NYMEX Natural Gas Future March 2010


Trading Metrics calculated at close of trading on 01-Oct-2009
Day Change Summary
Previous Current
30-Sep-2009 01-Oct-2009 Change Change % Previous Week
Open 5.920 5.878 -0.042 -0.7% 5.520
High 5.980 5.878 -0.102 -1.7% 5.931
Low 5.827 5.629 -0.198 -3.4% 5.390
Close 5.937 5.658 -0.279 -4.7% 5.913
Range 0.153 0.249 0.096 62.7% 0.541
ATR 0.195 0.203 0.008 4.1% 0.000
Volume 9,799 5,406 -4,393 -44.8% 23,565
Daily Pivots for day following 01-Oct-2009
Classic Woodie Camarilla DeMark
R4 6.469 6.312 5.795
R3 6.220 6.063 5.726
R2 5.971 5.971 5.704
R1 5.814 5.814 5.681 5.768
PP 5.722 5.722 5.722 5.699
S1 5.565 5.565 5.635 5.519
S2 5.473 5.473 5.612
S3 5.224 5.316 5.590
S4 4.975 5.067 5.521
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 5.629 0.370 6.5% 0.200 3.5% 8% False True 5,795
10 5.999 5.375 0.624 11.0% 0.189 3.3% 45% False False 5,524
20 5.999 4.733 1.266 22.4% 0.219 3.9% 73% False False 6,046
40 5.999 4.733 1.266 22.4% 0.166 2.9% 73% False False 4,627
60 6.106 4.733 1.373 24.3% 0.162 2.9% 67% False False 4,045
80 6.410 4.733 1.677 29.6% 0.156 2.8% 55% False False 3,522
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.032
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6.936
2.618 6.530
1.618 6.281
1.000 6.127
0.618 6.032
HIGH 5.878
0.618 5.783
0.500 5.754
0.382 5.724
LOW 5.629
0.618 5.475
1.000 5.380
1.618 5.226
2.618 4.977
4.250 4.571
Fisher Pivots for day following 01-Oct-2009
Pivot 1 day 3 day
R1 5.754 5.814
PP 5.722 5.762
S1 5.690 5.710

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

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