NYMEX Natural Gas Future December 2009


Trading Metrics calculated at close of trading on 25-Mar-2009
Day Change Summary
Previous Current
24-Mar-2009 25-Mar-2009 Change Change % Previous Week
Open 5.890 5.995 0.105 1.8% 5.490
High 6.010 5.995 -0.015 -0.2% 6.051
Low 5.850 5.910 0.060 1.0% 5.316
Close 5.995 5.964 -0.031 -0.5% 5.775
Range 0.160 0.085 -0.075 -46.9% 0.735
ATR 0.184 0.177 -0.007 -3.8% 0.000
Volume 827 2,159 1,332 161.1% 13,044
Daily Pivots for day following 25-Mar-2009
Classic Woodie Camarilla DeMark
R4 6.211 6.173 6.011
R3 6.126 6.088 5.987
R2 6.041 6.041 5.980
R1 6.003 6.003 5.972 5.980
PP 5.956 5.956 5.956 5.945
S1 5.918 5.918 5.956 5.895
S2 5.871 5.871 5.948
S3 5.786 5.833 5.941
S4 5.701 5.748 5.917
Weekly Pivots for week ending 20-Mar-2009
Classic Woodie Camarilla DeMark
R4 7.919 7.582 6.179
R3 7.184 6.847 5.977
R2 6.449 6.449 5.910
R1 6.112 6.112 5.842 6.281
PP 5.714 5.714 5.714 5.798
S1 5.377 5.377 5.708 5.546
S2 4.979 4.979 5.640
S3 4.244 4.642 5.573
S4 3.509 3.907 5.371
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6.051 5.348 0.703 11.8% 0.252 4.2% 88% False False 2,948
10 6.051 5.316 0.735 12.3% 0.191 3.2% 88% False False 2,245
20 6.051 5.316 0.735 12.3% 0.173 2.9% 88% False False 1,981
40 6.550 5.316 1.234 20.7% 0.161 2.7% 53% False False 1,823
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.029
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 6.356
2.618 6.218
1.618 6.133
1.000 6.080
0.618 6.048
HIGH 5.995
0.618 5.963
0.500 5.953
0.382 5.942
LOW 5.910
0.618 5.857
1.000 5.825
1.618 5.772
2.618 5.687
4.250 5.549
Fisher Pivots for day following 25-Mar-2009
Pivot 1 day 3 day
R1 5.960 5.945
PP 5.956 5.926
S1 5.953 5.907

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

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