NYMEX Natural Gas Future March 2010


Trading Metrics calculated at close of trading on 14-Sep-2009
Day Change Summary
Previous Current
11-Sep-2009 14-Sep-2009 Change Change % Previous Week
Open 5.275 5.190 -0.085 -1.6% 4.850
High 5.443 5.391 -0.052 -1.0% 5.443
Low 5.098 5.117 0.019 0.4% 4.810
Close 5.126 5.316 0.190 3.7% 5.126
Range 0.345 0.274 -0.071 -20.6% 0.633
ATR 0.173 0.180 0.007 4.2% 0.000
Volume 8,350 8,203 -147 -1.8% 22,845
Daily Pivots for day following 14-Sep-2009
Classic Woodie Camarilla DeMark
R4 6.097 5.980 5.467
R3 5.823 5.706 5.391
R2 5.549 5.549 5.366
R1 5.432 5.432 5.341 5.491
PP 5.275 5.275 5.275 5.304
S1 5.158 5.158 5.291 5.217
S2 5.001 5.001 5.266
S3 4.727 4.884 5.241
S4 4.453 4.610 5.165
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 4.810 0.633 11.9% 0.275 5.2% 80% False False 6,209
10 5.443 4.733 0.710 13.4% 0.207 3.9% 82% False False 5,464
20 5.540 4.733 0.807 15.2% 0.155 2.9% 72% False False 4,415
40 6.106 4.733 1.373 25.8% 0.151 2.8% 42% False False 3,695
60 6.106 4.733 1.373 25.8% 0.143 2.7% 42% False False 3,142
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.058
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 6.556
2.618 6.108
1.618 5.834
1.000 5.665
0.618 5.560
HIGH 5.391
0.618 5.286
0.500 5.254
0.382 5.222
LOW 5.117
0.618 4.948
1.000 4.843
1.618 4.674
2.618 4.400
4.250 3.953
Fisher Pivots for day following 14-Sep-2009
Pivot 1 day 3 day
R1 5.295 5.270
PP 5.275 5.223
S1 5.254 5.177

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

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