NYMEX Natural Gas Future March 2010


Trading Metrics calculated at close of trading on 26-Oct-2009
Day Change Summary
Previous Current
23-Oct-2009 26-Oct-2009 Change Change % Previous Week
Open 5.994 5.750 -0.244 -4.1% 5.998
High 6.028 5.788 -0.240 -4.0% 6.242
Low 5.794 5.558 -0.236 -4.1% 5.794
Close 5.812 5.570 -0.242 -4.2% 5.812
Range 0.234 0.230 -0.004 -1.7% 0.448
ATR 0.213 0.216 0.003 1.4% 0.000
Volume 8,903 7,907 -996 -11.2% 40,467
Daily Pivots for day following 26-Oct-2009
Classic Woodie Camarilla DeMark
R4 6.329 6.179 5.697
R3 6.099 5.949 5.633
R2 5.869 5.869 5.612
R1 5.719 5.719 5.591 5.679
PP 5.639 5.639 5.639 5.619
S1 5.489 5.489 5.549 5.449
S2 5.409 5.409 5.528
S3 5.179 5.259 5.507
S4 4.949 5.029 5.444
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 5.558 0.684 12.3% 0.211 3.8% 2% False True 8,037
10 6.242 5.558 0.684 12.3% 0.230 4.1% 2% False True 8,130
20 6.242 5.550 0.692 12.4% 0.218 3.9% 3% False False 7,898
40 6.242 4.733 1.509 27.1% 0.209 3.8% 55% False False 6,783
60 6.242 4.733 1.509 27.1% 0.181 3.2% 55% False False 5,588
80 6.242 4.733 1.509 27.1% 0.171 3.1% 55% False False 4,873
100 6.410 4.733 1.677 30.1% 0.166 3.0% 50% False False 4,256
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 0.033
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 6.766
2.618 6.390
1.618 6.160
1.000 6.018
0.618 5.930
HIGH 5.788
0.618 5.700
0.500 5.673
0.382 5.646
LOW 5.558
0.618 5.416
1.000 5.328
1.618 5.186
2.618 4.956
4.250 4.581
Fisher Pivots for day following 26-Oct-2009
Pivot 1 day 3 day
R1 5.673 5.848
PP 5.639 5.755
S1 5.604 5.663

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

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