NYMEX Natural Gas Future March 2010


Trading Metrics calculated at close of trading on 22-Sep-2009
Day Change Summary
Previous Current
21-Sep-2009 22-Sep-2009 Change Change % Previous Week
Open 5.520 5.470 -0.050 -0.9% 5.190
High 5.548 5.540 -0.008 -0.1% 5.657
Low 5.400 5.390 -0.010 -0.2% 5.117
Close 5.412 5.512 0.100 1.8% 5.578
Range 0.148 0.150 0.002 1.4% 0.540
ATR 0.199 0.195 -0.003 -1.7% 0.000
Volume 4,943 3,510 -1,433 -29.0% 38,721
Daily Pivots for day following 22-Sep-2009
Classic Woodie Camarilla DeMark
R4 5.931 5.871 5.595
R3 5.781 5.721 5.553
R2 5.631 5.631 5.540
R1 5.571 5.571 5.526 5.601
PP 5.481 5.481 5.481 5.496
S1 5.421 5.421 5.498 5.451
S2 5.331 5.331 5.485
S3 5.181 5.271 5.471
S4 5.031 5.121 5.430
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 5.317 0.340 6.2% 0.215 3.9% 57% False False 6,364
10 5.657 4.910 0.747 13.6% 0.243 4.4% 81% False False 6,573
20 5.657 4.733 0.924 16.8% 0.189 3.4% 84% False False 5,418
40 6.106 4.733 1.373 24.9% 0.161 2.9% 57% False False 4,167
60 6.106 4.733 1.373 24.9% 0.152 2.8% 57% False False 3,646
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 0.061
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6.178
2.618 5.933
1.618 5.783
1.000 5.690
0.618 5.633
HIGH 5.540
0.618 5.483
0.500 5.465
0.382 5.447
LOW 5.390
0.618 5.297
1.000 5.240
1.618 5.147
2.618 4.997
4.250 4.753
Fisher Pivots for day following 22-Sep-2009
Pivot 1 day 3 day
R1 5.496 5.503
PP 5.481 5.493
S1 5.465 5.484

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

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