NYMEX Natural Gas Future December 2009


Trading Metrics calculated at close of trading on 19-Mar-2009
Day Change Summary
Previous Current
18-Mar-2009 19-Mar-2009 Change Change % Previous Week
Open 5.445 5.360 -0.085 -1.6% 5.530
High 5.445 6.051 0.606 11.1% 5.594
Low 5.316 5.348 0.032 0.6% 5.390
Close 5.328 5.688 0.360 6.8% 5.521
Range 0.129 0.703 0.574 445.0% 0.204
ATR 0.148 0.189 0.041 27.8% 0.000
Volume 1,472 1,184 -288 -19.6% 7,747
Daily Pivots for day following 19-Mar-2009
Classic Woodie Camarilla DeMark
R4 7.805 7.449 6.075
R3 7.102 6.746 5.881
R2 6.399 6.399 5.817
R1 6.043 6.043 5.752 6.221
PP 5.696 5.696 5.696 5.785
S1 5.340 5.340 5.624 5.518
S2 4.993 4.993 5.559
S3 4.290 4.637 5.495
S4 3.587 3.934 5.301
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 6.051 5.316 0.735 12.9% 0.231 4.1% 51% True False 1,327
10 6.051 5.316 0.735 12.9% 0.177 3.1% 51% True False 1,472
20 6.051 5.316 0.735 12.9% 0.169 3.0% 51% True False 1,736
40 6.550 5.316 1.234 21.7% 0.162 2.9% 30% False False 1,662
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.022
Widest range in 53 trading days
Fibonacci Retracements and Extensions
4.250 9.039
2.618 7.891
1.618 7.188
1.000 6.754
0.618 6.485
HIGH 6.051
0.618 5.782
0.500 5.700
0.382 5.617
LOW 5.348
0.618 4.914
1.000 4.645
1.618 4.211
2.618 3.508
4.250 2.360
Fisher Pivots for day following 19-Mar-2009
Pivot 1 day 3 day
R1 5.700 5.687
PP 5.696 5.685
S1 5.692 5.684

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

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