NYMEX Natural Gas Future March 2010


Trading Metrics calculated at close of trading on 03-Nov-2009
Day Change Summary
Previous Current
02-Nov-2009 03-Nov-2009 Change Change % Previous Week
Open 5.350 5.236 -0.114 -2.1% 5.750
High 5.477 5.293 -0.184 -3.4% 5.788
Low 5.198 5.142 -0.056 -1.1% 5.339
Close 5.205 5.283 0.078 1.5% 5.425
Range 0.279 0.151 -0.128 -45.9% 0.449
ATR 0.220 0.215 -0.005 -2.2% 0.000
Volume 10,217 10,373 156 1.5% 40,595
Daily Pivots for day following 03-Nov-2009
Classic Woodie Camarilla DeMark
R4 5.692 5.639 5.366
R3 5.541 5.488 5.325
R2 5.390 5.390 5.311
R1 5.337 5.337 5.297 5.364
PP 5.239 5.239 5.239 5.253
S1 5.186 5.186 5.269 5.213
S2 5.088 5.088 5.255
S3 4.937 5.035 5.241
S4 4.786 4.884 5.200
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 5.665 5.142 0.523 9.9% 0.220 4.2% 27% False True 8,927
10 6.242 5.142 1.100 20.8% 0.218 4.1% 13% False True 8,755
20 6.242 5.142 1.100 20.8% 0.209 4.0% 13% False True 8,396
40 6.242 4.910 1.332 25.2% 0.218 4.1% 28% False False 7,418
60 6.242 4.733 1.509 28.6% 0.185 3.5% 36% False False 6,129
80 6.242 4.733 1.509 28.6% 0.180 3.4% 36% False False 5,361
100 6.410 4.733 1.677 31.7% 0.169 3.2% 33% False False 4,675
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.059
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 5.935
2.618 5.688
1.618 5.537
1.000 5.444
0.618 5.386
HIGH 5.293
0.618 5.235
0.500 5.218
0.382 5.200
LOW 5.142
0.618 5.049
1.000 4.991
1.618 4.898
2.618 4.747
4.250 4.500
Fisher Pivots for day following 03-Nov-2009
Pivot 1 day 3 day
R1 5.261 5.382
PP 5.239 5.349
S1 5.218 5.316

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

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