NYMEX Natural Gas Future November 2009


Trading Metrics calculated at close of trading on 23-Mar-2009
Day Change Summary
Previous Current
20-Mar-2009 23-Mar-2009 Change Change % Previous Week
Open 5.173 5.341 0.168 3.2% 4.950
High 5.334 5.425 0.091 1.7% 5.334
Low 5.169 5.312 0.143 2.8% 4.790
Close 5.285 5.382 0.097 1.8% 5.285
Range 0.165 0.113 -0.052 -31.5% 0.544
ATR 0.166 0.165 -0.002 -1.1% 0.000
Volume 2,848 1,186 -1,662 -58.4% 6,186
Daily Pivots for day following 23-Mar-2009
Classic Woodie Camarilla DeMark
R4 5.712 5.660 5.444
R3 5.599 5.547 5.413
R2 5.486 5.486 5.403
R1 5.434 5.434 5.392 5.460
PP 5.373 5.373 5.373 5.386
S1 5.321 5.321 5.372 5.347
S2 5.260 5.260 5.361
S3 5.147 5.208 5.351
S4 5.034 5.095 5.320
Weekly Pivots for week ending 20-Mar-2009
Classic Woodie Camarilla DeMark
R4 6.768 6.571 5.584
R3 6.224 6.027 5.435
R2 5.680 5.680 5.385
R1 5.483 5.483 5.335 5.582
PP 5.136 5.136 5.136 5.186
S1 4.939 4.939 5.235 5.038
S2 4.592 4.592 5.185
S3 4.048 4.395 5.135
S4 3.504 3.851 4.986
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.425 4.790 0.635 11.8% 0.168 3.1% 93% True False 1,313
10 5.425 4.790 0.635 11.8% 0.150 2.8% 93% True False 1,174
20 5.425 4.790 0.635 11.8% 0.152 2.8% 93% True False 996
40 5.975 4.790 1.185 22.0% 0.157 2.9% 50% False False 1,038
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 0.022
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 5.905
2.618 5.721
1.618 5.608
1.000 5.538
0.618 5.495
HIGH 5.425
0.618 5.382
0.500 5.369
0.382 5.355
LOW 5.312
0.618 5.242
1.000 5.199
1.618 5.129
2.618 5.016
4.250 4.832
Fisher Pivots for day following 23-Mar-2009
Pivot 1 day 3 day
R1 5.378 5.294
PP 5.373 5.205
S1 5.369 5.117

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

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