NYMEX Natural Gas Future March 2010


Trading Metrics calculated at close of trading on 08-Sep-2009
Day Change Summary
Previous Current
04-Sep-2009 08-Sep-2009 Change Change % Previous Week
Open 4.860 4.850 -0.010 -0.2% 5.250
High 4.903 5.023 0.120 2.4% 5.250
Low 4.733 4.810 0.077 1.6% 4.733
Close 4.870 4.964 0.094 1.9% 4.870
Range 0.170 0.213 0.043 25.3% 0.517
ATR 0.135 0.141 0.006 4.1% 0.000
Volume 5,276 4,283 -993 -18.8% 23,595
Daily Pivots for day following 08-Sep-2009
Classic Woodie Camarilla DeMark
R4 5.571 5.481 5.081
R3 5.358 5.268 5.023
R2 5.145 5.145 5.003
R1 5.055 5.055 4.984 5.100
PP 4.932 4.932 4.932 4.955
S1 4.842 4.842 4.944 4.887
S2 4.719 4.719 4.925
S3 4.506 4.629 4.905
S4 4.293 4.416 4.847
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 5.212 4.733 0.479 9.6% 0.166 3.3% 48% False False 4,744
10 5.477 4.733 0.744 15.0% 0.134 2.7% 31% False False 4,262
20 5.732 4.733 0.999 20.1% 0.118 2.4% 23% False False 3,552
40 6.106 4.733 1.373 27.7% 0.141 2.8% 17% False False 3,303
60 6.410 4.733 1.677 33.8% 0.136 2.7% 14% False False 2,846
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 0.023
Widest range in 22 trading days
Fibonacci Retracements and Extensions
4.250 5.928
2.618 5.581
1.618 5.368
1.000 5.236
0.618 5.155
HIGH 5.023
0.618 4.942
0.500 4.917
0.382 4.891
LOW 4.810
0.618 4.678
1.000 4.597
1.618 4.465
2.618 4.252
4.250 3.905
Fisher Pivots for day following 08-Sep-2009
Pivot 1 day 3 day
R1 4.948 4.944
PP 4.932 4.924
S1 4.917 4.904

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

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