NYMEX Natural Gas Future March 2010


Trading Metrics calculated at close of trading on 09-Sep-2009
Day Change Summary
Previous Current
08-Sep-2009 09-Sep-2009 Change Change % Previous Week
Open 4.850 5.005 0.155 3.2% 5.250
High 5.023 5.086 0.063 1.3% 5.250
Low 4.810 4.966 0.156 3.2% 4.733
Close 4.964 4.975 0.011 0.2% 4.870
Range 0.213 0.120 -0.093 -43.7% 0.517
ATR 0.141 0.140 -0.001 -1.0% 0.000
Volume 4,283 4,126 -157 -3.7% 23,595
Daily Pivots for day following 09-Sep-2009
Classic Woodie Camarilla DeMark
R4 5.369 5.292 5.041
R3 5.249 5.172 5.008
R2 5.129 5.129 4.997
R1 5.052 5.052 4.986 5.031
PP 5.009 5.009 5.009 4.998
S1 4.932 4.932 4.964 4.911
S2 4.889 4.889 4.953
S3 4.769 4.812 4.942
S4 4.649 4.692 4.909
Weekly Pivots for week ending 04-Sep-2009
Classic Woodie Camarilla DeMark
R4 6.502 6.203 5.154
R3 5.985 5.686 5.012
R2 5.468 5.468 4.965
R1 5.169 5.169 4.917 5.060
PP 4.951 4.951 4.951 4.897
S1 4.652 4.652 4.823 4.543
S2 4.434 4.434 4.775
S3 3.917 4.135 4.728
S4 3.400 3.618 4.586
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.118 4.733 0.385 7.7% 0.160 3.2% 63% False False 4,763
10 5.449 4.733 0.716 14.4% 0.139 2.8% 34% False False 4,117
20 5.706 4.733 0.973 19.6% 0.118 2.4% 25% False False 3,675
40 6.106 4.733 1.373 27.6% 0.141 2.8% 18% False False 3,372
60 6.329 4.733 1.596 32.1% 0.134 2.7% 15% False False 2,883
Crabel Price Patterns
NR True
NR4 True
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 0.027
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 5.596
2.618 5.400
1.618 5.280
1.000 5.206
0.618 5.160
HIGH 5.086
0.618 5.040
0.500 5.026
0.382 5.012
LOW 4.966
0.618 4.892
1.000 4.846
1.618 4.772
2.618 4.652
4.250 4.456
Fisher Pivots for day following 09-Sep-2009
Pivot 1 day 3 day
R1 5.026 4.953
PP 5.009 4.931
S1 4.992 4.910

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

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