NYMEX Natural Gas Future August 2009


Trading Metrics calculated at close of trading on 03-Mar-2009
Day Change Summary
Previous Current
02-Mar-2009 03-Mar-2009 Change Change % Previous Week
Open 4.642 4.673 0.031 0.7% 4.551
High 4.733 4.717 -0.016 -0.3% 4.717
Low 4.492 4.592 0.100 2.2% 4.370
Close 4.577 4.682 0.105 2.3% 4.626
Range 0.241 0.125 -0.116 -48.1% 0.347
ATR 0.205 0.201 -0.005 -2.3% 0.000
Volume 3,772 1,719 -2,053 -54.4% 7,168
Daily Pivots for day following 03-Mar-2009
Classic Woodie Camarilla DeMark
R4 5.039 4.985 4.751
R3 4.914 4.860 4.716
R2 4.789 4.789 4.705
R1 4.735 4.735 4.693 4.762
PP 4.664 4.664 4.664 4.677
S1 4.610 4.610 4.671 4.637
S2 4.539 4.539 4.659
S3 4.414 4.485 4.648
S4 4.289 4.360 4.613
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 7.8% 0.198 4.2% 86% False False 2,132
10 4.733 4.370 0.363 7.8% 0.172 3.7% 86% False False 1,771
20 5.350 4.370 0.980 20.9% 0.191 4.1% 32% False False 1,699
40 6.619 4.370 2.249 48.0% 0.202 4.3% 14% False False 1,343
60 6.760 4.370 2.390 51.0% 0.196 4.2% 13% False False 1,189
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.042
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 5.248
2.618 5.044
1.618 4.919
1.000 4.842
0.618 4.794
HIGH 4.717
0.618 4.669
0.500 4.655
0.382 4.640
LOW 4.592
0.618 4.515
1.000 4.467
1.618 4.390
2.618 4.265
4.250 4.061
Fisher Pivots for day following 03-Mar-2009
Pivot 1 day 3 day
R1 4.673 4.639
PP 4.664 4.595
S1 4.655 4.552

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

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