NYMEX Natural Gas Future March 2010


Trading Metrics calculated at close of trading on 11-Sep-2009
Day Change Summary
Previous Current
10-Sep-2009 11-Sep-2009 Change Change % Previous Week
Open 4.995 5.275 0.280 5.6% 4.850
High 5.335 5.443 0.108 2.0% 5.443
Low 4.910 5.098 0.188 3.8% 4.810
Close 5.300 5.126 -0.174 -3.3% 5.126
Range 0.425 0.345 -0.080 -18.8% 0.633
ATR 0.160 0.173 0.013 8.3% 0.000
Volume 6,086 8,350 2,264 37.2% 22,845
Daily Pivots for day following 11-Sep-2009
Classic Woodie Camarilla DeMark
R4 6.257 6.037 5.316
R3 5.912 5.692 5.221
R2 5.567 5.567 5.189
R1 5.347 5.347 5.158 5.285
PP 5.222 5.222 5.222 5.191
S1 5.002 5.002 5.094 4.940
S2 4.877 4.877 5.063
S3 4.532 4.657 5.031
S4 4.187 4.312 4.936
Weekly Pivots for week ending 11-Sep-2009
Classic Woodie Camarilla DeMark
R4 7.025 6.709 5.474
R3 6.392 6.076 5.300
R2 5.759 5.759 5.242
R1 5.443 5.443 5.184 5.601
PP 5.126 5.126 5.126 5.206
S1 4.810 4.810 5.068 4.968
S2 4.493 4.493 5.010
S3 3.860 4.177 4.952
S4 3.227 3.544 4.778
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.443 4.733 0.710 13.9% 0.255 5.0% 55% True False 5,624
10 5.443 4.733 0.710 13.9% 0.194 3.8% 55% True False 4,936
20 5.644 4.733 0.911 17.8% 0.146 2.8% 43% False False 4,195
40 6.106 4.733 1.373 26.8% 0.149 2.9% 29% False False 3,591
60 6.229 4.733 1.496 29.2% 0.141 2.8% 26% False False 3,037
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 0.051
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6.909
2.618 6.346
1.618 6.001
1.000 5.788
0.618 5.656
HIGH 5.443
0.618 5.311
0.500 5.271
0.382 5.230
LOW 5.098
0.618 4.885
1.000 4.753
1.618 4.540
2.618 4.195
4.250 3.632
Fisher Pivots for day following 11-Sep-2009
Pivot 1 day 3 day
R1 5.271 5.177
PP 5.222 5.160
S1 5.174 5.143

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

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