NYMEX Natural Gas Future November 2009


Trading Metrics calculated at close of trading on 12-Mar-2009
Day Change Summary
Previous Current
11-Mar-2009 12-Mar-2009 Change Change % Previous Week
Open 4.930 4.887 -0.043 -0.9% 5.326
High 4.960 5.060 0.100 2.0% 5.390
Low 4.869 4.845 -0.024 -0.5% 4.995
Close 4.875 5.053 0.178 3.7% 5.025
Range 0.091 0.215 0.124 136.3% 0.395
ATR 0.157 0.161 0.004 2.6% 0.000
Volume 1,699 981 -718 -42.3% 4,446
Daily Pivots for day following 12-Mar-2009
Classic Woodie Camarilla DeMark
R4 5.631 5.557 5.171
R3 5.416 5.342 5.112
R2 5.201 5.201 5.092
R1 5.127 5.127 5.073 5.164
PP 4.986 4.986 4.986 5.005
S1 4.912 4.912 5.033 4.949
S2 4.771 4.771 5.014
S3 4.556 4.697 4.994
S4 4.341 4.482 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 5.158 4.845 0.313 6.2% 0.135 2.7% 66% False True 948
10 5.390 4.845 0.545 10.8% 0.160 3.2% 38% False True 881
20 5.790 4.845 0.945 18.7% 0.149 2.9% 22% False True 901
40 6.340 4.845 1.495 29.6% 0.159 3.1% 14% False True 970
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.043
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 5.974
2.618 5.623
1.618 5.408
1.000 5.275
0.618 5.193
HIGH 5.060
0.618 4.978
0.500 4.953
0.382 4.927
LOW 4.845
0.618 4.712
1.000 4.630
1.618 4.497
2.618 4.282
4.250 3.931
Fisher Pivots for day following 12-Mar-2009
Pivot 1 day 3 day
R1 5.020 5.020
PP 4.986 4.986
S1 4.953 4.953

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

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