NYMEX Natural Gas Future July 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 4.034 4.490 0.456 11.3% 4.223
High 4.592 4.655 0.063 1.4% 4.655
Low 4.020 4.435 0.415 10.3% 4.007
Close 4.486 4.562 0.076 1.7% 4.562
Range 0.572 0.220 -0.352 -61.5% 0.648
ATR 0.208 0.209 0.001 0.4% 0.000
Volume 2,530 6,268 3,738 147.7% 19,389
Daily Pivots for day following 20-Mar-2009
Classic Woodie Camarilla DeMark
R4 5.211 5.106 4.683
R3 4.991 4.886 4.623
R2 4.771 4.771 4.602
R1 4.666 4.666 4.582 4.719
PP 4.551 4.551 4.551 4.577
S1 4.446 4.446 4.542 4.499
S2 4.331 4.331 4.522
S3 4.111 4.226 4.502
S4 3.891 4.006 4.441
Weekly Pivots for week ending 20-Mar-2009
Classic Woodie Camarilla DeMark
R4 6.352 6.105 4.918
R3 5.704 5.457 4.740
R2 5.056 5.056 4.681
R1 4.809 4.809 4.621 4.933
PP 4.408 4.408 4.408 4.470
S1 4.161 4.161 4.503 4.285
S2 3.760 3.760 4.443
S3 3.112 3.513 4.384
S4 2.464 2.865 4.206
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.655 4.007 0.648 14.2% 0.242 5.3% 86% True False 3,877
10 4.655 4.007 0.648 14.2% 0.195 4.3% 86% True False 6,498
20 4.690 4.007 0.683 15.0% 0.195 4.3% 81% False False 6,369
40 5.280 4.007 1.273 27.9% 0.200 4.4% 44% False False 4,809
60 6.521 4.007 2.514 55.1% 0.207 4.5% 22% False False 3,709
80 7.106 4.007 3.099 67.9% 0.205 4.5% 18% False False 3,123
100 7.708 4.007 3.701 81.1% 0.210 4.6% 15% False False 2,718
120 8.373 4.007 4.366 95.7% 0.205 4.5% 13% False False 2,411
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.030
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.590
2.618 5.231
1.618 5.011
1.000 4.875
0.618 4.791
HIGH 4.655
0.618 4.571
0.500 4.545
0.382 4.519
LOW 4.435
0.618 4.299
1.000 4.215
1.618 4.079
2.618 3.859
4.250 3.500
Fisher Pivots for day following 20-Mar-2009
Pivot 1 day 3 day
R1 4.556 4.485
PP 4.551 4.408
S1 4.545 4.331

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

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