NYMEX Natural Gas Future March 2010


Trading Metrics calculated at close of trading on 02-Oct-2009
Day Change Summary
Previous Current
01-Oct-2009 02-Oct-2009 Change Change % Previous Week
Open 5.878 5.619 -0.259 -4.4% 5.930
High 5.878 5.828 -0.050 -0.9% 5.999
Low 5.629 5.550 -0.079 -1.4% 5.550
Close 5.658 5.824 0.166 2.9% 5.824
Range 0.249 0.278 0.029 11.6% 0.449
ATR 0.203 0.208 0.005 2.6% 0.000
Volume 5,406 9,341 3,935 72.8% 33,373
Daily Pivots for day following 02-Oct-2009
Classic Woodie Camarilla DeMark
R4 6.568 6.474 5.977
R3 6.290 6.196 5.900
R2 6.012 6.012 5.875
R1 5.918 5.918 5.849 5.965
PP 5.734 5.734 5.734 5.758
S1 5.640 5.640 5.799 5.687
S2 5.456 5.456 5.773
S3 5.178 5.362 5.748
S4 4.900 5.084 5.671
Weekly Pivots for week ending 02-Oct-2009
Classic Woodie Camarilla DeMark
R4 7.138 6.930 6.071
R3 6.689 6.481 5.947
R2 6.240 6.240 5.906
R1 6.032 6.032 5.865 5.912
PP 5.791 5.791 5.791 5.731
S1 5.583 5.583 5.783 5.463
S2 5.342 5.342 5.742
S3 4.893 5.134 5.701
S4 4.444 4.685 5.577
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.999 5.550 0.449 7.7% 0.225 3.9% 61% False True 6,674
10 5.999 5.390 0.609 10.5% 0.195 3.3% 71% False False 5,693
20 5.999 4.733 1.266 21.7% 0.223 3.8% 86% False False 6,189
40 5.999 4.733 1.266 21.7% 0.167 2.9% 86% False False 4,771
60 6.106 4.733 1.373 23.6% 0.165 2.8% 79% False False 4,168
80 6.410 4.733 1.677 28.8% 0.157 2.7% 65% False False 3,614
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 0.039
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 7.010
2.618 6.556
1.618 6.278
1.000 6.106
0.618 6.000
HIGH 5.828
0.618 5.722
0.500 5.689
0.382 5.656
LOW 5.550
0.618 5.378
1.000 5.272
1.618 5.100
2.618 4.822
4.250 4.369
Fisher Pivots for day following 02-Oct-2009
Pivot 1 day 3 day
R1 5.779 5.804
PP 5.734 5.785
S1 5.689 5.765

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

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