NYMEX Natural Gas Future July 2009


Trading Metrics calculated at close of trading on 27-Mar-2009
Day Change Summary
Previous Current
26-Mar-2009 27-Mar-2009 Change Change % Previous Week
Open 4.650 4.295 -0.355 -7.6% 4.593
High 4.720 4.295 -0.425 -9.0% 4.721
Low 4.253 4.011 -0.242 -5.7% 4.011
Close 4.311 4.020 -0.291 -6.8% 4.020
Range 0.467 0.284 -0.183 -39.2% 0.710
ATR 0.213 0.220 0.006 2.9% 0.000
Volume 4,805 8,039 3,234 67.3% 28,827
Daily Pivots for day following 27-Mar-2009
Classic Woodie Camarilla DeMark
R4 4.961 4.774 4.176
R3 4.677 4.490 4.098
R2 4.393 4.393 4.072
R1 4.206 4.206 4.046 4.158
PP 4.109 4.109 4.109 4.084
S1 3.922 3.922 3.994 3.874
S2 3.825 3.825 3.968
S3 3.541 3.638 3.942
S4 3.257 3.354 3.864
Weekly Pivots for week ending 27-Mar-2009
Classic Woodie Camarilla DeMark
R4 6.381 5.910 4.411
R3 5.671 5.200 4.215
R2 4.961 4.961 4.150
R1 4.490 4.490 4.085 4.371
PP 4.251 4.251 4.251 4.191
S1 3.780 3.780 3.955 3.661
S2 3.541 3.541 3.890
S3 2.831 3.070 3.825
S4 2.121 2.360 3.630
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.721 4.011 0.710 17.7% 0.224 5.6% 1% False True 5,765
10 4.721 4.007 0.714 17.8% 0.233 5.8% 2% False False 4,821
20 4.721 4.007 0.714 17.8% 0.205 5.1% 2% False False 6,061
40 5.280 4.007 1.273 31.7% 0.205 5.1% 1% False False 5,319
60 6.521 4.007 2.514 62.5% 0.210 5.2% 1% False False 4,090
80 6.880 4.007 2.873 71.5% 0.202 5.0% 0% False False 3,412
100 7.708 4.007 3.701 92.1% 0.209 5.2% 0% False False 2,951
120 7.940 4.007 3.933 97.8% 0.206 5.1% 0% False False 2,625
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 0.026
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.502
2.618 5.039
1.618 4.755
1.000 4.579
0.618 4.471
HIGH 4.295
0.618 4.187
0.500 4.153
0.382 4.119
LOW 4.011
0.618 3.835
1.000 3.727
1.618 3.551
2.618 3.267
4.250 2.804
Fisher Pivots for day following 27-Mar-2009
Pivot 1 day 3 day
R1 4.153 4.366
PP 4.109 4.250
S1 4.064 4.135

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

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