NYMEX Natural Gas Future March 2010


Trading Metrics calculated at close of trading on 25-Sep-2009
Day Change Summary
Previous Current
24-Sep-2009 25-Sep-2009 Change Change % Previous Week
Open 5.670 5.915 0.245 4.3% 5.520
High 5.861 5.931 0.070 1.2% 5.931
Low 5.655 5.779 0.124 2.2% 5.390
Close 5.844 5.913 0.069 1.2% 5.913
Range 0.206 0.152 -0.054 -26.2% 0.541
ATR 0.197 0.194 -0.003 -1.6% 0.000
Volume 6,521 4,944 -1,577 -24.2% 23,565
Daily Pivots for day following 25-Sep-2009
Classic Woodie Camarilla DeMark
R4 6.330 6.274 5.997
R3 6.178 6.122 5.955
R2 6.026 6.026 5.941
R1 5.970 5.970 5.927 5.922
PP 5.874 5.874 5.874 5.851
S1 5.818 5.818 5.899 5.770
S2 5.722 5.722 5.885
S3 5.570 5.666 5.871
S4 5.418 5.514 5.829
Weekly Pivots for week ending 25-Sep-2009
Classic Woodie Camarilla DeMark
R4 7.368 7.181 6.211
R3 6.827 6.640 6.062
R2 6.286 6.286 6.012
R1 6.099 6.099 5.963 6.193
PP 5.745 5.745 5.745 5.791
S1 5.558 5.558 5.863 5.652
S2 5.204 5.204 5.814
S3 4.663 5.017 5.764
S4 4.122 4.476 5.615
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.931 5.390 0.541 9.1% 0.165 2.8% 97% True False 4,713
10 5.931 5.117 0.814 13.8% 0.207 3.5% 98% True False 6,228
20 5.931 4.733 1.198 20.3% 0.200 3.4% 98% True False 5,582
40 6.106 4.733 1.373 23.2% 0.161 2.7% 86% False False 4,395
60 6.106 4.733 1.373 23.2% 0.156 2.6% 86% False False 3,828
80 6.410 4.733 1.677 28.4% 0.153 2.6% 70% False False 3,339
Crabel Price Patterns
NR True
NR4 False
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 False
Stretch 0.035
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 6.577
2.618 6.329
1.618 6.177
1.000 6.083
0.618 6.025
HIGH 5.931
0.618 5.873
0.500 5.855
0.382 5.837
LOW 5.779
0.618 5.685
1.000 5.627
1.618 5.533
2.618 5.381
4.250 5.133
Fisher Pivots for day following 25-Sep-2009
Pivot 1 day 3 day
R1 5.894 5.856
PP 5.874 5.799
S1 5.855 5.742

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

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