NYMEX Natural Gas Future March 2010


Trading Metrics calculated at close of trading on 23-Oct-2009
Day Change Summary
Previous Current
22-Oct-2009 23-Oct-2009 Change Change % Previous Week
Open 6.074 5.994 -0.080 -1.3% 5.998
High 6.137 6.028 -0.109 -1.8% 6.242
Low 5.878 5.794 -0.084 -1.4% 5.794
Close 5.913 5.812 -0.101 -1.7% 5.812
Range 0.259 0.234 -0.025 -9.7% 0.448
ATR 0.212 0.213 0.002 0.7% 0.000
Volume 10,006 8,903 -1,103 -11.0% 40,467
Daily Pivots for day following 23-Oct-2009
Classic Woodie Camarilla DeMark
R4 6.580 6.430 5.941
R3 6.346 6.196 5.876
R2 6.112 6.112 5.855
R1 5.962 5.962 5.833 5.920
PP 5.878 5.878 5.878 5.857
S1 5.728 5.728 5.791 5.686
S2 5.644 5.644 5.769
S3 5.410 5.494 5.748
S4 5.176 5.260 5.683
Weekly Pivots for week ending 23-Oct-2009
Classic Woodie Camarilla DeMark
R4 7.293 7.001 6.058
R3 6.845 6.553 5.935
R2 6.397 6.397 5.894
R1 6.105 6.105 5.853 6.027
PP 5.949 5.949 5.949 5.911
S1 5.657 5.657 5.771 5.579
S2 5.501 5.501 5.730
S3 5.053 5.209 5.689
S4 4.605 4.761 5.566
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6.242 5.794 0.448 7.7% 0.202 3.5% 4% False True 8,093
10 6.242 5.630 0.612 10.5% 0.224 3.9% 30% False False 7,996
20 6.242 5.550 0.692 11.9% 0.214 3.7% 38% False False 7,735
40 6.242 4.733 1.509 26.0% 0.207 3.6% 72% False False 6,658
60 6.242 4.733 1.509 26.0% 0.179 3.1% 72% False False 5,508
80 6.242 4.733 1.509 26.0% 0.170 2.9% 72% False False 4,804
100 6.410 4.733 1.677 28.9% 0.165 2.8% 64% False False 4,218
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 0.029
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 7.023
2.618 6.641
1.618 6.407
1.000 6.262
0.618 6.173
HIGH 6.028
0.618 5.939
0.500 5.911
0.382 5.883
LOW 5.794
0.618 5.649
1.000 5.560
1.618 5.415
2.618 5.181
4.250 4.800
Fisher Pivots for day following 23-Oct-2009
Pivot 1 day 3 day
R1 5.911 6.018
PP 5.878 5.949
S1 5.845 5.881

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

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