NYMEX Natural Gas Future December 2009

Trading Metrics calculated at close of trading on 13-Mar-2009

Day Change Summary
	Previous	Current
	12-Mar-2009	13-Mar-2009	Change	Change %	Previous Week
Open	5.427	5.580	0.153	2.8%	5.530
High	5.590	5.594	0.004	0.1%	5.594
Low	5.390	5.490	0.100	1.9%	5.390
Close	5.578	5.521	-0.057	-1.0%	5.521
Range	0.200	0.104	-0.096	-48.0%	0.204
ATR	0.159	0.155	-0.004	-2.5%	0.000
Volume	2,261	2,029	-232	-10.3%	7,747

Daily Pivots for day following 13-Mar-2009
	Classic	Woodie	Camarilla	DeMark
R4	5.847	5.788	5.578
R3	5.743	5.684	5.550
R2	5.639	5.639	5.540
R1	5.580	5.580	5.531	5.558
PP	5.535	5.535	5.535	5.524
S1	5.476	5.476	5.511	5.454
S2	5.431	5.431	5.502
S3	5.327	5.372	5.492
S4	5.223	5.268	5.464

Weekly Pivots for week ending 13-Mar-2009
	Classic	Woodie	Camarilla	DeMark
R4	6.114	6.021	5.633
R3	5.910	5.817	5.577
R2	5.706	5.706	5.558
R1	5.613	5.613	5.540	5.558
PP	5.502	5.502	5.502	5.474
S1	5.409	5.409	5.502	5.354
S2	5.298	5.298	5.484
S3	5.094	5.205	5.465
S4	4.890	5.001	5.409

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5.594	5.390	0.204	3.7%	0.116	2.1%	64%	True	False	1,549
10	5.950	5.390	0.560	10.1%	0.150	2.7%	23%	False	False	1,849
20	6.260	5.390	0.870	15.8%	0.146	2.6%	15%	False	False	1,738
40	6.750	5.390	1.360	24.6%	0.154	2.8%	10%	False	False	1,617

Crabel Price Patterns
NR	True
NR4	False
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	0.031
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	6.036
2.618	5.866
1.618	5.762
1.000	5.698
0.618	5.658
HIGH	5.594
0.618	5.554
0.500	5.542
0.382	5.530
LOW	5.490
0.618	5.426
1.000	5.386
1.618	5.322
2.618	5.218
4.250	5.048

Fisher Pivots for day following 13-Mar-2009
Pivot	1 day	3 day
R1	5.542	5.511
PP	5.535	5.502
S1	5.528	5.492

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols