NYMEX Natural Gas Future March 2010


Trading Metrics calculated at close of trading on 02-Nov-2009
Day Change Summary
Previous Current
30-Oct-2009 02-Nov-2009 Change Change % Previous Week
Open 5.483 5.350 -0.133 -2.4% 5.750
High 5.622 5.477 -0.145 -2.6% 5.788
Low 5.339 5.198 -0.141 -2.6% 5.339
Close 5.425 5.205 -0.220 -4.1% 5.425
Range 0.283 0.279 -0.004 -1.4% 0.449
ATR 0.215 0.220 0.005 2.1% 0.000
Volume 9,115 10,217 1,102 12.1% 40,595
Daily Pivots for day following 02-Nov-2009
Classic Woodie Camarilla DeMark
R4 6.130 5.947 5.358
R3 5.851 5.668 5.282
R2 5.572 5.572 5.256
R1 5.389 5.389 5.231 5.341
PP 5.293 5.293 5.293 5.270
S1 5.110 5.110 5.179 5.062
S2 5.014 5.014 5.154
S3 4.735 4.831 5.128
S4 4.456 4.552 5.052
Weekly Pivots for week ending 30-Oct-2009
Classic Woodie Camarilla DeMark
R4 6.864 6.594 5.672
R3 6.415 6.145 5.548
R2 5.966 5.966 5.507
R1 5.696 5.696 5.466 5.607
PP 5.517 5.517 5.517 5.473
S1 5.247 5.247 5.384 5.158
S2 5.068 5.068 5.343
S3 4.619 4.798 5.302
S4 4.170 4.349 5.178
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.706 5.198 0.508 9.8% 0.224 4.3% 1% False True 8,581
10 6.242 5.198 1.044 20.1% 0.217 4.2% 1% False True 8,309
20 6.242 5.198 1.044 20.1% 0.213 4.1% 1% False True 8,376
40 6.242 4.810 1.432 27.5% 0.220 4.2% 28% False False 7,266
60 6.242 4.733 1.509 29.0% 0.184 3.5% 31% False False 5,976
80 6.242 4.733 1.509 29.0% 0.179 3.4% 31% False False 5,250
100 6.410 4.733 1.677 32.2% 0.169 3.3% 28% False False 4,589
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 0.055
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6.663
2.618 6.207
1.618 5.928
1.000 5.756
0.618 5.649
HIGH 5.477
0.618 5.370
0.500 5.338
0.382 5.305
LOW 5.198
0.618 5.026
1.000 4.919
1.618 4.747
2.618 4.468
4.250 4.012
Fisher Pivots for day following 02-Nov-2009
Pivot 1 day 3 day
R1 5.338 5.410
PP 5.293 5.342
S1 5.249 5.273

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

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