NYMEX Natural Gas Future June 2009


Trading Metrics calculated at close of trading on 26-Mar-2009
Day Change Summary
Previous Current
25-Mar-2009 26-Mar-2009 Change Change % Previous Week
Open 4.557 4.540 -0.017 -0.4% 4.078
High 4.570 4.580 0.010 0.2% 4.609
Low 4.457 4.106 -0.351 -7.9% 3.870
Close 4.540 4.171 -0.369 -8.1% 4.431
Range 0.113 0.474 0.361 319.5% 0.739
ATR 0.216 0.234 0.018 8.5% 0.000
Volume 8,606 7,538 -1,068 -12.4% 37,983
Daily Pivots for day following 26-Mar-2009
Classic Woodie Camarilla DeMark
R4 5.708 5.413 4.432
R3 5.234 4.939 4.301
R2 4.760 4.760 4.258
R1 4.465 4.465 4.214 4.376
PP 4.286 4.286 4.286 4.241
S1 3.991 3.991 4.128 3.902
S2 3.812 3.812 4.084
S3 3.338 3.517 4.041
S4 2.864 3.043 3.910
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 4.589 4.106 0.483 11.6% 0.222 5.3% 13% False True 8,553
10 4.609 3.870 0.739 17.7% 0.243 5.8% 41% False False 8,419
20 4.609 3.870 0.739 17.7% 0.236 5.7% 41% False False 9,151
40 5.140 3.870 1.270 30.4% 0.225 5.4% 24% False False 7,056
60 6.413 3.870 2.543 61.0% 0.227 5.4% 12% False False 5,424
80 6.760 3.870 2.890 69.3% 0.217 5.2% 10% False False 4,431
100 7.599 3.870 3.729 89.4% 0.225 5.4% 8% False False 3,813
120 7.940 3.870 4.070 97.6% 0.219 5.3% 7% False False 3,383
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.035
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 6.595
2.618 5.821
1.618 5.347
1.000 5.054
0.618 4.873
HIGH 4.580
0.618 4.399
0.500 4.343
0.382 4.287
LOW 4.106
0.618 3.813
1.000 3.632
1.618 3.339
2.618 2.865
4.250 2.092
Fisher Pivots for day following 26-Mar-2009
Pivot 1 day 3 day
R1 4.343 4.348
PP 4.286 4.289
S1 4.228 4.230

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

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