NYMEX Natural Gas Future March 2010


Trading Metrics calculated at close of trading on 25-Aug-2009
Day Change Summary
Previous Current
24-Aug-2009 25-Aug-2009 Change Change % Previous Week
Open 5.359 5.477 0.118 2.2% 5.500
High 5.499 5.477 -0.022 -0.4% 5.540
Low 5.359 5.399 0.040 0.7% 5.333
Close 5.473 5.436 -0.037 -0.7% 5.360
Range 0.140 0.078 -0.062 -44.3% 0.207
ATR 0.135 0.131 -0.004 -3.0% 0.000
Volume 5,815 5,577 -238 -4.1% 13,093
Daily Pivots for day following 25-Aug-2009
Classic Woodie Camarilla DeMark
R4 5.671 5.632 5.479
R3 5.593 5.554 5.457
R2 5.515 5.515 5.450
R1 5.476 5.476 5.443 5.457
PP 5.437 5.437 5.437 5.428
S1 5.398 5.398 5.429 5.379
S2 5.359 5.359 5.422
S3 5.281 5.320 5.415
S4 5.203 5.242 5.393
Weekly Pivots for week ending 21-Aug-2009
Classic Woodie Camarilla DeMark
R4 6.032 5.903 5.474
R3 5.825 5.696 5.417
R2 5.618 5.618 5.398
R1 5.489 5.489 5.379 5.450
PP 5.411 5.411 5.411 5.392
S1 5.282 5.282 5.341 5.243
S2 5.204 5.204 5.322
S3 4.997 5.075 5.303
S4 4.790 4.868 5.246
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.499 5.333 0.166 3.1% 0.098 1.8% 62% False False 3,823
10 5.706 5.333 0.373 6.9% 0.098 1.8% 28% False False 3,234
20 6.106 5.333 0.773 14.2% 0.131 2.4% 13% False False 3,127
40 6.106 5.230 0.876 16.1% 0.134 2.5% 24% False False 2,881
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.011
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 5.809
2.618 5.681
1.618 5.603
1.000 5.555
0.618 5.525
HIGH 5.477
0.618 5.447
0.500 5.438
0.382 5.429
LOW 5.399
0.618 5.351
1.000 5.321
1.618 5.273
2.618 5.195
4.250 5.068
Fisher Pivots for day following 25-Aug-2009
Pivot 1 day 3 day
R1 5.438 5.429
PP 5.437 5.423
S1 5.437 5.416

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

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