NYMEX Natural Gas Future March 2010


Trading Metrics calculated at close of trading on 28-Sep-2009
Day Change Summary
Previous Current
25-Sep-2009 28-Sep-2009 Change Change % Previous Week
Open 5.915 5.930 0.015 0.3% 5.520
High 5.931 5.934 0.003 0.1% 5.931
Low 5.779 5.793 0.014 0.2% 5.390
Close 5.913 5.848 -0.065 -1.1% 5.913
Range 0.152 0.141 -0.011 -7.2% 0.541
ATR 0.194 0.190 -0.004 -1.9% 0.000
Volume 4,944 4,644 -300 -6.1% 23,565
Daily Pivots for day following 28-Sep-2009
Classic Woodie Camarilla DeMark
R4 6.281 6.206 5.926
R3 6.140 6.065 5.887
R2 5.999 5.999 5.874
R1 5.924 5.924 5.861 5.891
PP 5.858 5.858 5.858 5.842
S1 5.783 5.783 5.835 5.750
S2 5.717 5.717 5.822
S3 5.576 5.642 5.809
S4 5.435 5.501 5.770
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 5.934 5.390 0.544 9.3% 0.163 2.8% 84% True False 4,653
10 5.934 5.240 0.694 11.9% 0.193 3.3% 88% True False 5,872
20 5.934 4.733 1.201 20.5% 0.200 3.4% 93% True False 5,668
40 6.106 4.733 1.373 23.5% 0.162 2.8% 81% False False 4,434
60 6.106 4.733 1.373 23.5% 0.156 2.7% 81% False False 3,865
80 6.410 4.733 1.677 28.7% 0.152 2.6% 66% False False 3,346
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.028
Narrowest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 6.533
2.618 6.303
1.618 6.162
1.000 6.075
0.618 6.021
HIGH 5.934
0.618 5.880
0.500 5.864
0.382 5.847
LOW 5.793
0.618 5.706
1.000 5.652
1.618 5.565
2.618 5.424
4.250 5.194
Fisher Pivots for day following 28-Sep-2009
Pivot 1 day 3 day
R1 5.864 5.830
PP 5.858 5.812
S1 5.853 5.795

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

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