NYMEX Natural Gas Future December 2009


Trading Metrics calculated at close of trading on 04-Mar-2009
Day Change Summary
Previous Current
03-Mar-2009 04-Mar-2009 Change Change % Previous Week
Open 5.800 5.830 0.030 0.5% 5.800
High 5.890 5.860 -0.030 -0.5% 5.910
Low 5.745 5.726 -0.019 -0.3% 5.624
Close 5.825 5.857 0.032 0.5% 5.845
Range 0.145 0.134 -0.011 -7.6% 0.286
ATR 0.170 0.167 -0.003 -1.5% 0.000
Volume 463 1,730 1,267 273.7% 7,559
Daily Pivots for day following 04-Mar-2009
Classic Woodie Camarilla DeMark
R4 6.216 6.171 5.931
R3 6.082 6.037 5.894
R2 5.948 5.948 5.882
R1 5.903 5.903 5.869 5.926
PP 5.814 5.814 5.814 5.826
S1 5.769 5.769 5.845 5.792
S2 5.680 5.680 5.832
S3 5.546 5.635 5.820
S4 5.412 5.501 5.783
Weekly Pivots for week ending 27-Feb-2009
Classic Woodie Camarilla DeMark
R4 6.651 6.534 6.002
R3 6.365 6.248 5.924
R2 6.079 6.079 5.897
R1 5.962 5.962 5.871 6.021
PP 5.793 5.793 5.793 5.822
S1 5.676 5.676 5.819 5.735
S2 5.507 5.507 5.793
S3 5.221 5.390 5.766
S4 4.935 5.104 5.688
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.950 5.624 0.326 5.6% 0.173 3.0% 71% False False 1,346
10 5.950 5.624 0.326 5.6% 0.147 2.5% 71% False False 1,715
20 6.550 5.624 0.926 15.8% 0.152 2.6% 25% False False 1,640
40 7.621 5.624 1.997 34.1% 0.166 2.8% 12% False False 1,379
Crabel Price Patterns
NR True
NR4 True
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 0.036
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 6.430
2.618 6.211
1.618 6.077
1.000 5.994
0.618 5.943
HIGH 5.860
0.618 5.809
0.500 5.793
0.382 5.777
LOW 5.726
0.618 5.643
1.000 5.592
1.618 5.509
2.618 5.375
4.250 5.157
Fisher Pivots for day following 04-Mar-2009
Pivot 1 day 3 day
R1 5.836 5.850
PP 5.814 5.843
S1 5.793 5.837

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

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