NYMEX Natural Gas Future March 2010


Trading Metrics calculated at close of trading on 14-Oct-2009
Day Change Summary
Previous Current
13-Oct-2009 14-Oct-2009 Change Change % Previous Week
Open 6.120 5.871 -0.249 -4.1% 5.789
High 6.123 5.906 -0.217 -3.5% 6.072
Low 5.780 5.660 -0.120 -2.1% 5.786
Close 5.834 5.706 -0.128 -2.2% 5.888
Range 0.343 0.246 -0.097 -28.3% 0.286
ATR 0.210 0.212 0.003 1.2% 0.000
Volume 9,281 11,286 2,005 21.6% 41,365
Daily Pivots for day following 14-Oct-2009
Classic Woodie Camarilla DeMark
R4 6.495 6.347 5.841
R3 6.249 6.101 5.774
R2 6.003 6.003 5.751
R1 5.855 5.855 5.729 5.806
PP 5.757 5.757 5.757 5.733
S1 5.609 5.609 5.683 5.560
S2 5.511 5.511 5.661
S3 5.265 5.363 5.638
S4 5.019 5.117 5.571
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 6.123 5.660 0.463 8.1% 0.217 3.8% 10% False True 8,791
10 6.123 5.550 0.573 10.0% 0.219 3.8% 27% False False 8,324
20 6.123 5.371 0.752 13.2% 0.206 3.6% 45% False False 7,144
40 6.123 4.733 1.390 24.4% 0.188 3.3% 70% False False 5,972
60 6.123 4.733 1.390 24.4% 0.173 3.0% 70% False False 4,958
80 6.123 4.733 1.390 24.4% 0.161 2.8% 70% False False 4,275
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 0.026
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6.952
2.618 6.550
1.618 6.304
1.000 6.152
0.618 6.058
HIGH 5.906
0.618 5.812
0.500 5.783
0.382 5.754
LOW 5.660
0.618 5.508
1.000 5.414
1.618 5.262
2.618 5.016
4.250 4.615
Fisher Pivots for day following 14-Oct-2009
Pivot 1 day 3 day
R1 5.783 5.892
PP 5.757 5.830
S1 5.732 5.768

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

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