NYMEX Natural Gas Future March 2010


Trading Metrics calculated at close of trading on 12-Oct-2009
Day Change Summary
Previous Current
09-Oct-2009 12-Oct-2009 Change Change % Previous Week
Open 6.045 5.920 -0.125 -2.1% 5.789
High 6.045 6.092 0.047 0.8% 6.072
Low 5.880 5.920 0.040 0.7% 5.786
Close 5.888 6.046 0.158 2.7% 5.888
Range 0.165 0.172 0.007 4.2% 0.286
ATR 0.199 0.199 0.000 0.2% 0.000
Volume 6,863 6,566 -297 -4.3% 41,365
Daily Pivots for day following 12-Oct-2009
Classic Woodie Camarilla DeMark
R4 6.535 6.463 6.141
R3 6.363 6.291 6.093
R2 6.191 6.191 6.078
R1 6.119 6.119 6.062 6.155
PP 6.019 6.019 6.019 6.038
S1 5.947 5.947 6.030 5.983
S2 5.847 5.847 6.014
S3 5.675 5.775 5.999
S4 5.503 5.603 5.951
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 6.092 5.815 0.277 4.6% 0.169 2.8% 83% True False 8,662
10 6.092 5.550 0.542 9.0% 0.206 3.4% 92% True False 7,666
20 6.092 5.240 0.852 14.1% 0.200 3.3% 95% True False 6,769
40 6.092 4.733 1.359 22.5% 0.177 2.9% 97% True False 5,592
60 6.106 4.733 1.373 22.7% 0.167 2.8% 96% False False 4,719
80 6.106 4.733 1.373 22.7% 0.157 2.6% 96% False False 4,049
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.041
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 6.823
2.618 6.542
1.618 6.370
1.000 6.264
0.618 6.198
HIGH 6.092
0.618 6.026
0.500 6.006
0.382 5.986
LOW 5.920
0.618 5.814
1.000 5.748
1.618 5.642
2.618 5.470
4.250 5.189
Fisher Pivots for day following 12-Oct-2009
Pivot 1 day 3 day
R1 6.033 6.026
PP 6.019 6.006
S1 6.006 5.986

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

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