NYMEX Natural Gas Future August 2009


Trading Metrics calculated at close of trading on 12-Mar-2009
Day Change Summary
Previous Current
11-Mar-2009 12-Mar-2009 Change Change % Previous Week
Open 4.293 4.245 -0.048 -1.1% 4.642
High 4.320 4.445 0.125 2.9% 4.763
Low 4.216 4.196 -0.020 -0.5% 4.350
Close 4.216 4.415 0.199 4.7% 4.377
Range 0.104 0.249 0.145 139.4% 0.413
ATR 0.186 0.191 0.004 2.4% 0.000
Volume 6,492 3,753 -2,739 -42.2% 14,361
Daily Pivots for day following 12-Mar-2009
Classic Woodie Camarilla DeMark
R4 5.099 5.006 4.552
R3 4.850 4.757 4.483
R2 4.601 4.601 4.461
R1 4.508 4.508 4.438 4.555
PP 4.352 4.352 4.352 4.375
S1 4.259 4.259 4.392 4.306
S2 4.103 4.103 4.369
S3 3.854 4.010 4.347
S4 3.605 3.761 4.278
Weekly Pivots for week ending 06-Mar-2009
Classic Woodie Camarilla DeMark
R4 5.736 5.469 4.604
R3 5.323 5.056 4.491
R2 4.910 4.910 4.453
R1 4.643 4.643 4.415 4.570
PP 4.497 4.497 4.497 4.460
S1 4.230 4.230 4.339 4.157
S2 4.084 4.084 4.301
S3 3.671 3.817 4.263
S4 3.258 3.404 4.150
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.516 4.196 0.320 7.2% 0.155 3.5% 68% False True 3,424
10 4.763 4.196 0.567 12.8% 0.193 4.4% 39% False True 3,051
20 5.102 4.196 0.906 20.5% 0.176 4.0% 24% False True 2,253
40 5.648 4.196 1.452 32.9% 0.190 4.3% 15% False True 1,781
60 6.619 4.196 2.423 54.9% 0.195 4.4% 9% False True 1,445
80 7.211 4.196 3.015 68.3% 0.191 4.3% 7% False True 1,306
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.049
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 5.503
2.618 5.097
1.618 4.848
1.000 4.694
0.618 4.599
HIGH 4.445
0.618 4.350
0.500 4.321
0.382 4.291
LOW 4.196
0.618 4.042
1.000 3.947
1.618 3.793
2.618 3.544
4.250 3.138
Fisher Pivots for day following 12-Mar-2009
Pivot 1 day 3 day
R1 4.384 4.384
PP 4.352 4.352
S1 4.321 4.321

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

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