NYMEX Natural Gas Future March 2010


Trading Metrics calculated at close of trading on 27-Nov-2009
Day Change Summary
Previous Current
25-Nov-2009 27-Nov-2009 Change Change % Previous Week
Open 4.900 5.265 0.365 7.4% 4.920
High 5.275 5.370 0.095 1.8% 5.370
Low 4.900 4.914 0.014 0.3% 4.819
Close 5.266 5.290 0.024 0.5% 5.290
Range 0.375 0.456 0.081 21.6% 0.551
ATR 0.212 0.229 0.017 8.2% 0.000
Volume 14,519 22,874 8,355 57.5% 60,209
Daily Pivots for day following 27-Nov-2009
Classic Woodie Camarilla DeMark
R4 6.559 6.381 5.541
R3 6.103 5.925 5.415
R2 5.647 5.647 5.374
R1 5.469 5.469 5.332 5.558
PP 5.191 5.191 5.191 5.236
S1 5.013 5.013 5.248 5.102
S2 4.735 4.735 5.206
S3 4.279 4.557 5.165
S4 3.823 4.101 5.039
Weekly Pivots for week ending 27-Nov-2009
Classic Woodie Camarilla DeMark
R4 6.813 6.602 5.593
R3 6.262 6.051 5.442
R2 5.711 5.711 5.391
R1 5.500 5.500 5.341 5.606
PP 5.160 5.160 5.160 5.212
S1 4.949 4.949 5.239 5.055
S2 4.609 4.609 5.189
S3 4.058 4.398 5.138
S4 3.507 3.847 4.987
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.370 4.697 0.673 12.7% 0.278 5.3% 88% True False 14,862
10 5.370 4.696 0.674 12.7% 0.241 4.6% 88% True False 13,924
20 5.622 4.696 0.926 17.5% 0.218 4.1% 64% False False 12,970
40 6.242 4.696 1.546 29.2% 0.214 4.1% 38% False False 10,538
60 6.242 4.696 1.546 29.2% 0.216 4.1% 38% False False 9,041
80 6.242 4.696 1.546 29.2% 0.190 3.6% 38% False False 7,583
100 6.242 4.696 1.546 29.2% 0.183 3.5% 38% False False 6,642
120 6.410 4.696 1.714 32.4% 0.176 3.3% 35% False False 5,861
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.049
Widest range in 126 trading days
Fibonacci Retracements and Extensions
4.250 7.308
2.618 6.564
1.618 6.108
1.000 5.826
0.618 5.652
HIGH 5.370
0.618 5.196
0.500 5.142
0.382 5.088
LOW 4.914
0.618 4.632
1.000 4.458
1.618 4.176
2.618 3.720
4.250 2.976
Fisher Pivots for day following 27-Nov-2009
Pivot 1 day 3 day
R1 5.241 5.225
PP 5.191 5.160
S1 5.142 5.095

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

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