NYMEX Natural Gas Future March 2010


Trading Metrics calculated at close of trading on 22-Oct-2009
Day Change Summary
Previous Current
21-Oct-2009 22-Oct-2009 Change Change % Previous Week
Open 6.220 6.074 -0.146 -2.3% 5.920
High 6.242 6.137 -0.105 -1.7% 6.123
Low 6.056 5.878 -0.178 -2.9% 5.630
Close 6.067 5.913 -0.154 -2.5% 5.996
Range 0.186 0.259 0.073 39.2% 0.493
ATR 0.208 0.212 0.004 1.7% 0.000
Volume 7,461 10,006 2,545 34.1% 39,499
Daily Pivots for day following 22-Oct-2009
Classic Woodie Camarilla DeMark
R4 6.753 6.592 6.055
R3 6.494 6.333 5.984
R2 6.235 6.235 5.960
R1 6.074 6.074 5.937 6.025
PP 5.976 5.976 5.976 5.952
S1 5.815 5.815 5.889 5.766
S2 5.717 5.717 5.866
S3 5.458 5.556 5.842
S4 5.199 5.297 5.771
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 6.242 5.740 0.502 8.5% 0.218 3.7% 34% False False 7,616
10 6.242 5.630 0.612 10.4% 0.218 3.7% 46% False False 7,792
20 6.242 5.550 0.692 11.7% 0.210 3.5% 52% False False 7,537
40 6.242 4.733 1.509 25.5% 0.205 3.5% 78% False False 6,535
60 6.242 4.733 1.509 25.5% 0.179 3.0% 78% False False 5,396
80 6.242 4.733 1.509 25.5% 0.169 2.9% 78% False False 4,723
100 6.410 4.733 1.677 28.4% 0.166 2.8% 70% False False 4,165
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 False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.025
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 7.238
2.618 6.815
1.618 6.556
1.000 6.396
0.618 6.297
HIGH 6.137
0.618 6.038
0.500 6.008
0.382 5.977
LOW 5.878
0.618 5.718
1.000 5.619
1.618 5.459
2.618 5.200
4.250 4.777
Fisher Pivots for day following 22-Oct-2009
Pivot 1 day 3 day
R1 6.008 6.060
PP 5.976 6.011
S1 5.945 5.962

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

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