NYMEX Natural Gas Future March 2010


Trading Metrics calculated at close of trading on 04-Sep-2009
Day Change Summary
Previous Current
03-Sep-2009 04-Sep-2009 Change Change % Previous Week
Open 5.000 4.860 -0.140 -2.8% 5.250
High 5.075 4.903 -0.172 -3.4% 5.250
Low 4.873 4.733 -0.140 -2.9% 4.733
Close 4.879 4.870 -0.009 -0.2% 4.870
Range 0.202 0.170 -0.032 -15.8% 0.517
ATR 0.133 0.135 0.003 2.0% 0.000
Volume 6,489 5,276 -1,213 -18.7% 23,595
Daily Pivots for day following 04-Sep-2009
Classic Woodie Camarilla DeMark
R4 5.345 5.278 4.964
R3 5.175 5.108 4.917
R2 5.005 5.005 4.901
R1 4.938 4.938 4.886 4.972
PP 4.835 4.835 4.835 4.852
S1 4.768 4.768 4.854 4.802
S2 4.665 4.665 4.839
S3 4.495 4.598 4.823
S4 4.325 4.428 4.777
Weekly Pivots for week ending 04-Sep-2009
Classic Woodie Camarilla DeMark
R4 6.502 6.203 5.154
R3 5.985 5.686 5.012
R2 5.468 5.468 4.965
R1 5.169 5.169 4.917 5.060
PP 4.951 4.951 4.951 4.897
S1 4.652 4.652 4.823 4.543
S2 4.434 4.434 4.775
S3 3.917 4.135 4.728
S4 3.400 3.618 4.586
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.250 4.733 0.517 10.6% 0.139 2.9% 26% False True 4,719
10 5.499 4.733 0.766 15.7% 0.127 2.6% 18% False True 4,416
20 5.751 4.733 1.018 20.9% 0.112 2.3% 13% False True 3,398
40 6.106 4.733 1.373 28.2% 0.138 2.8% 10% False True 3,235
60 6.410 4.733 1.677 34.4% 0.136 2.8% 8% False True 2,805
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 False
Bear Hook False
Bull Hook False
Stretch 0.019
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.626
2.618 5.348
1.618 5.178
1.000 5.073
0.618 5.008
HIGH 4.903
0.618 4.838
0.500 4.818
0.382 4.798
LOW 4.733
0.618 4.628
1.000 4.563
1.618 4.458
2.618 4.288
4.250 4.011
Fisher Pivots for day following 04-Sep-2009
Pivot 1 day 3 day
R1 4.853 4.926
PP 4.835 4.907
S1 4.818 4.889

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

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