NYMEX Natural Gas Future March 2010


Trading Metrics calculated at close of trading on 18-Sep-2009
Day Change Summary
Previous Current
17-Sep-2009 18-Sep-2009 Change Change % Previous Week
Open 5.545 5.375 -0.170 -3.1% 5.190
High 5.657 5.593 -0.064 -1.1% 5.657
Low 5.371 5.375 0.004 0.1% 5.117
Close 5.375 5.578 0.203 3.8% 5.578
Range 0.286 0.218 -0.068 -23.8% 0.540
ATR 0.199 0.200 0.001 0.7% 0.000
Volume 9,798 7,648 -2,150 -21.9% 38,721
Daily Pivots for day following 18-Sep-2009
Classic Woodie Camarilla DeMark
R4 6.169 6.092 5.698
R3 5.951 5.874 5.638
R2 5.733 5.733 5.618
R1 5.656 5.656 5.598 5.695
PP 5.515 5.515 5.515 5.535
S1 5.438 5.438 5.558 5.477
S2 5.297 5.297 5.538
S3 5.079 5.220 5.518
S4 4.861 5.002 5.458
Weekly Pivots for week ending 18-Sep-2009
Classic Woodie Camarilla DeMark
R4 7.071 6.864 5.875
R3 6.531 6.324 5.727
R2 5.991 5.991 5.677
R1 5.784 5.784 5.628 5.888
PP 5.451 5.451 5.451 5.502
S1 5.244 5.244 5.529 5.348
S2 4.911 4.911 5.479
S3 4.371 4.704 5.430
S4 3.831 4.164 5.281
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.657 5.117 0.540 9.7% 0.248 4.4% 85% False False 7,744
10 5.657 4.733 0.924 16.6% 0.251 4.5% 91% False False 6,684
20 5.657 4.733 0.924 16.6% 0.186 3.3% 91% False False 5,457
40 6.106 4.733 1.373 24.6% 0.159 2.8% 62% False False 4,121
60 6.106 4.733 1.373 24.6% 0.151 2.7% 62% False False 3,551
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.059
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 6.520
2.618 6.164
1.618 5.946
1.000 5.811
0.618 5.728
HIGH 5.593
0.618 5.510
0.500 5.484
0.382 5.458
LOW 5.375
0.618 5.240
1.000 5.157
1.618 5.022
2.618 4.804
4.250 4.449
Fisher Pivots for day following 18-Sep-2009
Pivot 1 day 3 day
R1 5.547 5.548
PP 5.515 5.517
S1 5.484 5.487

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

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