NYMEX Natural Gas Future August 2009


Trading Metrics calculated at close of trading on 04-Mar-2009
Day Change Summary
Previous Current
03-Mar-2009 04-Mar-2009 Change Change % Previous Week
Open 4.673 4.670 -0.003 -0.1% 4.551
High 4.717 4.756 0.039 0.8% 4.717
Low 4.592 4.560 -0.032 -0.7% 4.370
Close 4.682 4.754 0.072 1.5% 4.626
Range 0.125 0.196 0.071 56.8% 0.347
ATR 0.201 0.200 0.000 -0.2% 0.000
Volume 1,719 2,938 1,219 70.9% 7,168
Daily Pivots for day following 04-Mar-2009
Classic Woodie Camarilla DeMark
R4 5.278 5.212 4.862
R3 5.082 5.016 4.808
R2 4.886 4.886 4.790
R1 4.820 4.820 4.772 4.853
PP 4.690 4.690 4.690 4.707
S1 4.624 4.624 4.736 4.657
S2 4.494 4.494 4.718
S3 4.298 4.428 4.700
S4 4.102 4.232 4.646
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 4.756 4.370 0.386 8.1% 0.202 4.2% 99% True False 2,391
10 4.756 4.370 0.386 8.1% 0.180 3.8% 99% True False 1,919
20 5.350 4.370 0.980 20.6% 0.190 4.0% 39% False False 1,761
40 6.619 4.370 2.249 47.3% 0.202 4.2% 17% False False 1,401
60 6.619 4.370 2.249 47.3% 0.194 4.1% 17% False False 1,217
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.048
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.589
2.618 5.269
1.618 5.073
1.000 4.952
0.618 4.877
HIGH 4.756
0.618 4.681
0.500 4.658
0.382 4.635
LOW 4.560
0.618 4.439
1.000 4.364
1.618 4.243
2.618 4.047
4.250 3.727
Fisher Pivots for day following 04-Mar-2009
Pivot 1 day 3 day
R1 4.722 4.711
PP 4.690 4.667
S1 4.658 4.624

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

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