NYMEX Natural Gas Future November 2009


Trading Metrics calculated at close of trading on 09-Mar-2009
Day Change Summary
Previous Current
06-Mar-2009 09-Mar-2009 Change Change % Previous Week
Open 5.128 4.991 -0.137 -2.7% 5.326
High 5.158 5.015 -0.143 -2.8% 5.390
Low 4.995 4.922 -0.073 -1.5% 4.995
Close 5.025 4.960 -0.065 -1.3% 5.025
Range 0.163 0.093 -0.070 -42.9% 0.395
ATR 0.171 0.166 -0.005 -2.8% 0.000
Volume 819 568 -251 -30.6% 4,446
Daily Pivots for day following 09-Mar-2009
Classic Woodie Camarilla DeMark
R4 5.245 5.195 5.011
R3 5.152 5.102 4.986
R2 5.059 5.059 4.977
R1 5.009 5.009 4.969 4.988
PP 4.966 4.966 4.966 4.955
S1 4.916 4.916 4.951 4.895
S2 4.873 4.873 4.943
S3 4.780 4.823 4.934
S4 4.687 4.730 4.909
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 5.360 4.922 0.438 8.8% 0.141 2.9% 9% False True 813
10 5.390 4.922 0.468 9.4% 0.154 3.1% 8% False True 818
20 5.975 4.922 1.053 21.2% 0.158 3.2% 4% False True 927
40 6.647 4.922 1.725 34.8% 0.160 3.2% 2% False True 927
Crabel Price Patterns
NR True
NR4 True
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 0.039
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 5.410
2.618 5.258
1.618 5.165
1.000 5.108
0.618 5.072
HIGH 5.015
0.618 4.979
0.500 4.969
0.382 4.958
LOW 4.922
0.618 4.865
1.000 4.829
1.618 4.772
2.618 4.679
4.250 4.527
Fisher Pivots for day following 09-Mar-2009
Pivot 1 day 3 day
R1 4.969 5.141
PP 4.966 5.081
S1 4.963 5.020

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

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