NYMEX Natural Gas Future November 2009


Trading Metrics calculated at close of trading on 24-Mar-2009
Day Change Summary
Previous Current
23-Mar-2009 24-Mar-2009 Change Change % Previous Week
Open 5.341 5.337 -0.004 -0.1% 4.950
High 5.425 5.485 0.060 1.1% 5.334
Low 5.312 5.321 0.009 0.2% 4.790
Close 5.382 5.460 0.078 1.4% 5.285
Range 0.113 0.164 0.051 45.1% 0.544
ATR 0.165 0.164 0.000 0.0% 0.000
Volume 1,186 491 -695 -58.6% 6,186
Daily Pivots for day following 24-Mar-2009
Classic Woodie Camarilla DeMark
R4 5.914 5.851 5.550
R3 5.750 5.687 5.505
R2 5.586 5.586 5.490
R1 5.523 5.523 5.475 5.555
PP 5.422 5.422 5.422 5.438
S1 5.359 5.359 5.445 5.391
S2 5.258 5.258 5.430
S3 5.094 5.195 5.415
S4 4.930 5.031 5.370
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 5.485 4.790 0.695 12.7% 0.189 3.5% 96% True False 1,244
10 5.485 4.790 0.695 12.7% 0.155 2.8% 96% True False 1,155
20 5.485 4.790 0.695 12.7% 0.153 2.8% 96% True False 983
40 5.975 4.790 1.185 21.7% 0.157 2.9% 57% False False 1,024
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.019
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6.182
2.618 5.914
1.618 5.750
1.000 5.649
0.618 5.586
HIGH 5.485
0.618 5.422
0.500 5.403
0.382 5.384
LOW 5.321
0.618 5.220
1.000 5.157
1.618 5.056
2.618 4.892
4.250 4.624
Fisher Pivots for day following 24-Mar-2009
Pivot 1 day 3 day
R1 5.441 5.416
PP 5.422 5.371
S1 5.403 5.327

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

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