NYMEX Natural Gas Future November 2009


Trading Metrics calculated at close of trading on 26-Mar-2009
Day Change Summary
Previous Current
25-Mar-2009 26-Mar-2009 Change Change % Previous Week
Open 5.460 5.435 -0.025 -0.5% 4.950
High 5.460 5.435 -0.025 -0.5% 5.334
Low 5.374 5.054 -0.320 -6.0% 4.790
Close 5.427 5.112 -0.315 -5.8% 5.285
Range 0.086 0.381 0.295 343.0% 0.544
ATR 0.159 0.175 0.016 10.0% 0.000
Volume 955 2,508 1,553 162.6% 6,186
Daily Pivots for day following 26-Mar-2009
Classic Woodie Camarilla DeMark
R4 6.343 6.109 5.322
R3 5.962 5.728 5.217
R2 5.581 5.581 5.182
R1 5.347 5.347 5.147 5.274
PP 5.200 5.200 5.200 5.164
S1 4.966 4.966 5.077 4.893
S2 4.819 4.819 5.042
S3 4.438 4.585 5.007
S4 4.057 4.204 4.902
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 5.054 0.431 8.4% 0.182 3.6% 13% False True 1,597
10 5.485 4.790 0.695 13.6% 0.171 3.3% 46% False False 1,234
20 5.485 4.790 0.695 13.6% 0.166 3.2% 46% False False 1,057
40 5.975 4.790 1.185 23.2% 0.162 3.2% 27% False False 1,059
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.012
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 7.054
2.618 6.432
1.618 6.051
1.000 5.816
0.618 5.670
HIGH 5.435
0.618 5.289
0.500 5.245
0.382 5.200
LOW 5.054
0.618 4.819
1.000 4.673
1.618 4.438
2.618 4.057
4.250 3.435
Fisher Pivots for day following 26-Mar-2009
Pivot 1 day 3 day
R1 5.245 5.270
PP 5.200 5.217
S1 5.156 5.165

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

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