NYMEX Natural Gas Future June 2009


Trading Metrics calculated at close of trading on 20-Mar-2009
Day Change Summary
Previous Current
19-Mar-2009 20-Mar-2009 Change Change % Previous Week
Open 3.905 4.375 0.470 12.0% 4.078
High 4.609 4.525 -0.084 -1.8% 4.609
Low 3.875 4.305 0.430 11.1% 3.870
Close 4.359 4.431 0.072 1.7% 4.431
Range 0.734 0.220 -0.514 -70.0% 0.739
ATR 0.237 0.236 -0.001 -0.5% 0.000
Volume 6,968 12,519 5,551 79.7% 37,983
Daily Pivots for day following 20-Mar-2009
Classic Woodie Camarilla DeMark
R4 5.080 4.976 4.552
R3 4.860 4.756 4.492
R2 4.640 4.640 4.471
R1 4.536 4.536 4.451 4.588
PP 4.420 4.420 4.420 4.447
S1 4.316 4.316 4.411 4.368
S2 4.200 4.200 4.391
S3 3.980 4.096 4.371
S4 3.760 3.876 4.310
Weekly Pivots for week ending 20-Mar-2009
Classic Woodie Camarilla DeMark
R4 6.520 6.215 4.837
R3 5.781 5.476 4.634
R2 5.042 5.042 4.566
R1 4.737 4.737 4.499 4.890
PP 4.303 4.303 4.303 4.380
S1 3.998 3.998 4.363 4.151
S2 3.564 3.564 4.296
S3 2.825 3.259 4.228
S4 2.086 2.520 4.025
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.609 3.870 0.739 16.7% 0.283 6.4% 76% False False 7,596
10 4.609 3.870 0.739 16.7% 0.221 5.0% 76% False False 10,745
20 4.609 3.870 0.739 16.7% 0.225 5.1% 76% False False 8,554
40 5.140 3.870 1.270 28.7% 0.221 5.0% 44% False False 6,582
60 6.413 3.870 2.543 57.4% 0.224 5.1% 22% False False 5,003
80 6.995 3.870 3.125 70.5% 0.221 5.0% 18% False False 4,120
100 7.599 3.870 3.729 84.2% 0.226 5.1% 15% False False 3,575
120 8.249 3.870 4.379 98.8% 0.220 5.0% 13% False False 3,161
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.037
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.460
2.618 5.101
1.618 4.881
1.000 4.745
0.618 4.661
HIGH 4.525
0.618 4.441
0.500 4.415
0.382 4.389
LOW 4.305
0.618 4.169
1.000 4.085
1.618 3.949
2.618 3.729
4.250 3.370
Fisher Pivots for day following 20-Mar-2009
Pivot 1 day 3 day
R1 4.426 4.367
PP 4.420 4.303
S1 4.415 4.240

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

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