NYMEX Natural Gas Future March 2010


Trading Metrics calculated at close of trading on 15-Sep-2009
Day Change Summary
Previous Current
14-Sep-2009 15-Sep-2009 Change Change % Previous Week
Open 5.190 5.430 0.240 4.6% 4.850
High 5.391 5.430 0.039 0.7% 5.443
Low 5.117 5.240 0.123 2.4% 4.810
Close 5.316 5.253 -0.063 -1.2% 5.126
Range 0.274 0.190 -0.084 -30.7% 0.633
ATR 0.180 0.181 0.001 0.4% 0.000
Volume 8,203 7,148 -1,055 -12.9% 22,845
Daily Pivots for day following 15-Sep-2009
Classic Woodie Camarilla DeMark
R4 5.878 5.755 5.358
R3 5.688 5.565 5.305
R2 5.498 5.498 5.288
R1 5.375 5.375 5.270 5.342
PP 5.308 5.308 5.308 5.291
S1 5.185 5.185 5.236 5.152
S2 5.118 5.118 5.218
S3 4.928 4.995 5.201
S4 4.738 4.805 5.149
Weekly Pivots for week ending 11-Sep-2009
Classic Woodie Camarilla DeMark
R4 7.025 6.709 5.474
R3 6.392 6.076 5.300
R2 5.759 5.759 5.242
R1 5.443 5.443 5.184 5.601
PP 5.126 5.126 5.126 5.206
S1 4.810 4.810 5.068 4.968
S2 4.493 4.493 5.010
S3 3.860 4.177 4.952
S4 3.227 3.544 4.778
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.443 4.910 0.533 10.1% 0.271 5.2% 64% False False 6,782
10 5.443 4.733 0.710 13.5% 0.218 4.2% 73% False False 5,763
20 5.510 4.733 0.777 14.8% 0.161 3.1% 67% False False 4,656
40 6.106 4.733 1.373 26.1% 0.152 2.9% 38% False False 3,759
60 6.106 4.733 1.373 26.1% 0.143 2.7% 38% False False 3,243
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 True
Stretch 0.058
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 6.238
2.618 5.927
1.618 5.737
1.000 5.620
0.618 5.547
HIGH 5.430
0.618 5.357
0.500 5.335
0.382 5.313
LOW 5.240
0.618 5.123
1.000 5.050
1.618 4.933
2.618 4.743
4.250 4.433
Fisher Pivots for day following 15-Sep-2009
Pivot 1 day 3 day
R1 5.335 5.271
PP 5.308 5.265
S1 5.280 5.259

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

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