NYMEX Natural Gas Future March 2010


Trading Metrics calculated at close of trading on 03-Sep-2009
Day Change Summary
Previous Current
02-Sep-2009 03-Sep-2009 Change Change % Previous Week
Open 5.083 5.000 -0.083 -1.6% 5.359
High 5.118 5.075 -0.043 -0.8% 5.499
Low 5.025 4.873 -0.152 -3.0% 5.266
Close 5.027 4.879 -0.148 -2.9% 5.288
Range 0.093 0.202 0.109 117.2% 0.233
ATR 0.127 0.133 0.005 4.2% 0.000
Volume 3,644 6,489 2,845 78.1% 20,565
Daily Pivots for day following 03-Sep-2009
Classic Woodie Camarilla DeMark
R4 5.548 5.416 4.990
R3 5.346 5.214 4.935
R2 5.144 5.144 4.916
R1 5.012 5.012 4.898 4.977
PP 4.942 4.942 4.942 4.925
S1 4.810 4.810 4.860 4.775
S2 4.740 4.740 4.842
S3 4.538 4.608 4.823
S4 4.336 4.406 4.768
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 5.405 4.873 0.532 10.9% 0.133 2.7% 1% False True 4,249
10 5.499 4.873 0.626 12.8% 0.120 2.5% 1% False True 4,230
20 5.800 4.873 0.927 19.0% 0.110 2.3% 1% False True 3,353
40 6.106 4.873 1.233 25.3% 0.135 2.8% 0% False True 3,158
60 6.410 4.873 1.537 31.5% 0.135 2.8% 0% False True 2,756
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 0.014
Widest range in 20 trading days
Fibonacci Retracements and Extensions
4.250 5.934
2.618 5.604
1.618 5.402
1.000 5.277
0.618 5.200
HIGH 5.075
0.618 4.998
0.500 4.974
0.382 4.950
LOW 4.873
0.618 4.748
1.000 4.671
1.618 4.546
2.618 4.344
4.250 4.015
Fisher Pivots for day following 03-Sep-2009
Pivot 1 day 3 day
R1 4.974 5.043
PP 4.942 4.988
S1 4.911 4.934

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

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