NYMEX Natural Gas Future March 2010


Trading Metrics calculated at close of trading on 17-Nov-2009
Day Change Summary
Previous Current
16-Nov-2009 17-Nov-2009 Change Change % Previous Week
Open 4.944 5.100 0.156 3.2% 5.051
High 5.105 5.161 0.056 1.1% 5.132
Low 4.869 4.986 0.117 2.4% 4.790
Close 5.081 5.015 -0.066 -1.3% 4.900
Range 0.236 0.175 -0.061 -25.8% 0.342
ATR 0.200 0.198 -0.002 -0.9% 0.000
Volume 12,439 12,532 93 0.7% 70,887
Daily Pivots for day following 17-Nov-2009
Classic Woodie Camarilla DeMark
R4 5.579 5.472 5.111
R3 5.404 5.297 5.063
R2 5.229 5.229 5.047
R1 5.122 5.122 5.031 5.088
PP 5.054 5.054 5.054 5.037
S1 4.947 4.947 4.999 4.913
S2 4.879 4.879 4.983
S3 4.704 4.772 4.967
S4 4.529 4.597 4.919
Weekly Pivots for week ending 13-Nov-2009
Classic Woodie Camarilla DeMark
R4 5.967 5.775 5.088
R3 5.625 5.433 4.994
R2 5.283 5.283 4.963
R1 5.091 5.091 4.931 5.016
PP 4.941 4.941 4.941 4.903
S1 4.749 4.749 4.869 4.674
S2 4.599 4.599 4.837
S3 4.257 4.407 4.806
S4 3.915 4.065 4.712
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.161 4.790 0.371 7.4% 0.164 3.3% 61% True False 12,729
10 5.330 4.790 0.540 10.8% 0.180 3.6% 42% False False 13,068
20 6.242 4.790 1.452 29.0% 0.199 4.0% 15% False False 10,912
40 6.242 4.790 1.452 29.0% 0.202 4.0% 15% False False 9,042
60 6.242 4.733 1.509 30.1% 0.198 3.9% 19% False False 7,834
80 6.242 4.733 1.509 30.1% 0.182 3.6% 19% False False 6,604
100 6.242 4.733 1.509 30.1% 0.172 3.4% 19% False False 5,805
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 True
Bear Hook False
Bull Hook False
Stretch 0.046
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.905
2.618 5.619
1.618 5.444
1.000 5.336
0.618 5.269
HIGH 5.161
0.618 5.094
0.500 5.074
0.382 5.053
LOW 4.986
0.618 4.878
1.000 4.811
1.618 4.703
2.618 4.528
4.250 4.242
Fisher Pivots for day following 17-Nov-2009
Pivot 1 day 3 day
R1 5.074 5.002
PP 5.054 4.989
S1 5.035 4.976

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

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