NYMEX Natural Gas Future December 2009


Trading Metrics calculated at close of trading on 09-Mar-2009
Day Change Summary
Previous Current
06-Mar-2009 09-Mar-2009 Change Change % Previous Week
Open 5.650 5.530 -0.120 -2.1% 5.820
High 5.650 5.542 -0.108 -1.9% 5.950
Low 5.516 5.440 -0.076 -1.4% 5.516
Close 5.545 5.493 -0.052 -0.9% 5.545
Range 0.134 0.102 -0.032 -23.9% 0.434
ATR 0.172 0.167 -0.005 -2.8% 0.000
Volume 2,368 1,046 -1,322 -55.8% 10,751
Daily Pivots for day following 09-Mar-2009
Classic Woodie Camarilla DeMark
R4 5.798 5.747 5.549
R3 5.696 5.645 5.521
R2 5.594 5.594 5.512
R1 5.543 5.543 5.502 5.518
PP 5.492 5.492 5.492 5.479
S1 5.441 5.441 5.484 5.416
S2 5.390 5.390 5.474
S3 5.288 5.339 5.465
S4 5.186 5.237 5.437
Weekly Pivots for week ending 06-Mar-2009
Classic Woodie Camarilla DeMark
R4 6.972 6.693 5.784
R3 6.538 6.259 5.664
R2 6.104 6.104 5.625
R1 5.825 5.825 5.585 5.748
PP 5.670 5.670 5.670 5.632
S1 5.391 5.391 5.505 5.314
S2 5.236 5.236 5.465
S3 4.802 4.957 5.426
S4 4.368 4.523 5.306
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.903 5.440 0.463 8.4% 0.159 2.9% 11% False True 2,046
10 5.950 5.440 0.510 9.3% 0.166 3.0% 10% False True 1,825
20 6.550 5.440 1.110 20.2% 0.158 2.9% 5% False True 1,787
40 7.143 5.440 1.703 31.0% 0.159 2.9% 3% False True 1,508
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.033
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 5.976
2.618 5.809
1.618 5.707
1.000 5.644
0.618 5.605
HIGH 5.542
0.618 5.503
0.500 5.491
0.382 5.479
LOW 5.440
0.618 5.377
1.000 5.338
1.618 5.275
2.618 5.173
4.250 5.007
Fisher Pivots for day following 09-Mar-2009
Pivot 1 day 3 day
R1 5.492 5.672
PP 5.492 5.612
S1 5.491 5.553

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

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