NYMEX Natural Gas Future August 2009


Trading Metrics calculated at close of trading on 16-Mar-2009
Day Change Summary
Previous Current
13-Mar-2009 16-Mar-2009 Change Change % Previous Week
Open 4.399 4.250 -0.149 -3.4% 4.335
High 4.430 4.351 -0.079 -1.8% 4.445
Low 4.317 4.195 -0.122 -2.8% 4.196
Close 4.350 4.267 -0.083 -1.9% 4.350
Range 0.113 0.156 0.043 38.1% 0.249
ATR 0.185 0.183 -0.002 -1.1% 0.000
Volume 3,011 1,710 -1,301 -43.2% 17,361
Daily Pivots for day following 16-Mar-2009
Classic Woodie Camarilla DeMark
R4 4.739 4.659 4.353
R3 4.583 4.503 4.310
R2 4.427 4.427 4.296
R1 4.347 4.347 4.281 4.387
PP 4.271 4.271 4.271 4.291
S1 4.191 4.191 4.253 4.231
S2 4.115 4.115 4.238
S3 3.959 4.035 4.224
S4 3.803 3.879 4.181
Weekly Pivots for week ending 13-Mar-2009
Classic Woodie Camarilla DeMark
R4 5.077 4.963 4.487
R3 4.828 4.714 4.418
R2 4.579 4.579 4.396
R1 4.465 4.465 4.373 4.522
PP 4.330 4.330 4.330 4.359
S1 4.216 4.216 4.327 4.273
S2 4.081 4.081 4.304
S3 3.832 3.967 4.282
S4 3.583 3.718 4.213
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.445 4.195 0.250 5.9% 0.150 3.5% 29% False True 3,340
10 4.763 4.195 0.568 13.3% 0.161 3.8% 13% False True 2,966
20 4.850 4.195 0.655 15.4% 0.172 4.0% 11% False True 2,314
40 5.420 4.195 1.225 28.7% 0.186 4.4% 6% False True 1,826
60 6.619 4.195 2.424 56.8% 0.196 4.6% 3% False True 1,507
80 7.211 4.195 3.016 70.7% 0.189 4.4% 2% False True 1,348
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.041
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.014
2.618 4.759
1.618 4.603
1.000 4.507
0.618 4.447
HIGH 4.351
0.618 4.291
0.500 4.273
0.382 4.255
LOW 4.195
0.618 4.099
1.000 4.039
1.618 3.943
2.618 3.787
4.250 3.532
Fisher Pivots for day following 16-Mar-2009
Pivot 1 day 3 day
R1 4.273 4.320
PP 4.271 4.302
S1 4.269 4.285

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

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