NYMEX Natural Gas Future March 2010


Trading Metrics calculated at close of trading on 07-Oct-2009
Day Change Summary
Previous Current
06-Oct-2009 07-Oct-2009 Change Change % Previous Week
Open 5.965 5.891 -0.074 -1.2% 5.930
High 6.044 6.007 -0.037 -0.6% 5.999
Low 5.815 5.885 0.070 1.2% 5.550
Close 5.883 5.957 0.074 1.3% 5.824
Range 0.229 0.122 -0.107 -46.7% 0.449
ATR 0.211 0.205 -0.006 -2.9% 0.000
Volume 9,961 9,961 0 0.0% 33,373
Daily Pivots for day following 07-Oct-2009
Classic Woodie Camarilla DeMark
R4 6.316 6.258 6.024
R3 6.194 6.136 5.991
R2 6.072 6.072 5.979
R1 6.014 6.014 5.968 6.043
PP 5.950 5.950 5.950 5.964
S1 5.892 5.892 5.946 5.921
S2 5.828 5.828 5.935
S3 5.706 5.770 5.923
S4 5.584 5.648 5.890
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 6.044 5.550 0.494 8.3% 0.221 3.7% 82% False False 7,857
10 6.044 5.550 0.494 8.3% 0.206 3.5% 82% False False 6,937
20 6.044 4.910 1.134 19.0% 0.227 3.8% 92% False False 6,731
40 6.044 4.733 1.311 22.0% 0.173 2.9% 93% False False 5,203
60 6.106 4.733 1.373 23.0% 0.170 2.8% 89% False False 4,492
80 6.329 4.733 1.596 26.8% 0.157 2.6% 77% False False 3,845
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.038
Narrowest range in 20 trading days
Fibonacci Retracements and Extensions
4.250 6.526
2.618 6.326
1.618 6.204
1.000 6.129
0.618 6.082
HIGH 6.007
0.618 5.960
0.500 5.946
0.382 5.932
LOW 5.885
0.618 5.810
1.000 5.763
1.618 5.688
2.618 5.566
4.250 5.367
Fisher Pivots for day following 07-Oct-2009
Pivot 1 day 3 day
R1 5.953 5.943
PP 5.950 5.929
S1 5.946 5.915

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

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