NYMEX Natural Gas Future March 2010


Trading Metrics calculated at close of trading on 13-Aug-2009
Day Change Summary
Previous Current
12-Aug-2009 13-Aug-2009 Change Change % Previous Week
Open 5.595 5.670 0.075 1.3% 5.778
High 5.696 5.706 0.010 0.2% 6.106
Low 5.595 5.587 -0.008 -0.1% 5.665
Close 5.642 5.602 -0.040 -0.7% 5.672
Range 0.101 0.119 0.018 17.8% 0.441
ATR 0.159 0.156 -0.003 -1.8% 0.000
Volume 2,246 1,791 -455 -20.3% 19,625
Daily Pivots for day following 13-Aug-2009
Classic Woodie Camarilla DeMark
R4 5.989 5.914 5.667
R3 5.870 5.795 5.635
R2 5.751 5.751 5.624
R1 5.676 5.676 5.613 5.654
PP 5.632 5.632 5.632 5.621
S1 5.557 5.557 5.591 5.535
S2 5.513 5.513 5.580
S3 5.394 5.438 5.569
S4 5.275 5.319 5.537
Weekly Pivots for week ending 07-Aug-2009
Classic Woodie Camarilla DeMark
R4 7.137 6.846 5.915
R3 6.696 6.405 5.793
R2 6.255 6.255 5.753
R1 5.964 5.964 5.712 5.889
PP 5.814 5.814 5.814 5.777
S1 5.523 5.523 5.632 5.448
S2 5.373 5.373 5.591
S3 4.932 5.082 5.551
S4 4.491 4.641 5.429
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.800 5.587 0.213 3.8% 0.114 2.0% 7% False True 2,253
10 6.106 5.541 0.565 10.1% 0.148 2.6% 11% False False 2,960
20 6.106 5.372 0.734 13.1% 0.152 2.7% 31% False False 2,987
40 6.229 5.230 0.999 17.8% 0.139 2.5% 37% False False 2,458
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR True
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.020
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6.212
2.618 6.018
1.618 5.899
1.000 5.825
0.618 5.780
HIGH 5.706
0.618 5.661
0.500 5.647
0.382 5.632
LOW 5.587
0.618 5.513
1.000 5.468
1.618 5.394
2.618 5.275
4.250 5.081
Fisher Pivots for day following 13-Aug-2009
Pivot 1 day 3 day
R1 5.647 5.660
PP 5.632 5.640
S1 5.617 5.621

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

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