NYMEX Natural Gas Future November 2009


Trading Metrics calculated at close of trading on 06-Mar-2009
Day Change Summary
Previous Current
05-Mar-2009 06-Mar-2009 Change Change % Previous Week
Open 5.350 5.128 -0.222 -4.1% 5.326
High 5.360 5.158 -0.202 -3.8% 5.390
Low 5.135 4.995 -0.140 -2.7% 4.995
Close 5.152 5.025 -0.127 -2.5% 5.025
Range 0.225 0.163 -0.062 -27.6% 0.395
ATR 0.171 0.171 -0.001 -0.3% 0.000
Volume 1,386 819 -567 -40.9% 4,446
Daily Pivots for day following 06-Mar-2009
Classic Woodie Camarilla DeMark
R4 5.548 5.450 5.115
R3 5.385 5.287 5.070
R2 5.222 5.222 5.055
R1 5.124 5.124 5.040 5.092
PP 5.059 5.059 5.059 5.043
S1 4.961 4.961 5.010 4.929
S2 4.896 4.896 4.995
S3 4.733 4.798 4.980
S4 4.570 4.635 4.935
Weekly Pivots for week ending 06-Mar-2009
Classic Woodie Camarilla DeMark
R4 6.322 6.068 5.242
R3 5.927 5.673 5.134
R2 5.532 5.532 5.097
R1 5.278 5.278 5.061 5.208
PP 5.137 5.137 5.137 5.101
S1 4.883 4.883 4.989 4.813
S2 4.742 4.742 4.953
S3 4.347 4.488 4.916
S4 3.952 4.093 4.808
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.390 4.995 0.395 7.9% 0.158 3.2% 8% False True 889
10 5.390 4.995 0.395 7.9% 0.156 3.1% 8% False True 900
20 5.975 4.995 0.980 19.5% 0.166 3.3% 3% False True 934
40 6.902 4.995 1.907 38.0% 0.165 3.3% 2% False True 937
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 0.040
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.851
2.618 5.585
1.618 5.422
1.000 5.321
0.618 5.259
HIGH 5.158
0.618 5.096
0.500 5.077
0.382 5.057
LOW 4.995
0.618 4.894
1.000 4.832
1.618 4.731
2.618 4.568
4.250 4.302
Fisher Pivots for day following 06-Mar-2009
Pivot 1 day 3 day
R1 5.077 5.178
PP 5.059 5.127
S1 5.042 5.076

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

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