NYMEX Natural Gas Future December 2009

Trading Metrics calculated at close of trading on 16-Mar-2009

Day Change Summary
	Previous	Current
	13-Mar-2009	16-Mar-2009	Change	Change %	Previous Week
Open	5.580	5.490	-0.090	-1.6%	5.530
High	5.594	5.547	-0.047	-0.8%	5.594
Low	5.490	5.410	-0.080	-1.5%	5.390
Close	5.521	5.466	-0.055	-1.0%	5.521
Range	0.104	0.137	0.033	31.7%	0.204
ATR	0.155	0.154	-0.001	-0.8%	0.000
Volume	2,029	995	-1,034	-51.0%	7,747

Daily Pivots for day following 16-Mar-2009
	Classic	Woodie	Camarilla	DeMark
R4	5.885	5.813	5.541
R3	5.748	5.676	5.504
R2	5.611	5.611	5.491
R1	5.539	5.539	5.479	5.507
PP	5.474	5.474	5.474	5.458
S1	5.402	5.402	5.453	5.370
S2	5.337	5.337	5.441
S3	5.200	5.265	5.428
S4	5.063	5.128	5.391

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%	0.123	2.3%	37%	False	False	1,539
10	5.903	5.390	0.513	9.4%	0.141	2.6%	15%	False	False	1,792
20	6.091	5.390	0.701	12.8%	0.146	2.7%	11%	False	False	1,722
40	6.613	5.390	1.223	22.4%	0.151	2.8%	6%	False	False	1,626

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.027
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	6.129
2.618	5.906
1.618	5.769
1.000	5.684
0.618	5.632
HIGH	5.547
0.618	5.495
0.500	5.479
0.382	5.462
LOW	5.410
0.618	5.325
1.000	5.273
1.618	5.188
2.618	5.051
4.250	4.828

Fisher Pivots for day following 16-Mar-2009
Pivot	1 day	3 day
R1	5.479	5.492
PP	5.474	5.483
S1	5.470	5.475

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