NYMEX Natural Gas Future March 2010


Trading Metrics calculated at close of trading on 24-Sep-2009
Day Change Summary
Previous Current
23-Sep-2009 24-Sep-2009 Change Change % Previous Week
Open 5.552 5.670 0.118 2.1% 5.190
High 5.720 5.861 0.141 2.5% 5.657
Low 5.552 5.655 0.103 1.9% 5.117
Close 5.706 5.844 0.138 2.4% 5.578
Range 0.168 0.206 0.038 22.6% 0.540
ATR 0.196 0.197 0.001 0.4% 0.000
Volume 3,647 6,521 2,874 78.8% 38,721
Daily Pivots for day following 24-Sep-2009
Classic Woodie Camarilla DeMark
R4 6.405 6.330 5.957
R3 6.199 6.124 5.901
R2 5.993 5.993 5.882
R1 5.918 5.918 5.863 5.956
PP 5.787 5.787 5.787 5.805
S1 5.712 5.712 5.825 5.750
S2 5.581 5.581 5.806
S3 5.375 5.506 5.787
S4 5.169 5.300 5.731
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 5.861 5.375 0.486 8.3% 0.178 3.0% 97% True False 5,253
10 5.861 5.098 0.763 13.1% 0.226 3.9% 98% True False 6,569
20 5.861 4.733 1.128 19.3% 0.200 3.4% 98% True False 5,533
40 6.106 4.733 1.373 23.5% 0.163 2.8% 81% False False 4,326
60 6.106 4.733 1.373 23.5% 0.156 2.7% 81% False False 3,785
80 6.410 4.733 1.677 28.7% 0.155 2.7% 66% False False 3,322
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.050
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 6.737
2.618 6.400
1.618 6.194
1.000 6.067
0.618 5.988
HIGH 5.861
0.618 5.782
0.500 5.758
0.382 5.734
LOW 5.655
0.618 5.528
1.000 5.449
1.618 5.322
2.618 5.116
4.250 4.780
Fisher Pivots for day following 24-Sep-2009
Pivot 1 day 3 day
R1 5.815 5.771
PP 5.787 5.698
S1 5.758 5.626

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

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