NYMEX Natural Gas Future October 2009


Trading Metrics calculated at close of trading on 03-Mar-2009
Day Change Summary
Previous Current
02-Mar-2009 03-Mar-2009 Change Change % Previous Week
Open 4.770 4.752 -0.018 -0.4% 4.700
High 4.885 4.865 -0.020 -0.4% 4.861
Low 4.630 4.728 0.098 2.1% 4.513
Close 4.718 4.820 0.102 2.2% 4.765
Range 0.255 0.137 -0.118 -46.3% 0.348
ATR 0.207 0.203 -0.004 -2.1% 0.000
Volume 8,444 4,529 -3,915 -46.4% 23,860
Daily Pivots for day following 03-Mar-2009
Classic Woodie Camarilla DeMark
R4 5.215 5.155 4.895
R3 5.078 5.018 4.858
R2 4.941 4.941 4.845
R1 4.881 4.881 4.833 4.911
PP 4.804 4.804 4.804 4.820
S1 4.744 4.744 4.807 4.774
S2 4.667 4.667 4.795
S3 4.530 4.607 4.782
S4 4.393 4.470 4.745
Weekly Pivots for week ending 27-Feb-2009
Classic Woodie Camarilla DeMark
R4 5.757 5.609 4.956
R3 5.409 5.261 4.861
R2 5.061 5.061 4.829
R1 4.913 4.913 4.797 4.987
PP 4.713 4.713 4.713 4.750
S1 4.565 4.565 4.733 4.639
S2 4.365 4.365 4.701
S3 4.017 4.217 4.669
S4 3.669 3.869 4.574
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.885 4.513 0.372 7.7% 0.200 4.1% 83% False False 5,712
10 4.885 4.513 0.372 7.7% 0.170 3.5% 83% False False 5,548
20 5.499 4.513 0.986 20.5% 0.191 4.0% 31% False False 5,424
40 6.784 4.513 2.271 47.1% 0.202 4.2% 14% False False 4,548
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.038
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 5.447
2.618 5.224
1.618 5.087
1.000 5.002
0.618 4.950
HIGH 4.865
0.618 4.813
0.500 4.797
0.382 4.780
LOW 4.728
0.618 4.643
1.000 4.591
1.618 4.506
2.618 4.369
4.250 4.146
Fisher Pivots for day following 03-Mar-2009
Pivot 1 day 3 day
R1 4.812 4.780
PP 4.804 4.739
S1 4.797 4.699

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

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