NYMEX Natural Gas Future December 2009


Trading Metrics calculated at close of trading on 10-Mar-2009
Day Change Summary
Previous Current
09-Mar-2009 10-Mar-2009 Change Change % Previous Week
Open 5.530 5.493 -0.037 -0.7% 5.820
High 5.542 5.541 -0.001 0.0% 5.950
Low 5.440 5.432 -0.008 -0.1% 5.516
Close 5.493 5.461 -0.032 -0.6% 5.545
Range 0.102 0.109 0.007 6.9% 0.434
ATR 0.167 0.163 -0.004 -2.5% 0.000
Volume 1,046 1,054 8 0.8% 10,751
Daily Pivots for day following 10-Mar-2009
Classic Woodie Camarilla DeMark
R4 5.805 5.742 5.521
R3 5.696 5.633 5.491
R2 5.587 5.587 5.481
R1 5.524 5.524 5.471 5.501
PP 5.478 5.478 5.478 5.467
S1 5.415 5.415 5.451 5.392
S2 5.369 5.369 5.441
S3 5.260 5.306 5.431
S4 5.151 5.197 5.401
Weekly Pivots for week ending 06-Mar-2009
Classic Woodie Camarilla DeMark
R4 6.972 6.693 5.784
R3 6.538 6.259 5.664
R2 6.104 6.104 5.625
R1 5.825 5.825 5.585 5.748
PP 5.670 5.670 5.670 5.632
S1 5.391 5.391 5.505 5.314
S2 5.236 5.236 5.465
S3 4.802 4.957 5.426
S4 4.368 4.523 5.306
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.903 5.432 0.471 8.6% 0.151 2.8% 6% False True 2,164
10 5.950 5.432 0.518 9.5% 0.163 3.0% 6% False True 1,696
20 6.550 5.432 1.118 20.5% 0.157 2.9% 3% False True 1,733
40 7.143 5.432 1.711 31.3% 0.159 2.9% 2% False True 1,523
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.038
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6.004
2.618 5.826
1.618 5.717
1.000 5.650
0.618 5.608
HIGH 5.541
0.618 5.499
0.500 5.487
0.382 5.474
LOW 5.432
0.618 5.365
1.000 5.323
1.618 5.256
2.618 5.147
4.250 4.969
Fisher Pivots for day following 10-Mar-2009
Pivot 1 day 3 day
R1 5.487 5.541
PP 5.478 5.514
S1 5.470 5.488

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

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