NYMEX Natural Gas Future August 2009


Trading Metrics calculated at close of trading on 17-Mar-2009
Day Change Summary
Previous Current
16-Mar-2009 17-Mar-2009 Change Change % Previous Week
Open 4.250 4.252 0.002 0.0% 4.335
High 4.351 4.265 -0.086 -2.0% 4.445
Low 4.195 4.175 -0.020 -0.5% 4.196
Close 4.267 4.223 -0.044 -1.0% 4.350
Range 0.156 0.090 -0.066 -42.3% 0.249
ATR 0.183 0.176 -0.006 -3.6% 0.000
Volume 1,710 2,001 291 17.0% 17,361
Daily Pivots for day following 17-Mar-2009
Classic Woodie Camarilla DeMark
R4 4.491 4.447 4.273
R3 4.401 4.357 4.248
R2 4.311 4.311 4.240
R1 4.267 4.267 4.231 4.244
PP 4.221 4.221 4.221 4.210
S1 4.177 4.177 4.215 4.154
S2 4.131 4.131 4.207
S3 4.041 4.087 4.198
S4 3.951 3.997 4.174
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 4.175 0.270 6.4% 0.142 3.4% 18% False True 3,393
10 4.763 4.175 0.588 13.9% 0.158 3.7% 8% False True 2,994
20 4.763 4.175 0.588 13.9% 0.165 3.9% 8% False True 2,383
40 5.350 4.175 1.175 27.8% 0.185 4.4% 4% False True 1,857
60 6.619 4.175 2.444 57.9% 0.195 4.6% 2% False True 1,532
80 7.211 4.175 3.036 71.9% 0.189 4.5% 2% False True 1,363
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 17 trading days
Fibonacci Retracements and Extensions
4.250 4.648
2.618 4.501
1.618 4.411
1.000 4.355
0.618 4.321
HIGH 4.265
0.618 4.231
0.500 4.220
0.382 4.209
LOW 4.175
0.618 4.119
1.000 4.085
1.618 4.029
2.618 3.939
4.250 3.793
Fisher Pivots for day following 17-Mar-2009
Pivot 1 day 3 day
R1 4.222 4.303
PP 4.221 4.276
S1 4.220 4.250

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

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