NYMEX Natural Gas Future August 2009


Trading Metrics calculated at close of trading on 26-Mar-2009
Day Change Summary
Previous Current
25-Mar-2009 26-Mar-2009 Change Change % Previous Week
Open 4.788 4.805 0.017 0.4% 4.250
High 4.820 4.805 -0.015 -0.3% 4.728
Low 4.676 4.349 -0.327 -7.0% 4.099
Close 4.765 4.405 -0.360 -7.6% 4.647
Range 0.144 0.456 0.312 216.7% 0.629
ATR 0.192 0.211 0.019 9.8% 0.000
Volume 2,198 2,054 -144 -6.6% 10,593
Daily Pivots for day following 26-Mar-2009
Classic Woodie Camarilla DeMark
R4 5.888 5.602 4.656
R3 5.432 5.146 4.530
R2 4.976 4.976 4.489
R1 4.690 4.690 4.447 4.605
PP 4.520 4.520 4.520 4.477
S1 4.234 4.234 4.363 4.149
S2 4.064 4.064 4.321
S3 3.608 3.778 4.280
S4 3.152 3.322 4.154
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 4.820 4.349 0.471 10.7% 0.214 4.9% 12% False True 2,738
10 4.820 4.099 0.721 16.4% 0.216 4.9% 42% False False 2,404
20 4.820 4.099 0.721 16.4% 0.204 4.6% 42% False False 2,728
40 5.350 4.099 1.251 28.4% 0.199 4.5% 24% False False 2,145
60 6.619 4.099 2.520 57.2% 0.203 4.6% 12% False False 1,746
80 6.987 4.099 2.888 65.6% 0.196 4.4% 11% False False 1,497
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.032
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 6.743
2.618 5.999
1.618 5.543
1.000 5.261
0.618 5.087
HIGH 4.805
0.618 4.631
0.500 4.577
0.382 4.523
LOW 4.349
0.618 4.067
1.000 3.893
1.618 3.611
2.618 3.155
4.250 2.411
Fisher Pivots for day following 26-Mar-2009
Pivot 1 day 3 day
R1 4.577 4.585
PP 4.520 4.525
S1 4.462 4.465

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

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