NYMEX Natural Gas Future March 2010


Trading Metrics calculated at close of trading on 05-Oct-2009
Day Change Summary
Previous Current
02-Oct-2009 05-Oct-2009 Change Change % Previous Week
Open 5.619 5.789 0.170 3.0% 5.930
High 5.828 6.013 0.185 3.2% 5.999
Low 5.550 5.786 0.236 4.3% 5.550
Close 5.824 5.965 0.141 2.4% 5.824
Range 0.278 0.227 -0.051 -18.3% 0.449
ATR 0.208 0.210 0.001 0.6% 0.000
Volume 9,341 4,619 -4,722 -50.6% 33,373
Daily Pivots for day following 05-Oct-2009
Classic Woodie Camarilla DeMark
R4 6.602 6.511 6.090
R3 6.375 6.284 6.027
R2 6.148 6.148 6.007
R1 6.057 6.057 5.986 6.103
PP 5.921 5.921 5.921 5.944
S1 5.830 5.830 5.944 5.876
S2 5.694 5.694 5.923
S3 5.467 5.603 5.903
S4 5.240 5.376 5.840
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 6.013 5.550 0.463 7.8% 0.243 4.1% 90% True False 6,669
10 6.013 5.390 0.623 10.4% 0.203 3.4% 92% True False 5,661
20 6.013 4.810 1.203 20.2% 0.226 3.8% 96% True False 6,156
40 6.013 4.733 1.280 21.5% 0.169 2.8% 96% True False 4,777
60 6.106 4.733 1.373 23.0% 0.167 2.8% 90% False False 4,208
80 6.410 4.733 1.677 28.1% 0.158 2.7% 73% False False 3,643
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.037
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 6.978
2.618 6.607
1.618 6.380
1.000 6.240
0.618 6.153
HIGH 6.013
0.618 5.926
0.500 5.900
0.382 5.873
LOW 5.786
0.618 5.646
1.000 5.559
1.618 5.419
2.618 5.192
4.250 4.821
Fisher Pivots for day following 05-Oct-2009
Pivot 1 day 3 day
R1 5.943 5.904
PP 5.921 5.843
S1 5.900 5.782

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

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