NYMEX Natural Gas Future March 2010


Trading Metrics calculated at close of trading on 29-Sep-2009
Day Change Summary
Previous Current
28-Sep-2009 29-Sep-2009 Change Change % Previous Week
Open 5.930 5.824 -0.106 -1.8% 5.520
High 5.934 5.999 0.065 1.1% 5.931
Low 5.793 5.693 -0.100 -1.7% 5.390
Close 5.848 5.929 0.081 1.4% 5.913
Range 0.141 0.306 0.165 117.0% 0.541
ATR 0.190 0.198 0.008 4.4% 0.000
Volume 4,644 4,183 -461 -9.9% 23,565
Daily Pivots for day following 29-Sep-2009
Classic Woodie Camarilla DeMark
R4 6.792 6.666 6.097
R3 6.486 6.360 6.013
R2 6.180 6.180 5.985
R1 6.054 6.054 5.957 6.117
PP 5.874 5.874 5.874 5.905
S1 5.748 5.748 5.901 5.811
S2 5.568 5.568 5.873
S3 5.262 5.442 5.845
S4 4.956 5.136 5.761
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 5.999 5.552 0.447 7.5% 0.195 3.3% 84% True False 4,787
10 5.999 5.317 0.682 11.5% 0.205 3.5% 90% True False 5,576
20 5.999 4.733 1.266 21.4% 0.212 3.6% 94% True False 5,669
40 5.999 4.733 1.266 21.4% 0.162 2.7% 94% True False 4,471
60 6.106 4.733 1.373 23.2% 0.158 2.7% 87% False False 3,903
80 6.410 4.733 1.677 28.3% 0.155 2.6% 71% False False 3,369
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.041
Widest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 7.300
2.618 6.800
1.618 6.494
1.000 6.305
0.618 6.188
HIGH 5.999
0.618 5.882
0.500 5.846
0.382 5.810
LOW 5.693
0.618 5.504
1.000 5.387
1.618 5.198
2.618 4.892
4.250 4.393
Fisher Pivots for day following 29-Sep-2009
Pivot 1 day 3 day
R1 5.901 5.901
PP 5.874 5.874
S1 5.846 5.846

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

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