NYMEX Natural Gas Future October 2009


Trading Metrics calculated at close of trading on 23-Mar-2009
Day Change Summary
Previous Current
20-Mar-2009 23-Mar-2009 Change Change % Previous Week
Open 4.710 4.862 0.152 3.2% 4.480
High 4.892 4.935 0.043 0.9% 4.892
Low 4.695 4.836 0.141 3.0% 4.274
Close 4.810 4.887 0.077 1.6% 4.810
Range 0.197 0.099 -0.098 -49.7% 0.618
ATR 0.204 0.199 -0.006 -2.8% 0.000
Volume 13,547 5,732 -7,815 -57.7% 36,884
Daily Pivots for day following 23-Mar-2009
Classic Woodie Camarilla DeMark
R4 5.183 5.134 4.941
R3 5.084 5.035 4.914
R2 4.985 4.985 4.905
R1 4.936 4.936 4.896 4.961
PP 4.886 4.886 4.886 4.898
S1 4.837 4.837 4.878 4.862
S2 4.787 4.787 4.869
S3 4.688 4.738 4.860
S4 4.589 4.639 4.833
Weekly Pivots for week ending 20-Mar-2009
Classic Woodie Camarilla DeMark
R4 6.513 6.279 5.150
R3 5.895 5.661 4.980
R2 5.277 5.277 4.923
R1 5.043 5.043 4.867 5.160
PP 4.659 4.659 4.659 4.717
S1 4.425 4.425 4.753 4.542
S2 4.041 4.041 4.697
S3 3.423 3.807 4.640
S4 2.805 3.189 4.470
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.935 4.274 0.661 13.5% 0.224 4.6% 93% True False 7,613
10 4.935 4.274 0.661 13.5% 0.186 3.8% 93% True False 6,734
20 4.935 4.274 0.661 13.5% 0.191 3.9% 93% True False 6,642
40 5.499 4.274 1.225 25.1% 0.192 3.9% 50% False False 5,828
Crabel Price Patterns
NR True
NR4 True
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 0.030
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 5.356
2.618 5.194
1.618 5.095
1.000 5.034
0.618 4.996
HIGH 4.935
0.618 4.897
0.500 4.886
0.382 4.874
LOW 4.836
0.618 4.775
1.000 4.737
1.618 4.676
2.618 4.577
4.250 4.415
Fisher Pivots for day following 23-Mar-2009
Pivot 1 day 3 day
R1 4.887 4.795
PP 4.886 4.703
S1 4.886 4.612

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

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