NYMEX Natural Gas Future March 2010


Trading Metrics calculated at close of trading on 06-Nov-2009
Day Change Summary
Previous Current
05-Nov-2009 06-Nov-2009 Change Change % Previous Week
Open 5.140 5.213 0.073 1.4% 5.350
High 5.254 5.213 -0.041 -0.8% 5.477
Low 5.076 4.992 -0.084 -1.7% 4.992
Close 5.181 5.036 -0.145 -2.8% 5.036
Range 0.178 0.221 0.043 24.2% 0.485
ATR 0.212 0.213 0.001 0.3% 0.000
Volume 14,010 10,528 -3,482 -24.9% 55,421
Daily Pivots for day following 06-Nov-2009
Classic Woodie Camarilla DeMark
R4 5.743 5.611 5.158
R3 5.522 5.390 5.097
R2 5.301 5.301 5.077
R1 5.169 5.169 5.056 5.125
PP 5.080 5.080 5.080 5.058
S1 4.948 4.948 5.016 4.904
S2 4.859 4.859 4.995
S3 4.638 4.727 4.975
S4 4.417 4.506 4.914
Weekly Pivots for week ending 06-Nov-2009
Classic Woodie Camarilla DeMark
R4 6.623 6.315 5.303
R3 6.138 5.830 5.169
R2 5.653 5.653 5.125
R1 5.345 5.345 5.080 5.257
PP 5.168 5.168 5.168 5.124
S1 4.860 4.860 4.992 4.772
S2 4.683 4.683 4.947
S3 4.198 4.375 4.903
S4 3.713 3.890 4.769
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.477 4.992 0.485 9.6% 0.209 4.1% 9% False True 11,084
10 5.788 4.992 0.796 15.8% 0.211 4.2% 6% False True 9,601
20 6.242 4.992 1.250 24.8% 0.218 4.3% 4% False True 8,799
40 6.242 4.992 1.250 24.8% 0.211 4.2% 4% False True 7,825
60 6.242 4.733 1.509 30.0% 0.189 3.8% 20% False False 6,615
80 6.242 4.733 1.509 30.0% 0.180 3.6% 20% False False 5,708
100 6.242 4.733 1.509 30.0% 0.169 3.4% 20% False False 4,952
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 0.062
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 6.152
2.618 5.792
1.618 5.571
1.000 5.434
0.618 5.350
HIGH 5.213
0.618 5.129
0.500 5.103
0.382 5.076
LOW 4.992
0.618 4.855
1.000 4.771
1.618 4.634
2.618 4.413
4.250 4.053
Fisher Pivots for day following 06-Nov-2009
Pivot 1 day 3 day
R1 5.103 5.161
PP 5.080 5.119
S1 5.058 5.078

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

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