NYMEX Natural Gas Future November 2009


Trading Metrics calculated at close of trading on 19-Mar-2009
Day Change Summary
Previous Current
18-Mar-2009 19-Mar-2009 Change Change % Previous Week
Open 4.876 4.811 -0.065 -1.3% 4.991
High 4.876 5.224 0.348 7.1% 5.062
Low 4.790 4.808 0.018 0.4% 4.845
Close 4.791 5.203 0.412 8.6% 4.991
Range 0.086 0.416 0.330 383.7% 0.217
ATR 0.146 0.167 0.020 14.0% 0.000
Volume 1,004 694 -310 -30.9% 4,937
Daily Pivots for day following 19-Mar-2009
Classic Woodie Camarilla DeMark
R4 6.326 6.181 5.432
R3 5.910 5.765 5.317
R2 5.494 5.494 5.279
R1 5.349 5.349 5.241 5.422
PP 5.078 5.078 5.078 5.115
S1 4.933 4.933 5.165 5.006
S2 4.662 4.662 5.127
S3 4.246 4.517 5.089
S4 3.830 4.101 4.974
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 5.224 4.790 0.434 8.3% 0.161 3.1% 95% True False 870
10 5.224 4.790 0.434 8.3% 0.148 2.8% 95% True False 909
20 5.390 4.790 0.600 11.5% 0.147 2.8% 69% False False 930
40 5.975 4.790 1.185 22.8% 0.159 3.0% 35% False False 979
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.024
Widest range in 53 trading days
Fibonacci Retracements and Extensions
4.250 6.992
2.618 6.313
1.618 5.897
1.000 5.640
0.618 5.481
HIGH 5.224
0.618 5.065
0.500 5.016
0.382 4.967
LOW 4.808
0.618 4.551
1.000 4.392
1.618 4.135
2.618 3.719
4.250 3.040
Fisher Pivots for day following 19-Mar-2009
Pivot 1 day 3 day
R1 5.141 5.138
PP 5.078 5.072
S1 5.016 5.007

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

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