NYMEX Natural Gas Future March 2010


Trading Metrics calculated at close of trading on 21-Aug-2009
Day Change Summary
Previous Current
20-Aug-2009 21-Aug-2009 Change Change % Previous Week
Open 5.468 5.436 -0.032 -0.6% 5.500
High 5.468 5.436 -0.032 -0.6% 5.540
Low 5.363 5.333 -0.030 -0.6% 5.333
Close 5.369 5.360 -0.009 -0.2% 5.360
Range 0.105 0.103 -0.002 -1.9% 0.207
ATR 0.137 0.135 -0.002 -1.8% 0.000
Volume 1,649 3,419 1,770 107.3% 13,093
Daily Pivots for day following 21-Aug-2009
Classic Woodie Camarilla DeMark
R4 5.685 5.626 5.417
R3 5.582 5.523 5.388
R2 5.479 5.479 5.379
R1 5.420 5.420 5.369 5.398
PP 5.376 5.376 5.376 5.366
S1 5.317 5.317 5.351 5.295
S2 5.273 5.273 5.341
S3 5.170 5.214 5.332
S4 5.067 5.111 5.303
Weekly Pivots for week ending 21-Aug-2009
Classic Woodie Camarilla DeMark
R4 6.032 5.903 5.474
R3 5.825 5.696 5.417
R2 5.618 5.618 5.398
R1 5.489 5.489 5.379 5.450
PP 5.411 5.411 5.411 5.392
S1 5.282 5.282 5.341 5.243
S2 5.204 5.204 5.322
S3 4.997 5.075 5.303
S4 4.790 4.868 5.246
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.540 5.333 0.207 3.9% 0.092 1.7% 13% False True 2,618
10 5.751 5.333 0.418 7.8% 0.097 1.8% 6% False True 2,380
20 6.106 5.333 0.773 14.4% 0.130 2.4% 3% False True 2,708
40 6.106 5.230 0.876 16.3% 0.132 2.5% 15% False False 2,647
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.016
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.874
2.618 5.706
1.618 5.603
1.000 5.539
0.618 5.500
HIGH 5.436
0.618 5.397
0.500 5.385
0.382 5.372
LOW 5.333
0.618 5.269
1.000 5.230
1.618 5.166
2.618 5.063
4.250 4.895
Fisher Pivots for day following 21-Aug-2009
Pivot 1 day 3 day
R1 5.385 5.401
PP 5.376 5.387
S1 5.368 5.374

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

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