.340 6.6% 0.146 2.8% 30% False False 952
20 5.975 5.050 0.925 18.0% 0.163 3.2% 11% False False 980
40 7.040 5.050 1.990 38.6% 0.166 3.2% 5% False False 945
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.038
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 6.316
2.618 5.949
1.618 5.724
1.000 5.585
0.618 5.499
HIGH 5.360
0.618 5.274
0.500 5.248
0.382 5.221
LOW 5.135
0.618 4.996
1.000 4.910
1.618 4.771
2.618 4.546
4.250 4.179
Fisher Pivots for day following 05-Mar-2009
Pivot 1 day 3 day
R1 5.248 5.248
PP 5.216 5.216
S1 5.184 5.184

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

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