NYMEX Natural Gas Future March 2010


Trading Metrics calculated at close of trading on 10-Sep-2009
Day Change Summary
Previous Current
09-Sep-2009 10-Sep-2009 Change Change % Previous Week
Open 5.005 4.995 -0.010 -0.2% 5.250
High 5.086 5.335 0.249 4.9% 5.250
Low 4.966 4.910 -0.056 -1.1% 4.733
Close 4.975 5.300 0.325 6.5% 4.870
Range 0.120 0.425 0.305 254.2% 0.517
ATR 0.140 0.160 0.020 14.6% 0.000
Volume 4,126 6,086 1,960 47.5% 23,595
Daily Pivots for day following 10-Sep-2009
Classic Woodie Camarilla DeMark
R4 6.457 6.303 5.534
R3 6.032 5.878 5.417
R2 5.607 5.607 5.378
R1 5.453 5.453 5.339 5.530
PP 5.182 5.182 5.182 5.220
S1 5.028 5.028 5.261 5.105
S2 4.757 4.757 5.222
S3 4.332 4.603 5.183
S4 3.907 4.178 5.066
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 5.335 4.733 0.602 11.4% 0.226 4.3% 94% True False 5,252
10 5.446 4.733 0.713 13.5% 0.174 3.3% 80% False False 4,496
20 5.706 4.733 0.973 18.4% 0.134 2.5% 58% False False 3,867
40 6.106 4.733 1.373 25.9% 0.147 2.8% 41% False False 3,459
60 6.329 4.733 1.596 30.1% 0.139 2.6% 36% False False 2,923
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.034
Widest range in 71 trading days
Fibonacci Retracements and Extensions
4.250 7.141
2.618 6.448
1.618 6.023
1.000 5.760
0.618 5.598
HIGH 5.335
0.618 5.173
0.500 5.123
0.382 5.072
LOW 4.910
0.618 4.647
1.000 4.485
1.618 4.222
2.618 3.797
4.250 3.104
Fisher Pivots for day following 10-Sep-2009
Pivot 1 day 3 day
R1 5.241 5.224
PP 5.182 5.148
S1 5.123 5.073

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

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