NYMEX Natural Gas Future March 2010


Trading Metrics calculated at close of trading on 11-Nov-2009
Day Change Summary
Previous Current
10-Nov-2009 11-Nov-2009 Change Change % Previous Week
Open 5.082 4.966 -0.116 -2.3% 5.350
High 5.082 5.045 -0.037 -0.7% 5.477
Low 4.919 4.926 0.007 0.1% 4.992
Close 4.953 4.994 0.041 0.8% 5.036
Range 0.163 0.119 -0.044 -27.0% 0.485
ATR 0.211 0.205 -0.007 -3.1% 0.000
Volume 16,761 13,784 -2,977 -17.8% 55,421
Daily Pivots for day following 11-Nov-2009
Classic Woodie Camarilla DeMark
R4 5.345 5.289 5.059
R3 5.226 5.170 5.027
R2 5.107 5.107 5.016
R1 5.051 5.051 5.005 5.079
PP 4.988 4.988 4.988 5.003
S1 4.932 4.932 4.983 4.960
S2 4.869 4.869 4.972
S3 4.750 4.813 4.961
S4 4.631 4.694 4.929
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 5.254 4.919 0.335 6.7% 0.177 3.5% 22% False False 14,106
10 5.622 4.919 0.703 14.1% 0.197 3.9% 11% False False 12,189
20 6.242 4.919 1.323 26.5% 0.204 4.1% 6% False False 9,742
40 6.242 4.919 1.323 26.5% 0.205 4.1% 6% False False 8,443
60 6.242 4.733 1.509 30.2% 0.193 3.9% 17% False False 7,228
80 6.242 4.733 1.509 30.2% 0.181 3.6% 17% False False 6,154
100 6.242 4.733 1.509 30.2% 0.169 3.4% 17% False False 5,368
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.066
Narrowest range in 49 trading days
Fibonacci Retracements and Extensions
4.250 5.551
2.618 5.357
1.618 5.238
1.000 5.164
0.618 5.119
HIGH 5.045
0.618 5.000
0.500 4.986
0.382 4.971
LOW 4.926
0.618 4.852
1.000 4.807
1.618 4.733
2.618 4.614
4.250 4.420
Fisher Pivots for day following 11-Nov-2009
Pivot 1 day 3 day
R1 4.991 5.026
PP 4.988 5.015
S1 4.986 5.005

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

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