NYMEX Natural Gas Future March 2010


Trading Metrics calculated at close of trading on 27-Aug-2009
Day Change Summary
Previous Current
26-Aug-2009 27-Aug-2009 Change Change % Previous Week
Open 5.391 5.446 0.055 1.0% 5.500
High 5.449 5.446 -0.003 -0.1% 5.540
Low 5.380 5.297 -0.083 -1.5% 5.333
Close 5.446 5.407 -0.039 -0.7% 5.360
Range 0.069 0.149 0.080 115.9% 0.207
ATR 0.127 0.128 0.002 1.3% 0.000
Volume 2,295 3,951 1,656 72.2% 13,093
Daily Pivots for day following 27-Aug-2009
Classic Woodie Camarilla DeMark
R4 5.830 5.768 5.489
R3 5.681 5.619 5.448
R2 5.532 5.532 5.434
R1 5.470 5.470 5.421 5.427
PP 5.383 5.383 5.383 5.362
S1 5.321 5.321 5.393 5.278
S2 5.234 5.234 5.380
S3 5.085 5.172 5.366
S4 4.936 5.023 5.325
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 5.297 0.202 3.7% 0.108 2.0% 54% False True 4,211
10 5.644 5.297 0.347 6.4% 0.097 1.8% 32% False True 3,455
20 6.106 5.297 0.809 15.0% 0.122 2.3% 14% False True 3,207
40 6.106 5.230 0.876 16.2% 0.134 2.5% 20% False False 2,950
60 6.410 5.230 1.180 21.8% 0.138 2.5% 15% False False 2,592
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.008
Widest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 6.079
2.618 5.836
1.618 5.687
1.000 5.595
0.618 5.538
HIGH 5.446
0.618 5.389
0.500 5.372
0.382 5.354
LOW 5.297
0.618 5.205
1.000 5.148
1.618 5.056
2.618 4.907
4.250 4.664
Fisher Pivots for day following 27-Aug-2009
Pivot 1 day 3 day
R1 5.395 5.400
PP 5.383 5.394
S1 5.372 5.387

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

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