NYMEX Natural Gas Future August 2009


Trading Metrics calculated at close of trading on 20-Mar-2009
Day Change Summary
Previous Current
19-Mar-2009 20-Mar-2009 Change Change % Previous Week
Open 4.104 4.583 0.479 11.7% 4.250
High 4.674 4.728 0.054 1.2% 4.728
Low 4.100 4.521 0.421 10.3% 4.099
Close 4.572 4.647 0.075 1.6% 4.647
Range 0.574 0.207 -0.367 -63.9% 0.629
ATR 0.204 0.204 0.000 0.1% 0.000
Volume 1,864 3,250 1,386 74.4% 10,593
Daily Pivots for day following 20-Mar-2009
Classic Woodie Camarilla DeMark
R4 5.253 5.157 4.761
R3 5.046 4.950 4.704
R2 4.839 4.839 4.685
R1 4.743 4.743 4.666 4.791
PP 4.632 4.632 4.632 4.656
S1 4.536 4.536 4.628 4.584
S2 4.425 4.425 4.609
S3 4.218 4.329 4.590
S4 4.011 4.122 4.533
Weekly Pivots for week ending 20-Mar-2009
Classic Woodie Camarilla DeMark
R4 6.378 6.142 4.993
R3 5.749 5.513 4.820
R2 5.120 5.120 4.762
R1 4.884 4.884 4.705 5.002
PP 4.491 4.491 4.491 4.551
S1 4.255 4.255 4.589 4.373
S2 3.862 3.862 4.532
S3 3.233 3.626 4.474
S4 2.604 2.997 4.301
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.728 4.099 0.629 13.5% 0.237 5.1% 87% True False 2,118
10 4.728 4.099 0.629 13.5% 0.191 4.1% 87% True False 2,795
20 4.763 4.099 0.664 14.3% 0.191 4.1% 83% False False 2,474
40 5.350 4.099 1.251 26.9% 0.194 4.2% 44% False False 1,978
60 6.619 4.099 2.520 54.2% 0.202 4.3% 22% False False 1,603
80 7.153 4.099 3.054 65.7% 0.194 4.2% 18% False False 1,406
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.033
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.608
2.618 5.270
1.618 5.063
1.000 4.935
0.618 4.856
HIGH 4.728
0.618 4.649
0.500 4.625
0.382 4.600
LOW 4.521
0.618 4.393
1.000 4.314
1.618 4.186
2.618 3.979
4.250 3.641
Fisher Pivots for day following 20-Mar-2009
Pivot 1 day 3 day
R1 4.640 4.569
PP 4.632 4.491
S1 4.625 4.414

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

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