NYMEX Natural Gas Future March 2010


Trading Metrics calculated at close of trading on 14-Aug-2009
Day Change Summary
Previous Current
13-Aug-2009 14-Aug-2009 Change Change % Previous Week
Open 5.670 5.644 -0.026 -0.5% 5.709
High 5.706 5.644 -0.062 -1.1% 5.751
Low 5.587 5.567 -0.020 -0.4% 5.567
Close 5.602 5.581 -0.021 -0.4% 5.581
Range 0.119 0.077 -0.042 -35.3% 0.184
ATR 0.156 0.151 -0.006 -3.6% 0.000
Volume 1,791 3,819 2,028 113.2% 10,716
Daily Pivots for day following 14-Aug-2009
Classic Woodie Camarilla DeMark
R4 5.828 5.782 5.623
R3 5.751 5.705 5.602
R2 5.674 5.674 5.595
R1 5.628 5.628 5.588 5.613
PP 5.597 5.597 5.597 5.590
S1 5.551 5.551 5.574 5.536
S2 5.520 5.520 5.567
S3 5.443 5.474 5.560
S4 5.366 5.397 5.539
Weekly Pivots for week ending 14-Aug-2009
Classic Woodie Camarilla DeMark
R4 6.185 6.067 5.682
R3 6.001 5.883 5.632
R2 5.817 5.817 5.615
R1 5.699 5.699 5.598 5.666
PP 5.633 5.633 5.633 5.617
S1 5.515 5.515 5.564 5.482
S2 5.449 5.449 5.547
S3 5.265 5.331 5.530
S4 5.081 5.147 5.480
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.751 5.567 0.184 3.3% 0.103 1.8% 8% False True 2,143
10 6.106 5.567 0.539 9.7% 0.144 2.6% 3% False True 3,034
20 6.106 5.372 0.734 13.2% 0.147 2.6% 28% False False 2,975
40 6.106 5.230 0.876 15.7% 0.136 2.4% 40% False False 2,506
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.015
Narrowest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 5.971
2.618 5.846
1.618 5.769
1.000 5.721
0.618 5.692
HIGH 5.644
0.618 5.615
0.500 5.606
0.382 5.596
LOW 5.567
0.618 5.519
1.000 5.490
1.618 5.442
2.618 5.365
4.250 5.240
Fisher Pivots for day following 14-Aug-2009
Pivot 1 day 3 day
R1 5.606 5.637
PP 5.597 5.618
S1 5.589 5.600

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

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