NYMEX Natural Gas Future November 2009


Trading Metrics calculated at close of trading on 13-Mar-2009
Day Change Summary
Previous Current
12-Mar-2009 13-Mar-2009 Change Change % Previous Week
Open 4.887 5.055 0.168 3.4% 4.991
High 5.060 5.062 0.002 0.0% 5.062
Low 4.845 4.971 0.126 2.6% 4.845
Close 5.053 4.991 -0.062 -1.2% 4.991
Range 0.215 0.091 -0.124 -57.7% 0.217
ATR 0.161 0.156 -0.005 -3.1% 0.000
Volume 981 1,016 35 3.6% 4,937
Daily Pivots for day following 13-Mar-2009
Classic Woodie Camarilla DeMark
R4 5.281 5.227 5.041
R3 5.190 5.136 5.016
R2 5.099 5.099 5.008
R1 5.045 5.045 4.999 5.027
PP 5.008 5.008 5.008 4.999
S1 4.954 4.954 4.983 4.936
S2 4.917 4.917 4.974
S3 4.826 4.863 4.966
S4 4.735 4.772 4.941
Weekly Pivots for week ending 13-Mar-2009
Classic Woodie Camarilla DeMark
R4 5.617 5.521 5.110
R3 5.400 5.304 5.051
R2 5.183 5.183 5.031
R1 5.087 5.087 5.011 5.100
PP 4.966 4.966 4.966 4.972
S1 4.870 4.870 4.971 4.883
S2 4.749 4.749 4.951
S3 4.532 4.653 4.931
S4 4.315 4.436 4.872
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.062 4.845 0.217 4.3% 0.120 2.4% 67% True False 987
10 5.390 4.845 0.545 10.9% 0.139 2.8% 27% False False 938
20 5.690 4.845 0.845 16.9% 0.143 2.9% 17% False False 921
40 6.162 4.845 1.317 26.4% 0.156 3.1% 11% False False 969
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 0.034
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.449
2.618 5.300
1.618 5.209
1.000 5.153
0.618 5.118
HIGH 5.062
0.618 5.027
0.500 5.017
0.382 5.006
LOW 4.971
0.618 4.915
1.000 4.880
1.618 4.824
2.618 4.733
4.250 4.584
Fisher Pivots for day following 13-Mar-2009
Pivot 1 day 3 day
R1 5.017 4.979
PP 5.008 4.966
S1 5.000 4.954

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

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