NYMEX Natural Gas Future March 2010


Trading Metrics calculated at close of trading on 02-Sep-2009
Day Change Summary
Previous Current
01-Sep-2009 02-Sep-2009 Change Change % Previous Week
Open 5.190 5.083 -0.107 -2.1% 5.359
High 5.212 5.118 -0.094 -1.8% 5.499
Low 5.061 5.025 -0.036 -0.7% 5.266
Close 5.065 5.027 -0.038 -0.8% 5.288
Range 0.151 0.093 -0.058 -38.4% 0.233
ATR 0.130 0.127 -0.003 -2.0% 0.000
Volume 4,032 3,644 -388 -9.6% 20,565
Daily Pivots for day following 02-Sep-2009
Classic Woodie Camarilla DeMark
R4 5.336 5.274 5.078
R3 5.243 5.181 5.053
R2 5.150 5.150 5.044
R1 5.088 5.088 5.036 5.073
PP 5.057 5.057 5.057 5.049
S1 4.995 4.995 5.018 4.980
S2 4.964 4.964 5.010
S3 4.871 4.902 5.001
S4 4.778 4.809 4.976
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 5.446 5.025 0.421 8.4% 0.122 2.4% 0% False True 3,741
10 5.499 5.025 0.474 9.4% 0.111 2.2% 0% False True 3,746
20 5.948 5.025 0.923 18.4% 0.112 2.2% 0% False True 3,208
40 6.106 5.025 1.081 21.5% 0.133 2.6% 0% False True 3,044
60 6.410 5.025 1.385 27.6% 0.135 2.7% 0% False True 2,680
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 0.007
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.513
2.618 5.361
1.618 5.268
1.000 5.211
0.618 5.175
HIGH 5.118
0.618 5.082
0.500 5.072
0.382 5.061
LOW 5.025
0.618 4.968
1.000 4.932
1.618 4.875
2.618 4.782
4.250 4.630
Fisher Pivots for day following 02-Sep-2009
Pivot 1 day 3 day
R1 5.072 5.138
PP 5.057 5.101
S1 5.042 5.064

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

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