NYMEX Natural Gas Future March 2010


Trading Metrics calculated at close of trading on 13-Oct-2009
Day Change Summary
Previous Current
12-Oct-2009 13-Oct-2009 Change Change % Previous Week
Open 5.920 6.120 0.200 3.4% 5.789
High 6.092 6.123 0.031 0.5% 6.072
Low 5.920 5.780 -0.140 -2.4% 5.786
Close 6.046 5.834 -0.212 -3.5% 5.888
Range 0.172 0.343 0.171 99.4% 0.286
ATR 0.199 0.210 0.010 5.2% 0.000
Volume 6,566 9,281 2,715 41.3% 41,365
Daily Pivots for day following 13-Oct-2009
Classic Woodie Camarilla DeMark
R4 6.941 6.731 6.023
R3 6.598 6.388 5.928
R2 6.255 6.255 5.897
R1 6.045 6.045 5.865 5.979
PP 5.912 5.912 5.912 5.879
S1 5.702 5.702 5.803 5.636
S2 5.569 5.569 5.771
S3 5.226 5.359 5.740
S4 4.883 5.016 5.645
Weekly Pivots for week ending 09-Oct-2009
Classic Woodie Camarilla DeMark
R4 6.773 6.617 6.045
R3 6.487 6.331 5.967
R2 6.201 6.201 5.940
R1 6.045 6.045 5.914 6.123
PP 5.915 5.915 5.915 5.955
S1 5.759 5.759 5.862 5.837
S2 5.629 5.629 5.836
S3 5.343 5.473 5.809
S4 5.057 5.187 5.731
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6.123 5.780 0.343 5.9% 0.192 3.3% 16% True True 8,526
10 6.123 5.550 0.573 9.8% 0.210 3.6% 50% True False 8,175
20 6.123 5.317 0.806 13.8% 0.207 3.6% 64% True False 6,876
40 6.123 4.733 1.390 23.8% 0.184 3.2% 79% True False 5,766
60 6.123 4.733 1.390 23.8% 0.171 2.9% 79% True False 4,798
80 6.123 4.733 1.390 23.8% 0.159 2.7% 79% True False 4,151
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.029
Widest range in 22 trading days
Fibonacci Retracements and Extensions
4.250 7.581
2.618 7.021
1.618 6.678
1.000 6.466
0.618 6.335
HIGH 6.123
0.618 5.992
0.500 5.952
0.382 5.911
LOW 5.780
0.618 5.568
1.000 5.437
1.618 5.225
2.618 4.882
4.250 4.322
Fisher Pivots for day following 13-Oct-2009
Pivot 1 day 3 day
R1 5.952 5.952
PP 5.912 5.912
S1 5.873 5.873

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

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