NYMEX Natural Gas Future October 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 4.955 4.965 0.010 0.2% 4.480
High 4.960 4.965 0.005 0.1% 4.892
Low 4.849 4.520 -0.329 -6.8% 4.274
Close 4.934 4.577 -0.357 -7.2% 4.810
Range 0.111 0.445 0.334 300.9% 0.618
ATR 0.190 0.208 0.018 9.6% 0.000
Volume 5,537 7,385 1,848 33.4% 36,884
Daily Pivots for day following 26-Mar-2009
Classic Woodie Camarilla DeMark
R4 6.022 5.745 4.822
R3 5.577 5.300 4.699
R2 5.132 5.132 4.659
R1 4.855 4.855 4.618 4.771
PP 4.687 4.687 4.687 4.646
S1 4.410 4.410 4.536 4.326
S2 4.242 4.242 4.495
S3 3.797 3.965 4.455
S4 3.352 3.520 4.332
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 4.978 4.520 0.458 10.0% 0.203 4.4% 12% False True 7,463
10 4.978 4.274 0.704 15.4% 0.212 4.6% 43% False False 6,790
20 4.978 4.274 0.704 15.4% 0.204 4.5% 43% False False 6,865
40 5.499 4.274 1.225 26.8% 0.198 4.3% 25% False False 5,973
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.023
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 6.856
2.618 6.130
1.618 5.685
1.000 5.410
0.618 5.240
HIGH 4.965
0.618 4.795
0.500 4.743
0.382 4.690
LOW 4.520
0.618 4.245
1.000 4.075
1.618 3.800
2.618 3.355
4.250 2.629
Fisher Pivots for day following 26-Mar-2009
Pivot 1 day 3 day
R1 4.743 4.749
PP 4.687 4.692
S1 4.632 4.634

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

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