NYMEX Natural Gas Future March 2010


Trading Metrics calculated at close of trading on 28-Aug-2009
Day Change Summary
Previous Current
27-Aug-2009 28-Aug-2009 Change Change % Previous Week
Open 5.446 5.405 -0.041 -0.8% 5.359
High 5.446 5.405 -0.041 -0.8% 5.499
Low 5.297 5.266 -0.031 -0.6% 5.266
Close 5.407 5.288 -0.119 -2.2% 5.288
Range 0.149 0.139 -0.010 -6.7% 0.233
ATR 0.128 0.129 0.001 0.7% 0.000
Volume 3,951 2,927 -1,024 -25.9% 20,565
Daily Pivots for day following 28-Aug-2009
Classic Woodie Camarilla DeMark
R4 5.737 5.651 5.364
R3 5.598 5.512 5.326
R2 5.459 5.459 5.313
R1 5.373 5.373 5.301 5.347
PP 5.320 5.320 5.320 5.306
S1 5.234 5.234 5.275 5.208
S2 5.181 5.181 5.263
S3 5.042 5.095 5.250
S4 4.903 4.956 5.212
Weekly Pivots for week ending 28-Aug-2009
Classic Woodie Camarilla DeMark
R4 6.050 5.902 5.416
R3 5.817 5.669 5.352
R2 5.584 5.584 5.331
R1 5.436 5.436 5.309 5.394
PP 5.351 5.351 5.351 5.330
S1 5.203 5.203 5.267 5.161
S2 5.118 5.118 5.245
S3 4.885 4.970 5.224
S4 4.652 4.737 5.160
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.499 5.266 0.233 4.4% 0.115 2.2% 9% False True 4,113
10 5.540 5.266 0.274 5.2% 0.104 2.0% 8% False True 3,365
20 6.106 5.266 0.840 15.9% 0.124 2.3% 3% False True 3,199
40 6.106 5.230 0.876 16.6% 0.134 2.5% 7% False False 2,963
60 6.410 5.230 1.180 22.3% 0.136 2.6% 5% False False 2,572
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.008
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.996
2.618 5.769
1.618 5.630
1.000 5.544
0.618 5.491
HIGH 5.405
0.618 5.352
0.500 5.336
0.382 5.319
LOW 5.266
0.618 5.180
1.000 5.127
1.618 5.041
2.618 4.902
4.250 4.675
Fisher Pivots for day following 28-Aug-2009
Pivot 1 day 3 day
R1 5.336 5.358
PP 5.320 5.334
S1 5.304 5.311

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

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