NYMEX Natural Gas Future March 2010


Trading Metrics calculated at close of trading on 09-Oct-2009
Day Change Summary
Previous Current
08-Oct-2009 09-Oct-2009 Change Change % Previous Week
Open 5.979 6.045 0.066 1.1% 5.789
High 6.072 6.045 -0.027 -0.4% 6.072
Low 5.914 5.880 -0.034 -0.6% 5.786
Close 6.022 5.888 -0.134 -2.2% 5.888
Range 0.158 0.165 0.007 4.4% 0.286
ATR 0.201 0.199 -0.003 -1.3% 0.000
Volume 9,961 6,863 -3,098 -31.1% 41,365
Daily Pivots for day following 09-Oct-2009
Classic Woodie Camarilla DeMark
R4 6.433 6.325 5.979
R3 6.268 6.160 5.933
R2 6.103 6.103 5.918
R1 5.995 5.995 5.903 5.967
PP 5.938 5.938 5.938 5.923
S1 5.830 5.830 5.873 5.802
S2 5.773 5.773 5.858
S3 5.608 5.665 5.843
S4 5.443 5.500 5.797
Weekly Pivots for week ending 09-Oct-2009
Classic Woodie Camarilla DeMark
R4 6.773 6.617 6.045
R3 6.487 6.331 5.967
R2 6.201 6.201 5.940
R1 6.045 6.045 5.914 6.123
PP 5.915 5.915 5.915 5.955
S1 5.759 5.759 5.862 5.837
S2 5.629 5.629 5.836
S3 5.343 5.473 5.809
S4 5.057 5.187 5.731
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6.072 5.786 0.286 4.9% 0.180 3.1% 36% False False 8,273
10 6.072 5.550 0.522 8.9% 0.203 3.4% 65% False False 7,473
20 6.072 5.117 0.955 16.2% 0.205 3.5% 81% False False 6,851
40 6.072 4.733 1.339 22.7% 0.175 3.0% 86% False False 5,523
60 6.106 4.733 1.373 23.3% 0.167 2.8% 84% False False 4,678
80 6.229 4.733 1.496 25.4% 0.157 2.7% 77% False False 3,990
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.042
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 6.746
2.618 6.477
1.618 6.312
1.000 6.210
0.618 6.147
HIGH 6.045
0.618 5.982
0.500 5.963
0.382 5.943
LOW 5.880
0.618 5.778
1.000 5.715
1.618 5.613
2.618 5.448
4.250 5.179
Fisher Pivots for day following 09-Oct-2009
Pivot 1 day 3 day
R1 5.963 5.976
PP 5.938 5.947
S1 5.913 5.917

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

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