NYMEX Natural Gas Future December 2009


Trading Metrics calculated at close of trading on 17-Mar-2009
Day Change Summary
Previous Current
16-Mar-2009 17-Mar-2009 Change Change % Previous Week
Open 5.490 5.434 -0.056 -1.0% 5.530
High 5.547 5.468 -0.079 -1.4% 5.594
Low 5.410 5.386 -0.024 -0.4% 5.390
Close 5.466 5.417 -0.049 -0.9% 5.521
Range 0.137 0.082 -0.055 -40.1% 0.204
ATR 0.154 0.149 -0.005 -3.3% 0.000
Volume 995 955 -40 -4.0% 7,747
Daily Pivots for day following 17-Mar-2009
Classic Woodie Camarilla DeMark
R4 5.670 5.625 5.462
R3 5.588 5.543 5.440
R2 5.506 5.506 5.432
R1 5.461 5.461 5.425 5.443
PP 5.424 5.424 5.424 5.414
S1 5.379 5.379 5.409 5.361
S2 5.342 5.342 5.402
S3 5.260 5.297 5.394
S4 5.178 5.215 5.372
Weekly Pivots for week ending 13-Mar-2009
Classic Woodie Camarilla DeMark
R4 6.114 6.021 5.633
R3 5.910 5.817 5.577
R2 5.706 5.706 5.558
R1 5.613 5.613 5.540 5.558
PP 5.502 5.502 5.502 5.474
S1 5.409 5.409 5.502 5.354
S2 5.298 5.298 5.484
S3 5.094 5.205 5.465
S4 4.890 5.001 5.409
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.594 5.386 0.208 3.8% 0.118 2.2% 15% False True 1,519
10 5.903 5.386 0.517 9.5% 0.135 2.5% 6% False True 1,842
20 5.950 5.386 0.564 10.4% 0.140 2.6% 5% False True 1,748
40 6.560 5.386 1.174 21.7% 0.151 2.8% 3% False True 1,628
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 0.025
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 5.817
2.618 5.683
1.618 5.601
1.000 5.550
0.618 5.519
HIGH 5.468
0.618 5.437
0.500 5.427
0.382 5.417
LOW 5.386
0.618 5.335
1.000 5.304
1.618 5.253
2.618 5.171
4.250 5.038
Fisher Pivots for day following 17-Mar-2009
Pivot 1 day 3 day
R1 5.427 5.490
PP 5.424 5.466
S1 5.420 5.441

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

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