NYMEX Natural Gas Future March 2010


Trading Metrics calculated at close of trading on 19-Oct-2009
Day Change Summary
Previous Current
16-Oct-2009 19-Oct-2009 Change Change % Previous Week
Open 5.740 5.998 0.258 4.5% 5.920
High 6.057 6.092 0.035 0.6% 6.123
Low 5.740 5.908 0.168 2.9% 5.630
Close 5.996 6.054 0.058 1.0% 5.996
Range 0.317 0.184 -0.133 -42.0% 0.493
ATR 0.216 0.214 -0.002 -1.1% 0.000
Volume 6,520 8,187 1,667 25.6% 39,499
Daily Pivots for day following 19-Oct-2009
Classic Woodie Camarilla DeMark
R4 6.570 6.496 6.155
R3 6.386 6.312 6.105
R2 6.202 6.202 6.088
R1 6.128 6.128 6.071 6.165
PP 6.018 6.018 6.018 6.037
S1 5.944 5.944 6.037 5.981
S2 5.834 5.834 6.020
S3 5.650 5.760 6.003
S4 5.466 5.576 5.953
Weekly Pivots for week ending 16-Oct-2009
Classic Woodie Camarilla DeMark
R4 7.395 7.189 6.267
R3 6.902 6.696 6.132
R2 6.409 6.409 6.086
R1 6.203 6.203 6.041 6.306
PP 5.916 5.916 5.916 5.968
S1 5.710 5.710 5.951 5.813
S2 5.423 5.423 5.906
S3 4.930 5.217 5.860
S4 4.437 4.724 5.725
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6.123 5.630 0.493 8.1% 0.250 4.1% 86% False False 8,224
10 6.123 5.630 0.493 8.1% 0.209 3.5% 86% False False 8,443
20 6.123 5.390 0.733 12.1% 0.206 3.4% 91% False False 7,052
40 6.123 4.733 1.390 23.0% 0.197 3.3% 95% False False 6,292
60 6.123 4.733 1.390 23.0% 0.175 2.9% 95% False False 5,098
80 6.123 4.733 1.390 23.0% 0.165 2.7% 95% False False 4,470
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 0.030
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6.874
2.618 6.574
1.618 6.390
1.000 6.276
0.618 6.206
HIGH 6.092
0.618 6.022
0.500 6.000
0.382 5.978
LOW 5.908
0.618 5.794
1.000 5.724
1.618 5.610
2.618 5.426
4.250 5.126
Fisher Pivots for day following 19-Oct-2009
Pivot 1 day 3 day
R1 6.036 5.990
PP 6.018 5.925
S1 6.000 5.861

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

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