NYMEX Natural Gas Future March 2010


Trading Metrics calculated at close of trading on 04-Jan-2010
Day Change Summary
Previous Current
31-Dec-2009 04-Jan-2010 Change Change % Previous Week
Open 5.688 5.677 -0.011 -0.2% 5.804
High 5.835 5.852 0.017 0.3% 5.992
Low 5.472 5.677 0.205 3.7% 5.472
Close 5.532 5.841 0.309 5.6% 5.532
Range 0.363 0.175 -0.188 -51.8% 0.520
ATR 0.254 0.258 0.005 1.9% 0.000
Volume 16,185 24,368 8,183 50.6% 66,220
Daily Pivots for day following 04-Jan-2010
Classic Woodie Camarilla DeMark
R4 6.315 6.253 5.937
R3 6.140 6.078 5.889
R2 5.965 5.965 5.873
R1 5.903 5.903 5.857 5.934
PP 5.790 5.790 5.790 5.806
S1 5.728 5.728 5.825 5.759
S2 5.615 5.615 5.809
S3 5.440 5.553 5.793
S4 5.265 5.378 5.745
Weekly Pivots for week ending 01-Jan-2010
Classic Woodie Camarilla DeMark
R4 7.225 6.899 5.818
R3 6.705 6.379 5.675
R2 6.185 6.185 5.627
R1 5.859 5.859 5.580 5.762
PP 5.665 5.665 5.665 5.617
S1 5.339 5.339 5.484 5.242
S2 5.145 5.145 5.437
S3 4.625 4.819 5.389
S4 4.105 4.299 5.246
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.992 5.472 0.520 8.9% 0.228 3.9% 71% False False 18,117
10 5.992 5.472 0.520 8.9% 0.235 4.0% 71% False False 24,097
20 5.992 4.580 1.412 24.2% 0.248 4.2% 89% False False 32,833
40 5.992 4.550 1.442 24.7% 0.234 4.0% 90% False False 23,681
60 6.242 4.550 1.692 29.0% 0.227 3.9% 76% False False 18,592
80 6.242 4.550 1.692 29.0% 0.227 3.9% 76% False False 15,627
100 6.242 4.550 1.692 29.0% 0.205 3.5% 76% False False 13,236
120 6.242 4.550 1.692 29.0% 0.198 3.4% 76% False False 11,542
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 0.065
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 6.596
2.618 6.310
1.618 6.135
1.000 6.027
0.618 5.960
HIGH 5.852
0.618 5.785
0.500 5.765
0.382 5.744
LOW 5.677
0.618 5.569
1.000 5.502
1.618 5.394
2.618 5.219
4.250 4.933
Fisher Pivots for day following 04-Jan-2010
Pivot 1 day 3 day
R1 5.816 5.788
PP 5.790 5.735
S1 5.765 5.682

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

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