NYMEX Natural Gas Future March 2010


Trading Metrics calculated at close of trading on 16-Sep-2009
Day Change Summary
Previous Current
15-Sep-2009 16-Sep-2009 Change Change % Previous Week
Open 5.430 5.350 -0.080 -1.5% 4.850
High 5.430 5.590 0.160 2.9% 5.443
Low 5.240 5.317 0.077 1.5% 4.810
Close 5.253 5.571 0.318 6.1% 5.126
Range 0.190 0.273 0.083 43.7% 0.633
ATR 0.181 0.192 0.011 6.2% 0.000
Volume 7,148 5,924 -1,224 -17.1% 22,845
Daily Pivots for day following 16-Sep-2009
Classic Woodie Camarilla DeMark
R4 6.312 6.214 5.721
R3 6.039 5.941 5.646
R2 5.766 5.766 5.621
R1 5.668 5.668 5.596 5.717
PP 5.493 5.493 5.493 5.517
S1 5.395 5.395 5.546 5.444
S2 5.220 5.220 5.521
S3 4.947 5.122 5.496
S4 4.674 4.849 5.421
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 5.590 4.910 0.680 12.2% 0.301 5.4% 97% True False 7,142
10 5.590 4.733 0.857 15.4% 0.231 4.1% 98% True False 5,952
20 5.590 4.733 0.857 15.4% 0.169 3.0% 98% True False 4,800
40 6.106 4.733 1.373 24.6% 0.157 2.8% 61% False False 3,865
60 6.106 4.733 1.373 24.6% 0.146 2.6% 61% False False 3,318
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.059
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6.750
2.618 6.305
1.618 6.032
1.000 5.863
0.618 5.759
HIGH 5.590
0.618 5.486
0.500 5.454
0.382 5.421
LOW 5.317
0.618 5.148
1.000 5.044
1.618 4.875
2.618 4.602
4.250 4.157
Fisher Pivots for day following 16-Sep-2009
Pivot 1 day 3 day
R1 5.532 5.499
PP 5.493 5.426
S1 5.454 5.354

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

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