NYMEX Natural Gas Future August 2009


Trading Metrics calculated at close of trading on 02-Mar-2009
Day Change Summary
Previous Current
27-Feb-2009 02-Mar-2009 Change Change % Previous Week
Open 4.450 4.642 0.192 4.3% 4.551
High 4.717 4.733 0.016 0.3% 4.717
Low 4.370 4.492 0.122 2.8% 4.370
Close 4.626 4.577 -0.049 -1.1% 4.626
Range 0.347 0.241 -0.106 -30.5% 0.347
ATR 0.203 0.205 0.003 1.3% 0.000
Volume 1,801 3,772 1,971 109.4% 7,168
Daily Pivots for day following 02-Mar-2009
Classic Woodie Camarilla DeMark
R4 5.324 5.191 4.710
R3 5.083 4.950 4.643
R2 4.842 4.842 4.621
R1 4.709 4.709 4.599 4.655
PP 4.601 4.601 4.601 4.574
S1 4.468 4.468 4.555 4.414
S2 4.360 4.360 4.533
S3 4.119 4.227 4.511
S4 3.878 3.986 4.444
Weekly Pivots for week ending 27-Feb-2009
Classic Woodie Camarilla DeMark
R4 5.612 5.466 4.817
R3 5.265 5.119 4.721
R2 4.918 4.918 4.690
R1 4.772 4.772 4.658 4.845
PP 4.571 4.571 4.571 4.608
S1 4.425 4.425 4.594 4.498
S2 4.224 4.224 4.562
S3 3.877 4.078 4.531
S4 3.530 3.731 4.435
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.733 4.370 0.363 7.9% 0.210 4.6% 57% True False 2,002
10 4.850 4.370 0.480 10.5% 0.183 4.0% 43% False False 1,663
20 5.350 4.370 0.980 21.4% 0.201 4.4% 21% False False 1,683
40 6.619 4.370 2.249 49.1% 0.210 4.6% 9% False False 1,316
60 6.837 4.370 2.467 53.9% 0.195 4.3% 8% False False 1,172
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 0.038
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.757
2.618 5.364
1.618 5.123
1.000 4.974
0.618 4.882
HIGH 4.733
0.618 4.641
0.500 4.613
0.382 4.584
LOW 4.492
0.618 4.343
1.000 4.251
1.618 4.102
2.618 3.861
4.250 3.468
Fisher Pivots for day following 02-Mar-2009
Pivot 1 day 3 day
R1 4.613 4.569
PP 4.601 4.560
S1 4.589 4.552

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

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