NYMEX Natural Gas Future March 2010


Trading Metrics calculated at close of trading on 26-Aug-2009
Day Change Summary
Previous Current
25-Aug-2009 26-Aug-2009 Change Change % Previous Week
Open 5.477 5.391 -0.086 -1.6% 5.500
High 5.477 5.449 -0.028 -0.5% 5.540
Low 5.399 5.380 -0.019 -0.4% 5.333
Close 5.436 5.446 0.010 0.2% 5.360
Range 0.078 0.069 -0.009 -11.5% 0.207
ATR 0.131 0.127 -0.004 -3.4% 0.000
Volume 5,577 2,295 -3,282 -58.8% 13,093
Daily Pivots for day following 26-Aug-2009
Classic Woodie Camarilla DeMark
R4 5.632 5.608 5.484
R3 5.563 5.539 5.465
R2 5.494 5.494 5.459
R1 5.470 5.470 5.452 5.482
PP 5.425 5.425 5.425 5.431
S1 5.401 5.401 5.440 5.413
S2 5.356 5.356 5.433
S3 5.287 5.332 5.427
S4 5.218 5.263 5.408
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 3.0% 0.099 1.8% 68% False False 3,751
10 5.706 5.333 0.373 6.8% 0.094 1.7% 30% False False 3,239
20 6.106 5.333 0.773 14.2% 0.126 2.3% 15% False False 3,119
40 6.106 5.230 0.876 16.1% 0.133 2.5% 25% False False 2,912
60 6.410 5.230 1.180 21.7% 0.140 2.6% 18% False False 2,585
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR True
Bear Hook True
Bull Hook False
Stretch 0.012
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 5.742
2.618 5.630
1.618 5.561
1.000 5.518
0.618 5.492
HIGH 5.449
0.618 5.423
0.500 5.415
0.382 5.406
LOW 5.380
0.618 5.337
1.000 5.311
1.618 5.268
2.618 5.199
4.250 5.087
Fisher Pivots for day following 26-Aug-2009
Pivot 1 day 3 day
R1 5.436 5.440
PP 5.425 5.435
S1 5.415 5.429

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

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