NYMEX Natural Gas Future October 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 4.560 4.480 -0.080 -1.8% 4.499
High 4.593 4.526 -0.067 -1.5% 4.593
Low 4.477 4.362 -0.115 -2.6% 4.349
Close 4.511 4.438 -0.073 -1.6% 4.511
Range 0.116 0.164 0.048 41.4% 0.244
ATR 0.186 0.184 -0.002 -0.8% 0.000
Volume 7,253 4,548 -2,705 -37.3% 31,858
Daily Pivots for day following 16-Mar-2009
Classic Woodie Camarilla DeMark
R4 4.934 4.850 4.528
R3 4.770 4.686 4.483
R2 4.606 4.606 4.468
R1 4.522 4.522 4.453 4.482
PP 4.442 4.442 4.442 4.422
S1 4.358 4.358 4.423 4.318
S2 4.278 4.278 4.408
S3 4.114 4.194 4.393
S4 3.950 4.030 4.348
Weekly Pivots for week ending 13-Mar-2009
Classic Woodie Camarilla DeMark
R4 5.216 5.108 4.645
R3 4.972 4.864 4.578
R2 4.728 4.728 4.556
R1 4.620 4.620 4.533 4.674
PP 4.484 4.484 4.484 4.512
S1 4.376 4.376 4.489 4.430
S2 4.240 4.240 4.466
S3 3.996 4.132 4.444
S4 3.752 3.888 4.377
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.593 4.349 0.244 5.5% 0.149 3.4% 36% False False 5,856
10 4.915 4.349 0.566 12.8% 0.164 3.7% 16% False False 6,709
20 4.945 4.349 0.596 13.4% 0.170 3.8% 15% False False 6,024
40 5.608 4.349 1.259 28.4% 0.186 4.2% 7% False False 5,318
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 0.040
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.223
2.618 4.955
1.618 4.791
1.000 4.690
0.618 4.627
HIGH 4.526
0.618 4.463
0.500 4.444
0.382 4.425
LOW 4.362
0.618 4.261
1.000 4.198
1.618 4.097
2.618 3.933
4.250 3.665
Fisher Pivots for day following 16-Mar-2009
Pivot 1 day 3 day
R1 4.444 4.471
PP 4.442 4.460
S1 4.440 4.449

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

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