NYMEX Natural Gas Future December 2009


Trading Metrics calculated at close of trading on 05-Mar-2009
Day Change Summary
Previous Current
04-Mar-2009 05-Mar-2009 Change Change % Previous Week
Open 5.830 5.890 0.060 1.0% 5.800
High 5.860 5.903 0.043 0.7% 5.910
Low 5.726 5.625 -0.101 -1.8% 5.624
Close 5.857 5.652 -0.205 -3.5% 5.845
Range 0.134 0.278 0.144 107.5% 0.286
ATR 0.167 0.175 0.008 4.7% 0.000
Volume 1,730 4,626 2,896 167.4% 7,559
Daily Pivots for day following 05-Mar-2009
Classic Woodie Camarilla DeMark
R4 6.561 6.384 5.805
R3 6.283 6.106 5.728
R2 6.005 6.005 5.703
R1 5.828 5.828 5.677 5.778
PP 5.727 5.727 5.727 5.701
S1 5.550 5.550 5.627 5.500
S2 5.449 5.449 5.601
S3 5.171 5.272 5.576
S4 4.893 4.994 5.499
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 5.8% 0.214 3.8% 9% False False 1,881
10 5.950 5.624 0.326 5.8% 0.161 2.9% 9% False False 2,001
20 6.550 5.624 0.926 16.4% 0.161 2.8% 3% False False 1,760
40 7.500 5.624 1.876 33.2% 0.167 2.9% 1% False False 1,477
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.036
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 7.085
2.618 6.631
1.618 6.353
1.000 6.181
0.618 6.075
HIGH 5.903
0.618 5.797
0.500 5.764
0.382 5.731
LOW 5.625
0.618 5.453
1.000 5.347
1.618 5.175
2.618 4.897
4.250 4.444
Fisher Pivots for day following 05-Mar-2009
Pivot 1 day 3 day
R1 5.764 5.764
PP 5.727 5.727
S1 5.689 5.689

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

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