NYMEX Natural Gas Future July 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 4.666 4.650 -0.016 -0.3% 4.223
High 4.699 4.720 0.021 0.4% 4.655
Low 4.587 4.253 -0.334 -7.3% 4.007
Close 4.671 4.311 -0.360 -7.7% 4.562
Range 0.112 0.467 0.355 317.0% 0.648
ATR 0.194 0.213 0.020 10.1% 0.000
Volume 5,781 4,805 -976 -16.9% 19,389
Daily Pivots for day following 26-Mar-2009
Classic Woodie Camarilla DeMark
R4 5.829 5.537 4.568
R3 5.362 5.070 4.439
R2 4.895 4.895 4.397
R1 4.603 4.603 4.354 4.516
PP 4.428 4.428 4.428 4.384
S1 4.136 4.136 4.268 4.049
S2 3.961 3.961 4.225
S3 3.494 3.669 4.183
S4 3.027 3.202 4.054
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 4.721 4.253 0.468 10.9% 0.212 4.9% 12% False True 5,411
10 4.721 4.007 0.714 16.6% 0.217 5.0% 43% False False 4,918
20 4.721 4.007 0.714 16.6% 0.207 4.8% 43% False False 5,899
40 5.280 4.007 1.273 29.5% 0.204 4.7% 24% False False 5,159
60 6.521 4.007 2.514 58.3% 0.207 4.8% 12% False False 3,986
80 6.892 4.007 2.885 66.9% 0.201 4.7% 11% False False 3,324
100 7.708 4.007 3.701 85.9% 0.209 4.9% 8% False False 2,882
120 8.072 4.007 4.065 94.3% 0.205 4.8% 7% False False 2,562
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 0.028
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 6.705
2.618 5.943
1.618 5.476
1.000 5.187
0.618 5.009
HIGH 4.720
0.618 4.542
0.500 4.487
0.382 4.431
LOW 4.253
0.618 3.964
1.000 3.786
1.618 3.497
2.618 3.030
4.250 2.268
Fisher Pivots for day following 26-Mar-2009
Pivot 1 day 3 day
R1 4.487 4.487
PP 4.428 4.428
S1 4.370 4.370

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

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