NYMEX Natural Gas Future March 2010


Trading Metrics calculated at close of trading on 30-Sep-2009
Day Change Summary
Previous Current
29-Sep-2009 30-Sep-2009 Change Change % Previous Week
Open 5.824 5.920 0.096 1.6% 5.520
High 5.999 5.980 -0.019 -0.3% 5.931
Low 5.693 5.827 0.134 2.4% 5.390
Close 5.929 5.937 0.008 0.1% 5.913
Range 0.306 0.153 -0.153 -50.0% 0.541
ATR 0.198 0.195 -0.003 -1.6% 0.000
Volume 4,183 9,799 5,616 134.3% 23,565
Daily Pivots for day following 30-Sep-2009
Classic Woodie Camarilla DeMark
R4 6.374 6.308 6.021
R3 6.221 6.155 5.979
R2 6.068 6.068 5.965
R1 6.002 6.002 5.951 6.035
PP 5.915 5.915 5.915 5.931
S1 5.849 5.849 5.923 5.882
S2 5.762 5.762 5.909
S3 5.609 5.696 5.895
S4 5.456 5.543 5.853
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 5.655 0.344 5.8% 0.192 3.2% 82% False False 6,018
10 5.999 5.371 0.628 10.6% 0.193 3.2% 90% False False 5,963
20 5.999 4.733 1.266 21.3% 0.212 3.6% 95% False False 5,958
40 5.999 4.733 1.266 21.3% 0.162 2.7% 95% False False 4,598
60 6.106 4.733 1.373 23.1% 0.159 2.7% 88% False False 4,009
80 6.410 4.733 1.677 28.2% 0.155 2.6% 72% False False 3,472
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.044
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6.630
2.618 6.381
1.618 6.228
1.000 6.133
0.618 6.075
HIGH 5.980
0.618 5.922
0.500 5.904
0.382 5.885
LOW 5.827
0.618 5.732
1.000 5.674
1.618 5.579
2.618 5.426
4.250 5.177
Fisher Pivots for day following 30-Sep-2009
Pivot 1 day 3 day
R1 5.926 5.907
PP 5.915 5.876
S1 5.904 5.846

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

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